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Portfolio Characteristics

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The Portfolio Characteristics table presents a snapshot of the characteristics of the stocks that made up each portfolio at a specific point in time. This table is updated quarterly and provides an indication of the types of stocks that each strategy tends to hold.

Data as of 6/30/2013


Default View
Strategy P/E
Ratio (X)
Price
to
EPS
Est.
Growth
(X)
Price-
to-Book
Value Ratio
(X)
Price-
to-Sales
Ratio
(X)
Dividend
Yield
(%)
Hist.
EPS
Growth
(%)
Est.
Long
-Term
EPS
Growth
(%)
Market
Cap
($ Mil)
52-Week
Relative
Strength
(%)
Monthly Holdings
Avg # Turnover %
Sorted by Market Cap ($ Mil) ↑
Foolish Small Cap 8
No companies pass this screen at this time.
16 41.3
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 38.2
T. Rowe Price
No companies pass this screen at this time.
8 44.0
MAGNET Complex
No companies pass this screen at this time.
2 74.1
Stock Market Winners 16.3 0.0 1.0 1.4 1.2 15.4 0.0 51.7 25.0 11 59.1
O'Neil's CAN SLIM 13.2 0.0 0.8 2.2 1.4 43.1 0.0 67.2 9.0 6 56.9
Schloss 23.9 0.0 0.8 0.5 0.0 -7.7 20.8 69.8 -33.6 12 54.3
O'Shaughnessy: Tiny Titans 30.4 1.0 2.6 0.6 0.0 11.1 13.5 93.5 108.7 25 41.4
Piotroski: High F-Score 53.4 0.0 0.9 1.0 0.0 26.6 0.0 105.3 -12.9 21 23.8
Lynch 7.1 1.3 1.1 1.1 0.8 23.7 5.3 107.3 -17.1 25 21.3
Muhlenkamp 5.8 0.4 0.9 1.1 0.5 19.4 25.0 263.2 1.0 18 23.8
Cash Rich Firms 20.2 1.6 2.1 2.0 0.0 11.4 12.6 288.4 -9.7 30 24.5
O'Shaughnessy: Small Cap Growth & Value 27.5 1.5 2.2 1.2 0.0 16.7 16.5 293.1 59.8 25 49.8
Insider Net Purchases 11.4 6.4 1.7 4.0 0.0 26.3 24.4 320.1 -18.3 28 29.8
Price-to-Sales 17.5 1.7 1.5 1.3 0.0 3.9 15.0 408.1 8.8 55 38.9
Fundamental Rule of Thumb 4.1 1.4 2.5 1.6 0.0 23.8 15.0 447.5 -3.7 50 21.2
Dual Cash Flow 28.5 1.6 2.7 1.8 0.0 7.1 14.9 513.7 2.5 67 31.1
Graham--Enterprising Investor Revised 11.2 1.0 1.2 0.7 1.6 10.1 10.0 672.9 -20.7 9 25.5
O'Shaughnessy: Growth 25.4 1.1 2.5 0.7 0.0 15.9 20.0 730.9 82.0 50 37.7
Wanger (Revised) 10.4 1.2 2.8 1.5 0.0 38.0 15.0 767.9 10.1 30 26.8
Graham--Enterprising Investor 6.9 11.9 0.8 1.1 3.9 13.8 1.1 792.7 -26.1 4 43.3
All Exhange-Listed Stocks 21.3 1.6 2.1 2.1 0.0 11.2 12.8 838.6 -6.0 -99999 -99,999.0
Est Rev: Down 5% 18.2 1.5 2.9 1.8 0.0 12.4 15.0 987.7 -22.7 75 89.1
Price-to-Free-Cash-Flow 14.4 1.8 1.5 0.6 0.0 6.1 7.1 1,035.6 -4.8 30 22.0
Zweig 15.6 1.4 3.1 3.8 0.8 28.7 12.5 1,054.9 47.7 11 41.7
Kirkpatrick Value 22.2 1.2 2.6 0.8 0.0 12.3 12.5 1,073.7 49.0 2 74.1
Magic Formula 9.6 1.5 2.2 1.6 1.4 23.9 8.5 1,082.4 -8.3 30 23.7
Est Rev: Up 5% 22.4 1.4 3.5 3.5 0.0 16.7 17.1 1,230.7 2.2 42 92.6
Murphy Technology 7.9 4.2 2.7 2.7 0.0 21.5 -3.2 1,447.0 1.2 11 20.6
Graham--Defensive Investor (Non-Utility) 11.7 1.0 1.2 0.7 2.6 8.0 10.0 1,475.6 -15.1 21 19.8
Oberweis Octagon 25.3 0.8 3.3 1.2 0.0 15.0 24.6 1,475.6 64.5 16 42.0
O'Shaughnessy: All Cap 22.6 2.7 1.4 0.5 2.7 -16.8 10.0 1,595.7 -13.3 22 34.2
Driehaus 28.7 1.5 2.9 1.3 0.0 15.2 13.0 1,629.1 15.6 15 63.8
Neff 10.4 0.9 2.1 1.5 1.0 24.4 14.6 1,929.5 3.3 22 33.2
Est Rev: Down 20.7 1.6 2.6 1.9 0.7 10.8 12.1 2,622.6 -11.3 218 79.5
Kirkpatrick Bargain 19.3 1.4 2.4 1.1 0.8 4.0 12.0 2,705.4 38.0 15 64.4
Return on Equity 20.1 1.1 4.5 3.2 0.0 24.9 16.3 2,912.3 7.0 32 20.8
Fisher (Philip) 28.9 0.5 1.5 2.1 0.0 17.0 20.0 2,975.9 -9.1 19 32.7
O'Neil's CAN SLIM Revised 3rd Edition 30.5 0.9 7.5 5.8 0.0 20.1 23.9 2,994.8 66.0 8 64.6
Kirkpatrick Growth 29.1 1.1 3.2 2.8 0.0 19.0 25.0 3,351.2 60.3 12 61.7
Buffettology: Sustainable Growth 14.6 1.2 3.2 2.7 0.4 22.6 13.5 3,589.7 -8.8 33 13.2
Est Rev: Up 23.4 1.5 3.2 2.0 0.4 15.0 13.8 3,914.0 5.8 179 81.1
IBD Stable 70 27.3 1.4 5.5 3.0 0.0 35.5 19.0 4,212.3 -1.2 39 11.8
Templeton 25.8 1.5 5.0 2.7 0.8 35.7 14.7 4,360.0 -2.0 21 28.1
Value on the Move--PEG With Hist Growth 18.2 1.2 3.7 3.4 0.0 36.5 15.4 4,677.0 29.9 79 36.1
P/E Relative 18.0 1.5 2.3 1.3 1.9 20.6 8.7 4,776.0 -4.1 32 76.8
MAGNET Simple 15.5 0.5 3.9 5.4 0.0 33.7 40.7 5,075.0 102.7 3 68.2
Value on the Move--PEG With Est Growth 22.7 0.9 4.5 2.7 0.7 35.4 25.2 5,118.3 49.3 40 44.4
Lakonishok 22.0 1.6 2.7 1.7 1.1 15.0 10.4 5,328.2 5.9 31 89.9
Rule #1 Investing 17.5 0.5 11.7 6.1 1.3 57.6 29.5 5,639.8 66.2 14 24.6
O'Neil's CAN SLIM No Float 21.0 1.5 3.4 3.0 0.2 46.6 15.0 5,726.3 33.3 16 49.6
Buffett: Hagstrom 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 30 19.6
Buffettology: EPS Growth 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 47 11.8
Dreman 15.0 1.4 1.7 2.0 2.7 5.9 10.1 6,591.3 -1.4 21 31.5
Dividend Screen: Non-DRPs 16.7 1.3 2.7 2.0 1.8 17.8 11.4 6,855.1 -2.5 30 28.4
Graham--Defensive Investor (Utility) 15.8 3.5 1.6 1.6 3.7 6.2 4.6 7,619.0 -13.1 18 13.7
Weiss Blue Chip Div Yield 22.8 2.0 3.9 3.3 1.8 10.1 12.7 10,636.3 2.3 12 24.7
Dividend Screen: DRPs 18.4 1.5 2.6 1.3 1.5 15.0 11.1 10,816.4 -2.0 30 26.2
Dreman With Est Revisions 14.1 1.5 2.5 1.7 1.7 17.4 9.4 11,929.6 4.2 13 83.1
Inve$tWare Quality Growth 32.2 1.5 6.6 3.7 0.0 39.7 19.6 13,391.0 23.2 20 11.6
ADR Screen 14.0 1.2 1.9 1.5 1.7 33.7 15.3 13,602.8 -3.9 25 43.7
Dividend (High Relative Yield) 17.9 1.7 2.5 2.6 2.0 11.2 10.9 29,680.1 0.0 40 20.1
O'Shaughnessy: Growth Market Leaders 15.1 1.9 2.3 1.2 1.5 6.1 7.8 41,395.3 21.5 10 43.0
O'Shaughnessy: Value 15.2 1.5 2.3 1.4 3.3 11.0 8.4 88,783.7 0.7 50 21.4
Dogs of the Dow 17.5 2.3 2.6 2.6 3.3 7.1 6.4 186,323.1 -15.0 10 7.4
Dogs of the Dow: Low Priced 5 18.1 2.3 2.4 1.8 3.5 6.8 6.1 202,626.4 -16.6 5 15.6
Data as of 6/30/2013.