Screen Characteristics

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The Screen Characteristics table presents a snapshot of the characteristics of the stocks passing each screen 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 identify.

Data as of 12/31/2015


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 P/E to EPS Est. Growth (X) ↑
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.4
MAGNET Simple Revised
No companies pass this screen at this time.
3 68.4
T. Rowe Price
No companies pass this screen at this time.
7 48.6
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 9,989.7 9.5 4 42.8
Schloss 17.0 0.0 0.7 0.5 0.0 16.8 -15.1 37.5 -45.4 12 54.4
Foolish Small Cap 8 Revised 10.6 0.0 8.4 1.8 0.6 35.4 0.0 410.4 195.7 5 42.2
MAGNET Complex 27.7 0.0 3.5 1.1 3.3 -15.6 0.0 44.9 130.7 2 73.9
Fisher (Philip) 17.3 0.5 4.8 3.5 0.0 29.5 21.6 7,146.0 22.1 18 32.6
MAGNET Simple 17.7 0.5 1.7 1.2 0.0 30.6 21.5 940.3 51.0 3 68.4
Rule #1 Investing 9.3 0.6 2.9 3.5 1.7 39.1 14.1 1,466.0 -5.5 12 28.2
Oberweis Octagon 17.7 0.6 2.9 1.1 0.0 19.8 23.3 783.5 22.3 15 41.4
Neff 8.6 0.7 2.1 0.8 1.0 23.7 14.5 1,544.2 -13.7 22 32.5
Value on the Move--PEG With Est Growth 23.1 0.7 4.6 3.0 0.0 29.6 22.5 4,638.4 30.1 38 43.8
Magic Formula 6.4 0.8 2.1 1.1 0.0 18.1 9.7 735.0 -18.5 30 23.2
O'Neil's CAN SLIM 10.6 0.8 1.0 2.7 0.2 67.7 22.5 86.8 19.7 6 56.6
Price-to-Free-Cash-Flow 9.3 0.9 1.3 0.3 0.0 0.8 10.0 592.6 -31.7 30 21.8
Piotroski: High F-Score 11.6 1.0 0.5 0.4 0.0 18.3 20.0 203.2 -32.3 20 23.2
O'Shaughnessy: Growth 20.8 1.1 2.3 0.8 0.0 0.9 15.1 792.8 61.2 50 37.5
Wanger (Revised) 16.0 1.1 2.4 1.3 0.3 34.3 17.0 529.7 4.4 30 26.6
Zweig 25.2 1.1 4.2 1.5 0.0 35.6 23.4 2,272.4 99.7 11 42.0
Murphy Technology 10.2 1.2 1.3 2.2 0.0 6.4 0.4 5,649.0 -8.4 10 20.4
ADR Screen 12.8 1.2 2.8 1.7 1.9 28.8 17.7 4,054.3 -8.4 24 43.8
Muhlenkamp 15.0 1.2 2.8 1.3 0.0 14.3 10.0 1,047.5 -4.1 17 23.5
Est Rev: Up 5% 36.0 1.2 3.6 5.6 0.0 17.5 11.9 1,576.9 6.3 40 92.8
P/E Relative 14.0 1.2 2.5 1.3 0.0 18.9 8.7 6,599.9 -0.3 31 77.2
Kirkpatrick Growth 30.0 1.3 3.9 1.8 0.0 -4.8 20.0 2,518.2 25.5 12 61.2
Dreman 13.7 1.3 1.9 1.9 2.6 14.3 9.9 3,388.6 -2.8 21 31.3
Insider Net Purchases 0.0 1.3 2.6 7.5 0.0 12.9 17.5 378.4 1.0 29 29.9
O'Shaughnessy: Growth Market Leaders 18.5 1.4 3.0 1.1 1.8 17.1 12.1 48,670.1 22.4 10 42.8
Price-to-Sales 17.4 1.4 1.6 0.7 0.0 9.7 11.9 631.0 -0.8 53 39.2
O'Shaughnessy: Value 14.1 1.5 1.4 1.1 3.7 3.0 8.1 45,658.9 -12.0 50 22.4
Dual Cash Flow 18.8 1.5 1.6 1.3 1.0 15.4 9.3 854.0 -9.4 66 31.0
Driehaus 20.8 1.5 16.4 3.6 0.0 5.8 43.7 831.3 69.1 14 63.9
Foolish Small Cap 8 13.5 1.5 5.6 3.1 0.8 22.8 10.0 758.8 145.3 15 42.1
Fundamental Rule of Thumb 3.3 1.6 1.1 1.1 0.0 22.1 10.0 380.9 -9.5 50 21.2
O'Neil's CAN SLIM No Float 16.8 1.6 2.8 3.5 0.7 35.6 15.3 2,694.4 27.7 16 48.8
All Exhange-Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2 -99999 -99,999.0
Templeton 20.2 1.6 4.7 2.7 1.6 29.0 13.1 11,825.4 -9.1 20 28.3
Value on the Move--PEG With Hist Growth 17.6 1.6 2.0 3.0 1.1 26.2 14.6 641.8 25.7 78 35.6
Est Rev: Down 5% 15.6 1.6 1.5 0.7 0.0 15.6 10.0 737.5 -41.6 75 89.3
Weiss Blue Chip Div Yield 19.5 1.7 3.4 1.3 1.6 13.1 10.0 6,861.5 -17.4 12 24.5
Buffett: Hagstrom 28.5 1.7 6.2 3.9 0.7 20.5 14.0 6,239.3 15.7 30 19.5
Kirkpatrick Bargain 30.6 1.7 2.2 0.8 0.0 4.4 12.0 2,209.7 18.9 17 63.7
Graham--Defensive Investor (Non-Utility) 15.1 1.9 2.1 1.2 2.2 13.0 7.6 2,428.7 -12.6 21 19.3
O'Shaughnessy: Small Cap Growth & Value 22.0 1.9 2.5 0.8 0.0 -2.0 14.5 965.3 53.1 25 49.3
Inve$tWare Quality Growth 29.9 1.9 8.6 3.2 0.5 27.8 17.3 13,374.9 24.1 19 11.8
Return on Equity 21.9 1.9 5.2 3.3 0.0 25.3 12.9 3,779.5 -9.9 31 20.4
Buffettology: EPS Growth 18.2 1.9 4.1 3.2 0.3 24.9 16.2 4,834.7 11.0 45 11.9
Buffettology: Sustainable Growth 15.3 1.9 3.5 2.1 0.0 24.9 16.7 3,795.8 11.0 32 13.4
Dreman With Est Revisions 10.8 1.9 2.1 1.1 1.3 12.4 5.8 2,481.0 -2.2 12 84.0
Est Rev: Down 19.4 2.0 1.6 0.9 0.3 15.6 12.8 769.9 -32.1 223 79.4
O'Shaughnessy: Tiny Titans 14.0 2.1 1.8 0.6 0.0 9.7 10.0 68.7 39.3 25 41.1
O'Neil's CAN SLIM Revised 3rd Edition 20.2 2.2 2.1 6.4 0.0 21.4 9.0 1,999.5 56.7 7 64.1
Dividend (High Relative Yield) 22.4 2.2 2.6 2.0 1.9 11.9 9.3 11,925.0 -2.7 38 20.0
Est Rev: Up 26.5 2.2 3.4 2.1 0.0 12.4 11.9 1,521.5 5.0 177 81.4
Cash Rich Firms 15.6 2.3 1.2 1.2 0.0 16.2 7.5 569.9 -1.9 29 24.2
Lakonishok 20.3 2.3 3.3 1.1 2.1 0.0 7.5 2,946.9 0.2 31 90.2
Graham--Defensive Investor (Utility) 13.0 2.4 1.3 3.5 4.8 1.1 5.6 13,279.3 -19.5 18 14.6
O'Shaughnessy: All Cap 12.2 2.4 0.9 0.3 2.7 7.2 5.1 918.9 -24.1 21 33.9
Stock Market Winners 15.5 2.6 1.0 2.5 0.0 19.5 8.0 82.8 28.8 12 58.4
Graham--Enterprising Investor Revised 11.7 2.9 0.9 0.5 3.1 28.6 2.5 87.5 -23.4 9 26.4
Dogs of the Dow 16.5 3.4 3.0 1.4 3.7 7.1 3.8 188,063.3 -13.4 10 7.6
Lynch 8.6 3.6 1.1 1.1 4.1 17.5 -1.4 804.5 -20.6 25 21.0
Dogs of the Dow: Low Priced 5 14.1 3.9 3.0 1.4 3.7 5.9 3.8 188,063.3 -6.1 5 15.6
Kirkpatrick Value 14.3 4.6 1.7 0.5 0.0 -5.4 7.0 1,006.2 24.1 3 72.7
All Exchange Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2
Data as of 9/30/2015.