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 6/30/2016


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) ↓
O'Shaughnessy: Small Cap Growth & Value 16.3 4.4 2.6 0.6 0.0 -8.0 7.5 560.1 33.6 25 49.8
ADR Screen 9.3 3.5 1.6 1.6 3.3 14.7 4.9 33,658.7 -5.5 24 44.3
Lynch 9.1 3.3 1.0 0.7 2.7 22.7 5.2 926.7 -15.7 25 21.1
Murphy Technology 13.1 3.3 3.5 2.1 0.0 19.3 10.0 2,047.3 -35.3 10 21.4
O'Shaughnessy: Tiny Titans 15.0 2.2 2.1 0.6 0.0 2.6 15.0 122.0 69.8 25 40.9
Est Rev: Up 28.3 2.1 2.1 2.0 0.0 -25.8 14.2 1,187.4 -7.9 177 81.4
Dogs of the Dow 17.5 2.0 3.4 1.7 3.7 3.4 7.8 142,515.9 3.7 10 7.6
Inve$tWare Quality Growth 44.5 2.0 12.6 5.9 0.0 29.6 17.5 20,173.7 17.5 19 12.0
Dreman With Est Revisions 14.8 2.0 3.1 4.5 3.3 16.7 5.0 6,164.9 7.2 12 84.0
Est Rev: Up 5% 28.3 2.0 2.3 2.4 0.0 -25.8 23.0 1,334.6 -3.3 40 92.8
Dogs of the Dow: Low Priced 5 14.3 1.8 3.4 2.9 3.6 5.6 7.8 212,330.4 4.1 5 15.5
Return on Equity 25.0 1.8 5.6 3.6 0.0 27.1 14.5 3,252.3 -8.6 31 20.4
Driehaus 73.9 1.8 5.9 3.2 0.0 -2.3 20.0 1,180.5 21.4 14 63.9
O'Neil's CAN SLIM 10.6 1.8 1.1 2.0 1.3 41.2 12.5 103.1 21.7 6 56.3
Dual Cash Flow 16.4 1.7 1.5 1.9 1.2 -2.6 8.0 644.6 -16.2 66 31.0
Buffett: Hagstrom 21.2 1.7 4.7 2.1 0.9 17.1 10.6 4,883.1 3.1 30 19.4
All Exhange-Listed Stocks 20.3 1.7 1.8 1.9 0.0 5.8 11.1 708.1 -10.0 -99999 -99,999.0
Stock Market Winners 11.2 1.7 1.1 2.6 1.2 24.3 10.1 101.8 19.4 12 58.1
P/E Relative 17.3 1.7 2.7 2.8 1.7 17.2 8.5 3,933.1 -3.8 31 77.2
Graham--Defensive Investor (Non-Utility) 15.5 1.6 2.0 1.1 1.4 12.8 9.4 2,314.2 -10.9 21 19.3
O'Shaughnessy: Value 18.0 1.6 2.4 1.4 2.3 5.6 9.4 29,545.3 -8.9 50 23.0
Weiss Blue Chip Div Yield 20.4 1.6 4.5 2.2 2.3 43.5 11.2 4,808.9 4.9 12 24.7
O'Neil's CAN SLIM No Float 17.8 1.6 2.1 2.9 0.0 39.4 15.2 306.1 26.9 16 48.7
Fundamental Rule of Thumb 3.4 1.5 1.1 1.0 0.0 25.8 9.4 400.6 -15.7 50 21.1
Graham--Defensive Investor (Utility) 8.9 1.5 0.7 0.6 5.5 14.2 9.3 13,690.7 -18.1 17 14.8
Lakonishok 25.1 1.5 2.7 1.2 0.0 13.9 14.6 2,630.4 16.8 31 90.1
Buffettology: EPS Growth 16.1 1.5 3.3 2.6 0.7 24.8 15.0 6,481.1 5.7 45 12.0
Dividend (High Relative Yield) 20.8 1.5 3.2 1.4 1.7 8.6 11.6 5,230.2 -7.2 37 20.3
MAGNET Simple Revised 7.4 1.5 1.6 1.2 3.3 9.6 6.7 49,780.6 -5.3 3 68.8
Wanger (Revised) 19.1 1.5 3.0 1.4 0.0 32.9 12.5 296.5 6.9 29 26.9
Value on the Move--PEG With Hist Growth 17.6 1.5 3.1 1.8 1.2 25.9 11.3 1,540.5 17.9 77 35.8
Kirkpatrick Growth 46.1 1.4 4.5 5.3 1.2 -2.5 12.1 3,536.8 44.5 13 61.4
Buffettology: Sustainable Growth 13.7 1.4 2.9 1.6 0.1 24.4 10.1 3,318.5 2.5 31 14.0
Kirkpatrick Bargain 37.2 1.4 2.1 0.9 1.2 -6.8 11.0 2,757.4 -4.4 17 63.6
Price-to-Sales 20.7 1.4 1.4 0.9 0.0 0.8 10.3 515.0 -3.8 53 39.3
Templeton 14.5 1.4 2.6 2.3 1.2 28.4 10.1 3,337.9 -3.8 20 28.4
O'Shaughnessy: Growth Market Leaders 15.6 1.3 2.6 1.1 1.8 11.7 10.6 29,545.3 -10.2 10 43.0
Dreman 14.1 1.3 1.4 1.6 2.3 12.7 8.7 4,395.0 -8.1 22 31.0
Price-to-Free-Cash-Flow 13.6 1.2 1.7 0.4 0.0 -15.2 10.0 501.6 -26.9 30 21.7
O'Shaughnessy: Growth 19.7 1.2 2.7 0.9 0.0 10.7 14.0 864.4 57.9 50 37.5
Muhlenkamp 16.8 1.2 2.6 1.3 0.0 10.5 11.5 1,729.8 -16.6 18 23.5
Magic Formula 6.4 1.1 2.4 1.1 2.5 19.6 6.5 1,126.9 -19.6 30 23.8
Est Rev: Down 19.7 1.1 1.5 0.7 0.0 18.7 7.8 950.2 -38.7 225 79.4
O'Neil's CAN SLIM Revised 3rd Edition 70.0 1.0 6.9 9.5 0.0 58.2 20.0 2,835.6 24.3 7 64.2
Kirkpatrick Value 18.3 0.9 9.9 0.4 0.0 -5.3 12.0 815.7 -1.5 3 72.9
Neff 10.5 0.9 2.7 1.1 1.6 25.8 11.7 5,630.0 -18.1 21 32.3
Zweig 23.3 0.9 4.5 1.3 0.0 25.3 18.7 2,402.3 26.0 10 41.9
Est Rev: Down 5% 15.1 0.9 1.4 0.8 0.0 14.0 10.0 1,245.9 -34.8 75 89.3
Cash Rich Firms 13.3 0.8 1.2 1.3 0.0 17.7 18.3 444.2 -14.2 28 24.0
Value on the Move--PEG With Est Growth 16.6 0.8 2.6 1.2 0.0 14.0 19.0 2,795.4 29.1 37 43.8
Insider Net Purchases 38.5 0.8 1.8 2.3 0.0 -11.5 20.0 232.9 -30.7 29 30.0
Piotroski: High F-Score 12.9 0.6 0.7 0.5 0.0 15.9 3.0 42.1 -12.2 20 23.2
O'Shaughnessy: All Cap 12.6 0.6 1.2 0.5 3.4 10.6 13.7 1,986.9 -18.3 21 33.8
Rule #1 Investing 6.5 0.5 1.1 0.4 1.3 37.4 15.0 795.9 -23.7 12 28.5
Oberweis Octagon 23.6 0.5 5.6 1.5 5.2 -3.0 20.0 637.2 64.7 15 41.9
Fisher (Philip) 12.5 0.4 1.2 1.0 0.0 35.8 21.1 869.4 -44.0 18 32.6
MAGNET Simple 11.8 0.4 2.5 1.0 0.0 0.0 22.3 642.3 63.7 3 68.8
Schloss 35.0 0.0 0.7 0.5 0.0 -19.3 15.0 40.4 -36.2 12 54.8
T. Rowe Price 3.5 0.0 0.5 1.5 0.0 12.7 0.0 79.9 -33.1 7 49.6
Graham--Enterprising Investor Revised 10.6 0.0 1.1 0.8 2.3 34.2 -2.8 474.5 -20.5 8 26.8
Foolish Small Cap 8
No companies pass this screen at this time.
14 42.8
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 41.7
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.8
MAGNET Complex
No companies pass this screen at this time.
2 73.5
All Exchange Listed Stocks 20.3 1.7 1.8 1.9 0.0 5.8 11.1 708.1 -10.0
Data as of 6/30/2016.