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 3/31/2016


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) ↓
Lynch 9.3 4.4 1.0 0.7 1.5 26.7 1.7 226.9 -26.6 25 20.9
Graham--Enterprising Investor Revised 8.4 3.8 0.8 0.8 2.9 6.7 2.1 361.7 -26.1 9 26.8
Dogs of the Dow 22.0 2.6 3.2 1.7 3.6 2.5 6.6 163,246.0 -4.1 10 7.6
Graham--Defensive Investor (Utility) 11.4 2.6 1.3 2.2 5.3 11.9 5.4 14,001.3 -6.8 18 14.7
Est Rev: Down 10.1 2.6 1.4 0.9 0.0 -23.1 15.0 305.9 -49.0 225 79.4
Dogs of the Dow: Low Priced 5 14.1 2.2 2.8 2.9 3.7 5.6 5.9 152,821.4 4.8 5 15.5
Buffettology: Sustainable Growth 13.2 2.1 3.3 1.8 0.0 26.7 15.0 3,794.1 0.6 32 13.9
P/E Relative 16.3 2.1 3.1 1.9 0.8 22.1 9.1 4,665.5 -4.3 31 77.2
Weiss Blue Chip Div Yield 24.5 2.0 3.9 1.7 1.5 8.1 9.1 4,656.3 -6.3 12 24.6
O'Shaughnessy: Tiny Titans 12.1 2.0 1.7 0.5 0.0 10.6 8.0 103.7 49.9 25 41.0
Graham--Defensive Investor (Non-Utility) 15.3 1.8 2.2 1.0 1.9 12.7 9.3 2,055.6 -11.3 21 19.2
Lakonishok 21.7 1.8 2.4 1.3 0.6 6.2 10.2 1,807.5 9.8 31 90.2
Return on Equity 22.2 1.8 5.5 4.5 0.1 21.1 12.8 4,417.7 -0.4 31 20.5
Buffettology: EPS Growth 15.9 1.8 3.6 2.2 0.7 27.9 15.0 5,692.1 7.4 45 12.0
Dreman With Est Revisions 12.6 1.8 1.6 1.5 2.1 6.3 7.6 3,664.6 4.0 12 84.0
Cash Rich Firms 13.9 1.7 1.2 1.3 0.0 11.5 10.0 417.6 -7.2 29 24.2
Inve$tWare Quality Growth 34.4 1.7 11.2 3.3 0.0 34.5 15.6 8,141.6 19.8 19 12.1
Kirkpatrick Growth 22.6 1.7 2.6 1.7 0.6 6.5 15.1 1,868.0 20.2 13 61.3
Buffett: Hagstrom 21.3 1.7 4.6 2.4 0.4 17.7 12.0 5,212.6 7.3 30 19.5
O'Shaughnessy: Value 14.0 1.6 1.2 1.5 3.5 2.4 7.6 48,585.7 -13.1 50 22.6
Dual Cash Flow 22.1 1.6 1.7 1.0 0.0 0.8 11.1 728.7 -10.3 67 31.0
Dividend (High Relative Yield) 20.3 1.6 3.4 1.6 2.0 13.2 10.6 7,931.5 1.4 38 20.3
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
O'Shaughnessy: Growth Market Leaders 16.8 1.5 2.7 0.9 1.2 10.2 10.9 37,222.9 6.0 10 42.8
Driehaus 29.9 1.5 2.5 2.8 0.0 9.2 10.3 877.8 4.9 14 63.9
Kirkpatrick Bargain 21.0 1.5 2.4 0.8 0.4 -1.7 12.0 2,586.0 1.5 17 63.6
O'Neil's CAN SLIM No Float 24.1 1.5 1.8 3.3 1.1 33.8 13.0 1,727.0 20.3 16 48.8
Price-to-Sales 17.0 1.5 1.7 0.8 0.0 8.7 13.9 401.0 -1.9 53 39.2
ADR Screen 9.5 1.5 1.8 1.5 2.2 22.9 6.5 5,847.2 -13.5 24 44.0
Value on the Move--PEG With Hist Growth 16.5 1.5 2.6 2.5 1.2 27.7 12.5 1,986.8 13.3 77 35.7
Est Rev: Down 5% 19.3 1.5 1.5 1.0 0.0 5.4 14.5 620.9 -33.2 75 89.3
Est Rev: Up 34.9 1.5 2.9 2.9 0.0 11.6 13.0 1,447.1 0.9 176 81.5
Est Rev: Up 5% 34.9 1.5 2.8 3.0 0.0 6.8 11.0 1,076.9 0.3 40 92.8
Price-to-Free-Cash-Flow 10.5 1.4 1.2 0.3 0.0 -15.3 10.0 258.3 -35.5 30 21.7
O'Neil's CAN SLIM 21.6 1.4 1.5 3.9 0.0 31.3 10.0 204.3 22.5 6 56.4
Murphy Technology 17.1 1.4 2.4 1.9 0.0 7.6 11.4 2,298.3 13.8 10 20.5
Wanger (Revised) 19.5 1.4 2.4 1.5 1.0 34.4 11.6 618.0 -12.4 29 26.8
Muhlenkamp 17.6 1.4 2.6 1.4 0.5 9.8 10.0 1,726.8 -3.1 17 23.5
Stock Market Winners 13.4 1.4 1.0 2.9 1.6 24.4 10.0 117.1 22.0 12 58.2
Schloss 44.3 1.3 0.8 0.6 0.0 -31.6 18.0 80.2 -62.2 12 54.8
O'Shaughnessy: Growth 20.4 1.3 2.4 0.9 0.0 14.6 13.7 552.4 54.6 50 37.5
O'Neil's CAN SLIM Revised 3rd Edition 59.1 1.3 5.5 10.0 0.6 42.8 24.0 166,796.1 30.2 7 63.9
Dreman 14.2 1.3 1.5 2.0 2.3 9.3 9.4 3,829.7 -6.5 21 31.2
Fundamental Rule of Thumb 3.2 1.2 1.0 1.0 0.0 26.4 10.0 301.7 -14.7 50 21.1
O'Shaughnessy: Small Cap Growth & Value 21.6 1.2 2.5 0.6 0.0 12.6 13.5 715.6 29.1 25 49.5
Kirkpatrick Value 18.1 1.2 2.2 0.5 0.9 -4.5 28.5 1,934.2 36.2 3 72.6
O'Shaughnessy: All Cap 14.9 1.1 1.8 0.4 3.8 11.3 7.1 1,913.1 -0.9 21 34.0
Templeton 15.4 1.0 2.3 2.3 1.2 25.5 16.9 4,857.5 5.1 20 28.4
Zweig 16.7 0.9 5.4 0.8 0.0 102.4 15.0 690.8 8.5 10 41.9
Insider Net Purchases 13.2 0.9 3.0 5.0 0.0 -19.1 20.0 257.8 -9.3 29 30.0
Magic Formula 7.7 0.8 2.1 1.2 2.0 26.2 7.9 790.4 -12.3 30 23.1
Neff 12.0 0.8 2.7 1.2 1.3 25.5 15.0 4,022.5 -15.9 22 32.3
Value on the Move--PEG With Est Growth 17.5 0.8 4.0 1.3 0.0 25.3 17.1 6,284.4 6.4 37 43.8
Fisher (Philip) 9.2 0.4 1.4 1.1 0.0 42.1 15.0 657.0 -46.6 18 32.7
Rule #1 Investing 6.7 0.4 1.2 1.1 1.2 37.4 20.0 280.0 -37.4 12 28.5
Piotroski: High F-Score 10.6 0.0 0.6 0.5 0.0 25.2 45.3 34.3 -17.2 20 23.4
Foolish Small Cap 8 Revised 26.4 0.0 5.4 10.6 0.0 49.6 0.0 244.6 -12.4 5 41.3
MAGNET Complex Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
MAGNET Simple Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
MAGNET Complex 24.6 0.0 4.2 1.1 2.6 -15.6 0.0 57.0 250.8 2 73.6
Oberweis Octagon 8.3 0.0 2.7 1.4 2.8 17.0 0.0 1,635.1 48.3 15 41.4
Foolish Small Cap 8
No companies pass this screen at this time.
15 42.0
T. Rowe Price
No companies pass this screen at this time.
7 49.3
MAGNET Simple
No companies pass this screen at this time.
3 68.4
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 3/31/2016.