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 3/31/2015


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) ↓
Insider Net Purchases 13.0 7.7 1.6 4.3 0.0 22.9 20.0 185.2 -9.5 29 30.0
Graham--Defensive Investor (Utility) 18.2 3.6 1.8 1.9 3.4 8.4 5.0 3,544.1 -2.2 18 14.0
Dogs of the Dow 17.9 3.2 3.2 2.2 3.4 5.2 5.5 197,708.4 -9.2 10 7.6
Stock Market Winners 12.3 2.9 1.1 2.1 1.1 22.7 9.0 63.3 16.8 12 58.9
O'Shaughnessy: All Cap 19.9 2.8 2.3 0.5 3.5 12.0 3.3 3,220.7 -9.5 21 34.1
Dividend (High Relative Yield) 18.2 2.7 2.5 1.5 2.2 13.0 8.8 5,739.9 -19.2 39 20.0
Driehaus 31.5 2.5 2.8 2.4 0.0 13.3 19.4 1,211.3 -1.0 14 63.7
Lynch 8.2 2.3 1.2 1.2 3.3 17.1 3.9 723.0 -28.6 25 21.0
Kirkpatrick Bargain 27.1 2.0 3.0 1.1 0.2 16.3 10.7 1,841.9 32.5 16 64.1
Dogs of the Dow: Low Priced 5 19.3 1.9 3.1 1.7 3.5 7.1 7.4 198,035.4 -7.5 5 15.3
Est Rev: Up 36.0 1.9 2.4 1.5 0.0 17.3 14.6 1,275.5 10.7 178 81.3
Buffett: Hagstrom 20.3 1.8 5.1 3.1 1.0 24.1 13.7 4,968.0 4.8 30 19.6
O'Neil's CAN SLIM No Float 20.6 1.7 3.9 2.7 0.5 40.3 14.7 3,757.0 18.5 16 49.0
Cash Rich Firms 13.1 1.6 1.4 1.5 0.0 22.8 11.8 527.3 -4.2 29 24.5
Inve$tWare Quality Growth 37.9 1.6 7.0 4.9 0.0 29.0 21.3 20,198.5 17.9 20 11.4
All Exhange-Listed Stocks 20.8 1.6 2.1 2.0 0.0 12.8 12.0 818.9 -9.5 -99999 -99,999.0
Est Rev: Down 15.3 1.6 1.2 0.6 0.0 -5.4 10.8 496.6 -45.6 220 79.5
Est Rev: Down 5% 18.4 1.6 1.7 0.8 0.0 8.2 10.3 862.7 -35.0 75 89.3
Magic Formula 7.0 1.5 2.0 1.0 0.0 23.3 9.7 748.9 -10.7 30 23.5
O'Shaughnessy: Value 18.4 1.5 2.4 1.3 2.3 12.4 10.0 43,507.1 -9.5 50 22.0
Price-to-Free-Cash-Flow 12.4 1.5 1.6 0.5 0.0 11.0 6.5 384.7 -39.8 30 22.1
Weiss Blue Chip Div Yield 26.3 1.5 3.0 4.3 0.9 24.8 11.2 6,452.1 -20.4 12 24.6
Dual Cash Flow 20.2 1.5 2.3 1.6 0.0 14.9 12.0 602.3 -6.3 67 31.1
Dreman 15.4 1.5 2.0 2.0 2.5 18.0 10.0 13,693.9 -9.5 21 31.7
Templeton 25.9 1.5 4.5 3.1 1.1 22.2 14.9 12,017.1 -17.4 21 28.4
Value on the Move--PEG With Hist Growth 20.1 1.5 3.2 2.6 1.0 34.4 13.0 3,474.8 12.9 78 35.8
Fundamental Rule of Thumb 4.7 1.4 1.7 1.4 0.0 26.9 14.5 299.5 -12.4 50 21.2
Graham--Defensive Investor (Non-Utility) 15.4 1.4 1.9 1.3 2.3 12.7 10.9 3,815.1 -20.4 21 19.4
Return on Equity 17.4 1.4 5.1 3.2 0.0 25.4 14.0 4,396.8 -8.6 32 20.6
Buffettology: EPS Growth 18.9 1.4 3.7 2.9 0.1 25.8 15.0 4,526.5 4.2 46 11.9
Buffettology: Sustainable Growth 18.9 1.4 4.6 3.5 0.0 21.8 16.3 4,720.7 4.2 33 13.4
Dreman With Est Revisions 13.4 1.4 3.3 1.7 2.1 16.5 7.4 5,060.9 -2.6 13 83.4
Graham--Enterprising Investor Revised 11.6 1.4 1.0 0.5 3.3 11.0 1.2 4,737.1 -35.5 9 26.2
Lakonishok 21.8 1.3 2.6 1.5 0.6 21.1 12.6 1,517.2 5.7 31 90.0
Kirkpatrick Growth 38.6 1.3 4.7 2.8 0.0 17.9 18.1 2,537.8 51.2 12 61.4
Price-to-Sales 23.2 1.3 1.6 1.1 0.0 16.0 12.9 982.9 -9.8 54 39.0
Muhlenkamp 18.4 1.3 2.4 1.7 0.0 15.9 13.4 2,742.7 -11.2 17 23.7
Oberweis Octagon 14.7 1.3 1.8 4.3 2.4 24.6 10.0 3,227.2 -10.9 16 42.1
P/E Relative 14.7 1.3 1.8 4.3 2.4 24.6 10.0 3,227.2 -10.9 31 77.0
O'Shaughnessy: Growth Market Leaders 15.7 1.2 0.9 0.9 2.5 30.0 7.1 36,475.5 -12.6 10 43.0
Wanger (Revised) 19.1 1.2 2.5 1.7 0.0 37.6 15.0 755.2 -1.7 30 26.7
O'Shaughnessy: Growth 23.6 1.1 2.7 0.9 0.0 18.7 15.0 901.8 68.2 50 37.7
O'Shaughnessy: Small Cap Growth & Value 26.1 1.1 2.7 0.9 0.0 17.6 16.1 601.6 54.6 25 49.6
Foolish Small Cap 8 Revised 29.5 1.0 12.5 2.6 0.0 0.0 25.0 1,389.5 90.2 5 40.8
Kirkpatrick Value 27.3 1.0 2.8 0.6 0.0 17.6 15.0 1,841.9 74.2 3 73.7
Neff 12.8 1.0 2.2 1.5 1.8 21.0 15.2 3,493.0 -19.3 22 32.8
ADR Screen 14.1 1.0 1.1 1.4 2.0 24.4 10.1 4,257.8 -16.7 24 43.9
Piotroski: High F-Score 10.1 0.8 0.7 0.8 0.0 19.0 -15.6 119.6 -34.2 20 23.6
Zweig 23.2 0.8 4.6 1.6 0.2 58.2 20.9 3,503.2 32.6 11 42.2
Value on the Move--PEG With Est Growth 22.4 0.8 4.1 2.4 0.6 35.2 21.2 3,943.4 36.3 39 44.2
O'Neil's CAN SLIM Revised 3rd Edition 22.1 0.7 4.5 0.9 0.3 26.1 21.8 2,573.7 33.0 7 64.8
Rule #1 Investing 16.6 0.6 1.2 0.2 0.0 14.9 20.0 275.3 -37.3 13 27.4
MAGNET Simple 504.7 0.6 187.2 22.3 0.0 79.2 69.0 12,453.5 72.3 3 68.5
Murphy Technology 8.9 0.5 3.9 2.0 0.0 69.6 15.0 17,144.2 -4.1 11 21.1
Fisher (Philip) 23.3 0.4 5.0 3.9 0.0 64.8 34.3 6,038.7 12.1 19 32.3
Est Rev: Up 5% 23.3 0.4 5.0 3.9 0.0 64.8 34.3 6,038.7 12.1 41 92.6
Graham--Enterprising Investor 6.2 0.0 1.0 1.3 3.2 34.3 0.0 19,355.4 -20.7 4 42.9
Schloss 2.9 0.0 0.6 1.0 0.0 -15.4 17.5 36.6 -53.5 12 54.5
O'Shaughnessy: Tiny Titans 19.0 0.0 2.3 0.6 0.0 17.1 10.0 103.8 49.3 25 41.1
Foolish Small Cap 8 55.6 0.0 8.3 5.9 0.0 21.4 0.0 694.0 97.0 15 42.4
O'Neil's CAN SLIM 14.3 0.0 1.2 2.1 1.7 40.8 0.0 103.7 14.4 6 56.7
MAGNET Complex 37.4 0.0 5.6 3.3 0.0 24.1 0.0 370.5 79.1 2 74.0
T. Rowe Price
No companies pass this screen at this time.
8 46.4
All Exchange Listed Stocks 20.8 1.6 2.1 2.0 0.0 12.8 12.0 818.9 -9.5
Data as of 12/31/2014.