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 12/31/2012


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'Neil's CAN SLIM 42.1 8.0 1.2 4.6 0.0 46.0 5.0 264.5 29.6 7 57.7
Stock Market Winners 8.9 8.0 0.9 2.2 1.0 18.3 5.0 54.5 29.6 12 59.6
Graham--Defensive Investor (Utility) 14.6 3.1 1.4 1.2 4.0 5.2 4.0 8,142.5 -14.7 19 13.5
Lynch 7.0 2.6 1.0 1.1 2.0 24.8 1.6 95.4 -6.8 26 21.5
Schloss 20.0 2.3 0.8 1.0 0.0 -24.9 14.7 28.0 -27.7 13 54.7
Est Rev: Up 5% 14.9 2.3 1.6 1.0 0.0 3.1 9.3 804.8 20.2 44 92.1
Dogs of the Dow 18.6 2.2 2.3 1.7 4.0 -3.7 6.3 123,976.6 -5.5 10 7.4
O'Shaughnessy: Growth 13.5 2.2 2.4 1.7 0.0 -15.8 11.6 616.0 102.5 50 37.9
Insider Net Purchases 15.9 2.2 2.1 1.1 0.0 0.0 22.5 407.7 -12.0 28 29.5
O'Shaughnessy: Small Cap Growth & Value 35.3 2.1 2.5 0.7 0.0 -22.1 12.8 609.0 105.0 25 49.2
Weiss Blue Chip Div Yield 16.9 2.0 2.7 2.2 2.0 12.8 9.6 6,703.6 -2.5 13 25.5
Dividend Screen: DRPs 12.2 2.0 1.7 2.1 4.0 8.5 7.7 6,096.6 -8.7 30 26.0
Dividend (High Relative Yield) 15.3 1.9 2.0 2.0 2.0 9.2 7.8 3,557.3 -6.1 41 19.7
Dividend Screen: Non-DRPs 11.6 1.9 1.2 2.9 3.0 8.2 7.0 1,421.4 -5.0 30 28.4
Est Rev: Down 5% 18.9 1.9 1.8 1.6 0.0 -4.3 10.8 828.3 -14.0 77 88.9
Graham--Defensive Investor (Non-Utility) 11.9 1.8 1.4 1.1 2.0 8.3 8.8 4,572.6 -3.5 21 20.2
Dogs of the Dow: Low Priced 5 17.8 1.7 1.9 1.5 4.0 -7.9 6.4 184,648.2 -1.9 5 15.5
Est Rev: Down 17.8 1.7 0.9 2.3 6.0 -7.5 11.4 923.3 -12.5 218 79.2
Dual Cash Flow 19.6 1.6 1.3 1.5 1.0 0.1 12.6 619.9 -5.2 68 31.1
Est Rev: Up 18.3 1.6 2.4 1.3 0.0 5.2 14.8 1,403.4 12.0 178 80.7
Cash Rich Firms 18.5 1.5 1.3 1.6 0.0 15.4 6.3 394.3 -12.0 31 24.9
Piotroski: High F-Score 3.4 1.5 0.4 0.2 0.0 15.2 26.5 100.9 21.3 23 23.6
Driehaus 18.3 1.5 3.1 1.4 2.0 3.0 19.0 835.3 10.3 15 63.7
O'Neil's CAN SLIM Revised 3rd Edition 19.5 1.4 4.1 5.5 1.0 24.4 14.9 7,852.1 35.6 8 65.6
Buffett: Hagstrom 20.4 1.4 4.9 2.2 1.0 19.9 16.0 5,896.7 -3.5 30 20.0
O'Shaughnessy: Value 12.3 1.3 1.6 1.0 2.0 3.4 10.2 26,657.8 3.0 50 20.5
O'Shaughnessy: Growth Market Leaders 11.3 1.3 1.8 0.9 2.0 8.8 10.1 17,787.1 6.4 10 42.8
Kirkpatrick Growth 24.1 1.3 2.2 1.2 1.0 -15.7 19.8 2,109.5 59.3 12 61.8
Kirkpatrick Value 15.4 1.3 1.0 0.3 0.0 10.4 13.0 962.7 44.1 2 74.7
Price-to-Sales 15.1 1.3 1.3 0.8 0.0 13.6 12.3 467.5 0.1 56 39.1
P/E Relative 19.1 1.3 2.7 1.8 2.0 17.7 14.1 3,770.6 -1.4 32 77.0
O'Shaughnessy: All Cap 12.5 1.2 0.7 0.4 2.0 1.5 7.8 885.3 -7.8 22 34.6
IBD Stable 70 22.2 1.2 4.5 3.2 0.0 29.6 18.1 8,250.9 1.9 41 11.6
Inve$tWare Quality Growth 22.4 1.2 4.5 2.5 0.0 26.1 18.1 8,011.8 11.4 21 11.3
Return on Equity 18.3 1.2 4.1 2.3 0.0 20.4 15.5 2,713.8 0.9 33 20.7
Buffettology: EPS Growth 16.6 1.2 3.5 2.0 1.0 21.1 15.0 2,055.0 3.5 46 11.5
Buffettology: Sustainable Growth 15.8 1.2 3.2 2.1 0.0 21.3 14.2 2,140.9 -0.6 33 12.9
Templeton 21.4 1.2 4.1 3.2 0.0 31.6 17.5 6,813.7 -0.2 23 27.3
Value on the Move--PEG With Hist Growth 17.0 1.2 2.6 2.0 1.0 25.6 14.6 3,275.8 19.7 84 36.1
Price-to-Free-Cash-Flow 10.2 1.1 1.2 0.4 0.0 6.0 10.0 403.7 -14.9 30 22.4
Lakonishok 14.4 1.1 1.9 0.9 0.0 9.7 11.3 3,329.7 4.5 30 89.8
Kirkpatrick Bargain 16.0 1.1 1.8 0.7 0.0 5.0 11.9 4,361.4 24.5 14 64.4
Zweig 15.6 1.1 2.0 2.9 0.0 19.2 13.7 3,265.2 14.3 12 41.9
Graham--Enterprising Investor Revised 8.9 1.1 0.8 0.4 3.0 16.4 9.0 68.8 -15.5 10 26.4
Magic Formula 5.6 1.0 1.6 0.8 0.0 21.7 11.3 403.7 -4.6 30 24.3
Rule #1 Investing 11.2 1.0 4.2 3.4 0.0 58.1 20.2 1,230.9 -13.0 15 25.3
Wanger (Revised) 14.5 1.0 2.4 1.3 0.0 27.6 16.3 507.0 3.2 31 27.1
ADR Screen 12.3 1.0 2.1 1.8 2.0 26.1 7.6 4,859.4 -11.7 25 44.1
Dreman 11.4 0.9 1.9 1.3 2.0 19.6 10.9 2,232.1 -0.2 21 32.0
Value on the Move--PEG With Est Growth 16.2 0.9 2.7 2.1 1.0 14.7 16.8 4,624.3 7.2 42 44.4
Oberweis Octagon 12.1 0.8 1.8 0.6 0.0 14.9 15.7 1,128.2 41.2 17 42.3
Fundamental Rule of Thumb 2.2 0.7 0.7 0.9 0.0 29.3 25.8 111.7 -17.8 50 21.6
Murphy Technology 8.9 0.7 1.9 1.4 1.0 23.4 12.0 665.3 -12.0 11 21.2
Neff 9.1 0.7 2.2 1.0 0.0 21.0 16.8 2,114.3 0.9 23 33.2
Fisher (Philip) 12.2 0.5 2.3 2.3 0.0 23.6 21.3 1,990.4 -9.3 21 32.0
MAGNET Simple 16.4 0.5 3.4 0.9 1.0 3.1 35.0 1,992.2 67.9 3 67.1
Dreman With Est Revisions 10.5 0.5 1.8 1.9 2.0 7.6 12.9 2,569.7 16.7 13 82.6
Foolish Small Cap 8 Revised 11.6 0.4 5.1 3.4 2.0 92.6 23.8 215.7 15.9 6 32.1
Muhlenkamp 6.2 0.4 1.5 0.8 0.0 30.4 18.0 151.8 -4.6 19 23.9
O'Shaughnessy: Tiny Titans 9.1 0.0 1.3 0.4 0.0 -21.4 0.0 71.8 127.9 25 42.2
Graham--Enterprising Investor
No companies pass this screen at this time.
 4 44.9
Foolish Small Cap 8
No companies pass this screen at this time.
 18 37.7
T. Rowe Price
No companies pass this screen at this time.
 9 39.1
MAGNET Complex
No companies pass this screen at this time.
 2 73.0
Data as of 12/31/2012.