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 Ratio (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
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
Kirkpatrick Growth 24.1 1.3 2.2 1.2 1.0 -15.7 19.8 2,109.5 59.3 12 61.8
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
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
Templeton 21.4 1.2 4.1 3.2 0.0 31.6 17.5 6,813.7 -0.2 23 27.3
Buffett: Hagstrom 20.4 1.4 4.9 2.2 1.0 19.9 16.0 5,896.7 -3.5 30 20.0
Schloss 20.0 2.3 0.8 1.0 0.0 -24.9 14.7 28.0 -27.7 13 54.7
Dual Cash Flow 19.6 1.6 1.3 1.5 1.0 0.1 12.6 619.9 -5.2 68 31.1
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
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
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
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
Cash Rich Firms 18.5 1.5 1.3 1.6 0.0 15.4 6.3 394.3 -12.0 31 24.9
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
Driehaus 18.3 1.5 3.1 1.4 2.0 3.0 19.0 835.3 10.3 15 63.7
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
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
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
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
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
MAGNET Simple 16.4 0.5 3.4 0.9 1.0 3.1 35.0 1,992.2 67.9 3 67.1
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
Kirkpatrick Bargain 16.0 1.1 1.8 0.7 0.0 5.0 11.9 4,361.4 24.5 14 64.4
Insider Net Purchases 15.9 2.2 2.1 1.1 0.0 0.0 22.5 407.7 -12.0 28 29.5
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
Zweig 15.6 1.1 2.0 2.9 0.0 19.2 13.7 3,265.2 14.3 12 41.9
Kirkpatrick Value 15.4 1.3 1.0 0.3 0.0 10.4 13.0 962.7 44.1 2 74.7
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
Price-to-Sales 15.1 1.3 1.3 0.8 0.0 13.6 12.3 467.5 0.1 56 39.1
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
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
Wanger (Revised) 14.5 1.0 2.4 1.3 0.0 27.6 16.3 507.0 3.2 31 27.1
Lakonishok 14.4 1.1 1.9 0.9 0.0 9.7 11.3 3,329.7 4.5 30 89.8
O'Shaughnessy: Growth 13.5 2.2 2.4 1.7 0.0 -15.8 11.6 616.0 102.5 50 37.9
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
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
ADR Screen 12.3 1.0 2.1 1.8 2.0 26.1 7.6 4,859.4 -11.7 25 44.1
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
Fisher (Philip) 12.2 0.5 2.3 2.3 0.0 23.6 21.3 1,990.4 -9.3 21 32.0
Oberweis Octagon 12.1 0.8 1.8 0.6 0.0 14.9 15.7 1,128.2 41.2 17 42.3
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
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
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
Dreman 11.4 0.9 1.9 1.3 2.0 19.6 10.9 2,232.1 -0.2 21 32.0
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
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
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
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
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
Neff 9.1 0.7 2.2 1.0 0.0 21.0 16.8 2,114.3 0.9 23 33.2
Murphy Technology 8.9 0.7 1.9 1.4 1.0 23.4 12.0 665.3 -12.0 11 21.2
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--Enterprising Investor Revised 8.9 1.1 0.8 0.4 3.0 16.4 9.0 68.8 -15.5 10 26.4
Lynch 7.0 2.6 1.0 1.1 2.0 24.8 1.6 95.4 -6.8 26 21.5
Muhlenkamp 6.2 0.4 1.5 0.8 0.0 30.4 18.0 151.8 -4.6 19 23.9
Magic Formula 5.6 1.0 1.6 0.8 0.0 21.7 11.3 403.7 -4.6 30 24.3
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
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
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.