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 6/30/2015


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 Ratio (X) ↓
O'Neil's CAN SLIM Revised 3rd Edition 86.4 1.2 6.5 4.4 0.0 24.8 20.0 2,866.3 33.0 7 64.2
Inve$tWare Quality Growth 37.9 1.8 8.2 6.0 0.0 30.9 20.3 21,272.6 25.1 20 11.5
Driehaus 37.5 1.7 6.8 4.2 0.0 0.5 16.5 1,019.2 49.4 15 63.8
Est Rev: Up 5% 37.2 1.7 2.9 2.0 0.0 1.2 19.0 1,632.8 5.7 40 92.6
MAGNET Complex 33.0 0.0 5.9 3.2 0.2 25.4 0.0 666.2 44.3 2 74.0
Kirkpatrick Growth 32.9 1.7 3.6 1.7 0.0 17.6 16.4 2,112.9 56.4 12 61.5
Kirkpatrick Value 30.9 1.6 2.2 0.5 0.0 -15.0 15.2 3,096.1 22.7 3 73.3
Est Rev: Up 27.8 1.8 3.5 2.5 0.0 1.2 13.8 1,539.3 3.2 178 81.3
O'Shaughnessy: Small Cap Growth & Value 27.4 1.3 2.6 0.8 0.0 3.7 15.0 683.9 49.6 25 49.5
Kirkpatrick Bargain 27.3 1.6 3.4 1.0 0.0 16.1 12.6 2,221.0 29.0 16 64.0
Est Rev: Down 25.4 2.8 1.5 0.8 0.0 -1.4 10.0 892.3 -42.5 221 79.5
Buffettology: EPS Growth 23.8 1.6 4.7 3.8 0.1 27.6 15.0 12,581.4 6.5 46 11.9
Dogs of the Dow: Low Priced 5 23.1 2.7 3.1 2.6 3.4 7.1 5.9 190,098.3 -6.4 5 15.3
Buffett: Hagstrom 23.1 1.4 5.0 3.7 0.5 24.6 13.1 4,406.9 11.8 30 19.6
Fisher (Philip) 22.7 0.5 2.9 2.2 0.0 18.7 32.5 3,028.1 6.3 19 32.3
Foolish Small Cap 8 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 15 41.8
Foolish Small Cap 8 Revised 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 5 40.5
Dual Cash Flow 22.5 2.1 2.3 1.6 0.0 8.9 11.5 1,106.9 -3.0 66 31.1
MAGNET Simple 22.5 1.1 4.9 3.3 0.0 48.8 47.3 840.8 38.8 3 68.9
O'Shaughnessy: Growth 22.3 1.2 3.0 0.9 0.0 13.1 17.2 769.8 71.5 50 37.6
Buffettology: Sustainable Growth 21.9 1.9 6.9 4.3 0.0 28.7 15.2 9,843.3 8.1 32 13.4
O'Neil's CAN SLIM No Float 21.9 1.7 4.2 3.4 0.0 35.9 13.9 3,493.4 24.8 16 48.9
Templeton 21.8 1.2 5.2 2.3 1.1 30.8 15.8 8,076.9 -2.5 21 28.4
Lakonishok 20.8 1.8 3.0 1.4 1.3 15.7 11.8 2,118.4 6.5 31 90.1
Value on the Move--PEG With Hist Growth 20.8 1.6 3.5 4.2 0.9 35.5 13.4 2,659.8 23.2 78 35.8
All Exhange-Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1 -99999 -99,999.0
Dogs of the Dow 20.5 2.8 3.3 1.8 3.5 8.0 5.4 185,754.0 -11.1 10 7.5
Value on the Move--PEG With Est Growth 20.3 0.9 5.5 3.0 0.6 61.0 20.6 4,941.3 23.9 38 43.9
Oberweis Octagon 20.1 0.8 2.1 2.6 0.4 34.9 17.5 1,949.1 16.7 16 41.6
Cash Rich Firms 20.0 2.3 1.2 1.5 0.0 20.9 14.3 366.8 -14.6 29 24.4
Price-to-Sales 20.0 1.5 1.6 0.9 0.0 16.0 16.9 519.0 -1.0 54 39.0
Weiss Blue Chip Div Yield 19.9 1.6 3.0 1.5 1.6 14.8 12.3 5,540.6 0.9 12 24.7
O'Shaughnessy: All Cap 19.4 1.4 0.9 0.7 3.7 10.3 6.9 775.8 -12.0 21 33.9
Zweig 19.4 2.1 3.1 1.8 0.0 23.1 19.0 2,295.5 43.8 11 42.1
Insider Net Purchases 19.3 2.4 1.4 4.2 0.0 33.4 10.2 199.4 -4.9 29 30.0
Return on Equity 18.0 1.4 4.7 3.4 0.1 25.0 14.4 4,366.1 2.1 32 20.6
Dividend (High Relative Yield) 17.3 1.9 2.9 1.7 2.2 13.6 8.6 6,319.2 -10.1 39 19.9
O'Shaughnessy: Growth Market Leaders 17.2 1.3 2.9 1.1 2.0 26.1 12.5 35,742.2 -1.3 10 42.9
Wanger (Revised) 17.2 1.0 2.2 1.3 0.6 30.7 15.0 859.3 -2.4 30 26.6
Muhlenkamp 17.2 1.5 2.8 1.9 0.0 12.9 9.8 1,617.3 -3.8 17 23.8
Est Rev: Down 5% 16.4 1.6 2.1 1.2 0.0 5.1 12.8 1,089.8 -36.8 75 89.3
Graham--Defensive Investor (Non-Utility) 15.8 1.7 2.2 1.2 2.3 15.2 9.6 3,238.3 -12.6 21 19.5
O'Shaughnessy: Tiny Titans 15.6 0.0 2.6 0.7 0.0 11.7 0.0 94.0 56.9 25 41.1
P/E Relative 15.6 1.5 2.1 1.4 1.8 10.3 10.8 2,683.0 -9.0 31 77.0
O'Shaughnessy: Value 15.4 1.4 1.1 1.1 2.5 12.5 9.2 39,050.0 -11.3 50 22.0
Dreman 15.3 1.2 2.0 1.8 2.8 14.3 11.5 4,852.4 -7.7 21 31.5
Graham--Defensive Investor (Utility) 15.2 3.8 1.4 1.7 4.4 9.1 4.0 5,054.7 -16.3 18 14.2
O'Neil's CAN SLIM 14.7 0.0 1.3 4.4 0.0 41.2 0.0 229.6 25.4 6 56.8
Price-to-Free-Cash-Flow 13.2 1.7 1.9 0.5 0.0 4.7 10.0 461.7 -26.0 30 21.9
ADR Screen 13.0 1.0 1.5 1.5 1.5 25.3 15.7 4,886.1 -17.2 24 43.8
Piotroski: High F-Score 12.9 0.7 0.8 0.4 0.0 17.0 -0.3 1,023.3 -27.8 20 23.6
Stock Market Winners 12.8 2.2 1.1 2.7 1.2 27.7 10.0 73.5 20.4 12 58.7
Dreman With Est Revisions 12.8 2.9 1.5 1.9 2.1 5.2 4.9 6,756.4 -4.4 12 83.6
Graham--Enterprising Investor Revised 12.3 1.4 1.0 0.5 2.6 18.7 -0.2 4,492.9 -22.0 9 26.3
Neff 9.1 0.8 2.6 1.0 1.1 25.1 14.2 1,617.3 -1.0 22 32.8
Rule #1 Investing 9.1 0.5 1.2 0.2 0.0 14.9 20.0 254.5 -35.8 13 28.0
Lynch 8.9 3.6 1.2 1.2 4.3 20.7 5.3 1,401.4 -26.1 25 21.1
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 12,016.3 -21.3 4 42.7
Magic Formula 7.4 1.2 2.1 1.0 0.4 23.0 11.0 718.3 -19.7 30 23.3
Murphy Technology 6.9 0.4 3.9 1.6 0.0 69.6 15.0 12,436.2 -36.5 10 20.8
Fundamental Rule of Thumb 5.1 1.6 1.7 1.5 0.0 22.4 10.4 380.1 -8.4 50 21.2
Schloss 3.5 0.0 0.7 0.5 0.0 -14.0 20.0 92.1 -45.8 12 54.3
T. Rowe Price
No companies pass this screen at this time.
8 47.2
All Exchange Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1
Data as of 12/31/2014.