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 12/31/2015


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 Price-to-Book Value Ratio (X) ↑
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.4
MAGNET Simple Revised
No companies pass this screen at this time.
3 68.4
T. Rowe Price
No companies pass this screen at this time.
7 48.6
Piotroski: High F-Score 11.6 1.0 0.5 0.4 0.0 18.3 20.0 203.2 -32.3 20 23.2
Schloss 17.0 0.0 0.7 0.5 0.0 16.8 -15.1 37.5 -45.4 12 54.4
O'Shaughnessy: All Cap 12.2 2.4 0.9 0.3 2.7 7.2 5.1 918.9 -24.1 21 33.9
Graham--Enterprising Investor Revised 11.7 2.9 0.9 0.5 3.1 28.6 2.5 87.5 -23.4 9 26.4
O'Neil's CAN SLIM 10.6 0.8 1.0 2.7 0.2 67.7 22.5 86.8 19.7 6 56.6
Stock Market Winners 15.5 2.6 1.0 2.5 0.0 19.5 8.0 82.8 28.8 12 58.4
Fundamental Rule of Thumb 3.3 1.6 1.1 1.1 0.0 22.1 10.0 380.9 -9.5 50 21.2
Lynch 8.6 3.6 1.1 1.1 4.1 17.5 -1.4 804.5 -20.6 25 21.0
Cash Rich Firms 15.6 2.3 1.2 1.2 0.0 16.2 7.5 569.9 -1.9 29 24.2
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 9,989.7 9.5 4 42.8
Graham--Defensive Investor (Utility) 13.0 2.4 1.3 3.5 4.8 1.1 5.6 13,279.3 -19.5 18 14.6
Price-to-Free-Cash-Flow 9.3 0.9 1.3 0.3 0.0 0.8 10.0 592.6 -31.7 30 21.8
Murphy Technology 10.2 1.2 1.3 2.2 0.0 6.4 0.4 5,649.0 -8.4 10 20.4
O'Shaughnessy: Value 14.1 1.5 1.4 1.1 3.7 3.0 8.1 45,658.9 -12.0 50 22.4
Est Rev: Down 5% 15.6 1.6 1.5 0.7 0.0 15.6 10.0 737.5 -41.6 75 89.3
Dual Cash Flow 18.8 1.5 1.6 1.3 1.0 15.4 9.3 854.0 -9.4 66 31.0
Price-to-Sales 17.4 1.4 1.6 0.7 0.0 9.7 11.9 631.0 -0.8 53 39.2
Est Rev: Down 19.4 2.0 1.6 0.9 0.3 15.6 12.8 769.9 -32.1 223 79.4
Kirkpatrick Value 14.3 4.6 1.7 0.5 0.0 -5.4 7.0 1,006.2 24.1 3 72.7
MAGNET Simple 17.7 0.5 1.7 1.2 0.0 30.6 21.5 940.3 51.0 3 68.4
O'Shaughnessy: Tiny Titans 14.0 2.1 1.8 0.6 0.0 9.7 10.0 68.7 39.3 25 41.1
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
Dreman 13.7 1.3 1.9 1.9 2.6 14.3 9.9 3,388.6 -2.8 21 31.3
Value on the Move--PEG With Hist Growth 17.6 1.6 2.0 3.0 1.1 26.2 14.6 641.8 25.7 78 35.6
Graham--Defensive Investor (Non-Utility) 15.1 1.9 2.1 1.2 2.2 13.0 7.6 2,428.7 -12.6 21 19.3
Magic Formula 6.4 0.8 2.1 1.1 0.0 18.1 9.7 735.0 -18.5 30 23.2
O'Neil's CAN SLIM Revised 3rd Edition 20.2 2.2 2.1 6.4 0.0 21.4 9.0 1,999.5 56.7 7 64.1
Neff 8.6 0.7 2.1 0.8 1.0 23.7 14.5 1,544.2 -13.7 22 32.5
Dreman With Est Revisions 10.8 1.9 2.1 1.1 1.3 12.4 5.8 2,481.0 -2.2 12 84.0
Kirkpatrick Bargain 30.6 1.7 2.2 0.8 0.0 4.4 12.0 2,209.7 18.9 17 63.7
O'Shaughnessy: Growth 20.8 1.1 2.3 0.8 0.0 0.9 15.1 792.8 61.2 50 37.5
Wanger (Revised) 16.0 1.1 2.4 1.3 0.3 34.3 17.0 529.7 4.4 30 26.6
O'Shaughnessy: Small Cap Growth & Value 22.0 1.9 2.5 0.8 0.0 -2.0 14.5 965.3 53.1 25 49.3
P/E Relative 14.0 1.2 2.5 1.3 0.0 18.9 8.7 6,599.9 -0.3 31 77.2
Dividend (High Relative Yield) 22.4 2.2 2.6 2.0 1.9 11.9 9.3 11,925.0 -2.7 38 20.0
Insider Net Purchases 0.0 1.3 2.6 7.5 0.0 12.9 17.5 378.4 1.0 29 29.9
O'Neil's CAN SLIM No Float 16.8 1.6 2.8 3.5 0.7 35.6 15.3 2,694.4 27.7 16 48.8
ADR Screen 12.8 1.2 2.8 1.7 1.9 28.8 17.7 4,054.3 -8.4 24 43.8
Muhlenkamp 15.0 1.2 2.8 1.3 0.0 14.3 10.0 1,047.5 -4.1 17 23.5
Rule #1 Investing 9.3 0.6 2.9 3.5 1.7 39.1 14.1 1,466.0 -5.5 12 28.2
Oberweis Octagon 17.7 0.6 2.9 1.1 0.0 19.8 23.3 783.5 22.3 15 41.4
Dogs of the Dow 16.5 3.4 3.0 1.4 3.7 7.1 3.8 188,063.3 -13.4 10 7.6
Dogs of the Dow: Low Priced 5 14.1 3.9 3.0 1.4 3.7 5.9 3.8 188,063.3 -6.1 5 15.6
O'Shaughnessy: Growth Market Leaders 18.5 1.4 3.0 1.1 1.8 17.1 12.1 48,670.1 22.4 10 42.8
Lakonishok 20.3 2.3 3.3 1.1 2.1 0.0 7.5 2,946.9 0.2 31 90.2
Weiss Blue Chip Div Yield 19.5 1.7 3.4 1.3 1.6 13.1 10.0 6,861.5 -17.4 12 24.5
Est Rev: Up 26.5 2.2 3.4 2.1 0.0 12.4 11.9 1,521.5 5.0 177 81.4
Buffettology: Sustainable Growth 15.3 1.9 3.5 2.1 0.0 24.9 16.7 3,795.8 11.0 32 13.4
MAGNET Complex 27.7 0.0 3.5 1.1 3.3 -15.6 0.0 44.9 130.7 2 73.9
Est Rev: Up 5% 36.0 1.2 3.6 5.6 0.0 17.5 11.9 1,576.9 6.3 40 92.8
Kirkpatrick Growth 30.0 1.3 3.9 1.8 0.0 -4.8 20.0 2,518.2 25.5 12 61.2
Buffettology: EPS Growth 18.2 1.9 4.1 3.2 0.3 24.9 16.2 4,834.7 11.0 45 11.9
Zweig 25.2 1.1 4.2 1.5 0.0 35.6 23.4 2,272.4 99.7 11 42.0
Value on the Move--PEG With Est Growth 23.1 0.7 4.6 3.0 0.0 29.6 22.5 4,638.4 30.1 38 43.8
Templeton 20.2 1.6 4.7 2.7 1.6 29.0 13.1 11,825.4 -9.1 20 28.3
Fisher (Philip) 17.3 0.5 4.8 3.5 0.0 29.5 21.6 7,146.0 22.1 18 32.6
Return on Equity 21.9 1.9 5.2 3.3 0.0 25.3 12.9 3,779.5 -9.9 31 20.4
Foolish Small Cap 8 13.5 1.5 5.6 3.1 0.8 22.8 10.0 758.8 145.3 15 42.1
Buffett: Hagstrom 28.5 1.7 6.2 3.9 0.7 20.5 14.0 6,239.3 15.7 30 19.5
Foolish Small Cap 8 Revised 10.6 0.0 8.4 1.8 0.6 35.4 0.0 410.4 195.7 5 42.2
Inve$tWare Quality Growth 29.9 1.9 8.6 3.2 0.5 27.8 17.3 13,374.9 24.1 19 11.8
Driehaus 20.8 1.5 16.4 3.6 0.0 5.8 43.7 831.3 69.1 14 63.9
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 9/30/2015.