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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 3/31/2013


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) ↑
Foolish Small Cap 8
No companies pass this screen at this time.
16 40.4
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 27.2
T. Rowe Price
No companies pass this screen at this time.
8 43.1
MAGNET Complex
No companies pass this screen at this time.
2 73.8
MAGNET Simple
No companies pass this screen at this time.
3 68.2
Graham--Enterprising Investor 5.9 4.7 0.6 0.5 3.8 9.3 6.7 17,104.2 -26.1 4 43.5
Muhlenkamp 2.5 0.3 0.6 0.5 0.0 28.5 25.0 345.2 7.1 18 23.9
Schloss 0.0 0.0 0.8 0.4 0.0 -10.9 20.0 60.4 -48.4 12 54.3
Piotroski: High F-Score 31.8 0.0 0.9 0.7 0.0 32.4 0.0 81.3 1.1 21 24.0
Graham--Enterprising Investor Revised 9.5 0.8 1.1 0.6 2.1 8.1 12.0 1,193.2 -27.4 9 25.4
Stock Market Winners 19.1 0.0 1.2 1.2 0.0 16.1 0.0 66.8 18.3 12 59.1
Graham--Defensive Investor (Non-Utility) 11.9 2.8 1.4 1.0 2.6 9.3 1.4 1,498.8 -17.3 21 19.9
Price-to-Free-Cash-Flow 12.5 2.1 1.4 0.6 0.0 -3.1 6.0 1,026.0 -11.1 30 22.0
Cash Rich Firms 23.9 0.8 1.5 1.9 0.0 23.2 16.2 513.3 -12.1 30 24.5
Dreman 15.5 1.0 1.5 2.0 2.9 14.3 13.2 6,394.0 -2.9 21 31.5
Lynch 8.5 0.0 1.5 1.2 2.3 20.1 -7.4 266.6 -16.4 25 21.1
Graham--Defensive Investor (Utility) 15.6 3.3 1.6 1.4 4.1 6.2 4.6 7,243.6 -14.5 19 13.7
Murphy Technology 5.9 142.9 1.6 2.0 0.0 21.5 -2.6 1,399.1 -5.9 11 20.6
Price-to-Sales 16.8 1.3 1.6 1.4 0.0 2.8 15.0 456.1 6.4 55 39.0
O'Shaughnessy: All Cap 16.7 1.4 1.7 0.6 3.0 5.3 10.2 1,832.6 -0.6 22 34.3
Dual Cash Flow 21.0 1.5 1.7 1.5 0.0 11.5 12.7 1,195.4 -5.0 68 31.0
Fundamental Rule of Thumb 4.5 1.0 1.9 1.7 0.0 22.8 14.0 491.1 11.0 50 21.3
Dreman With Est Revisions 13.1 1.2 1.9 1.7 2.3 8.9 9.7 6,422.1 17.5 13 83.1
Magic Formula 7.5 0.8 2.0 1.7 1.1 22.6 10.0 979.4 -2.2 30 23.8
Est Rev: Down 29.1 3.4 2.0 1.1 0.0 -1.3 13.0 644.7 -16.4 218 79.4
Dogs of the Dow: Low Priced 5 14.8 2.2 2.1 2.4 3.4 7.3 5.9 182,604.2 -6.9 5 15.7
ADR Screen 10.7 1.1 2.1 2.3 2.5 21.2 8.8 5,181.0 -11.6 25 43.8
O'Neil's CAN SLIM 22.3 1.4 2.2 1.6 0.0 27.7 25.0 385.2 29.8 6 57.0
Est Rev: Down 5% 21.0 1.7 2.3 1.1 0.0 4.3 13.0 856.4 -16.4 76 89.0
O'Shaughnessy: Value 16.6 1.5 2.4 1.3 3.5 3.3 9.7 56,744.7 -1.5 50 21.2
O'Shaughnessy: Growth 23.3 1.9 2.4 0.6 0.0 -10.0 10.0 441.1 119.2 50 37.8
O'Shaughnessy: Small Cap Growth & Value 26.1 1.6 2.4 0.6 0.0 27.7 15.0 442.2 112.5 25 49.9
O'Shaughnessy: Tiny Titans 37.8 4.4 2.4 0.5 0.0 -13.7 12.0 109.0 103.3 25 41.6
Dividend Screen: DRPs 18.8 1.4 2.4 2.1 1.7 15.0 10.5 13,389.9 -8.3 30 26.2
Dividend Screen: Non-DRPs 15.3 1.5 2.4 2.6 2.1 15.1 11.5 7,547.2 -5.2 30 28.5
Dogs of the Dow 16.2 2.3 2.5 2.5 3.4 7.7 5.9 176,468.0 -13.3 10 7.4
Neff 8.7 0.9 2.5 1.6 1.2 24.9 13.9 1,691.1 2.1 22 33.3
Driehaus 33.8 2.0 2.6 2.2 0.0 15.5 13.4 823.1 23.4 15 63.7
P/E Relative 18.2 1.7 2.6 2.1 0.8 17.9 10.1 10,393.7 -6.2 32 76.9
O'Shaughnessy: Growth Market Leaders 16.9 1.8 2.7 1.1 1.6 8.7 8.6 32,995.8 33.3 10 42.9
Lakonishok 19.7 1.7 2.9 1.9 1.7 11.2 9.6 5,489.9 6.5 31 90.0
Dividend (High Relative Yield) 18.9 1.8 3.0 2.5 1.8 10.9 11.5 30,787.7 -2.3 40 20.1
Wanger (Revised) 22.2 1.3 3.0 2.3 0.3 45.7 15.9 1,289.2 18.3 30 26.9
Buffettology: Sustainable Growth 16.5 1.6 3.1 2.6 0.0 24.1 14.7 3,874.9 0.3 33 13.2
Zweig 16.8 0.8 3.1 3.0 1.9 17.5 18.3 2,348.5 23.2 11 41.9
Kirkpatrick Value 0.0 3.2 3.3 0.3 0.0 -23.4 5.0 629.3 7.5 2 74.2
Templeton 20.5 1.3 3.3 3.6 0.0 21.3 16.3 7,219.1 -7.7 22 27.9
Est Rev: Up 38.6 1.4 3.3 1.8 0.0 15.7 15.0 1,760.0 26.3 178 81.1
Est Rev: Up 5% 75.1 1.4 3.3 2.0 0.0 12.3 17.0 1,222.5 27.5 42 92.6
Buffettology: EPS Growth 19.0 1.7 3.4 2.6 0.0 21.7 13.7 3,754.2 -0.9 47 11.7
Weiss Blue Chip Div Yield 23.6 2.0 3.9 2.6 1.3 11.1 11.1 7,968.2 4.4 12 24.9
Oberweis Octagon 26.6 0.8 3.9 1.5 0.0 33.3 20.0 714.9 50.1 16 42.2
Buffett: Hagstrom 21.1 1.4 4.0 2.2 0.9 26.7 13.8 6,283.9 2.8 30 19.7
Kirkpatrick Bargain 46.1 1.8 4.0 1.2 0.0 -2.9 21.6 1,510.6 51.5 15 64.7
Fisher (Philip) 21.8 0.5 4.1 1.7 0.0 11.9 25.0 2,760.6 21.1 20 33.0
Value on the Move--PEG With Hist Growth 19.7 1.2 4.1 3.2 0.0 34.4 14.8 3,521.5 18.5 80 36.0
Value on the Move--PEG With Est Growth 20.7 0.9 4.8 3.2 0.0 34.9 22.4 4,382.9 36.8 40 44.4
Return on Equity 21.7 1.1 5.3 3.5 0.3 24.1 16.2 3,115.7 12.5 32 20.8
Insider Net Purchases 43.5 3.7 5.3 7.6 0.0 14.3 14.0 338.6 -16.4 28 29.9
O'Neil's CAN SLIM No Float 25.8 1.3 5.5 3.4 0.0 31.7 18.5 3,364.9 32.7 16 49.5
Inve$tWare Quality Growth 31.3 1.5 6.5 3.5 0.0 26.4 19.5 9,797.8 10.5 20 11.6
IBD Stable 70 26.4 1.5 6.9 3.5 0.0 31.6 18.5 4,892.9 32.8 39 11.8
Rule #1 Investing 13.7 0.3 9.7 4.8 1.8 57.6 29.5 3,933.7 66.9 14 25.0
O'Neil's CAN SLIM Revised 3rd Edition 31.8 1.2 11.7 6.3 0.0 51.1 25.4 19,020.3 37.4 8 65.3
Kirkpatrick Growth 70.4 0.7 15.9 4.9 0.6 5.8 46.2 2,543.5 51.5 11 62.0
Data as of 3/31/2013.