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 3/31/2015


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 Simple 504.7 0.6 187.2 22.3 0.0 79.2 69.0 12,453.5 72.3 3 68.5
Foolish Small Cap 8 Revised 29.5 1.0 12.5 2.6 0.0 0.0 25.0 1,389.5 90.2 5 40.8
Foolish Small Cap 8 55.6 0.0 8.3 5.9 0.0 21.4 0.0 694.0 97.0 15 42.4
Inve$tWare Quality Growth 37.9 1.6 7.0 4.9 0.0 29.0 21.3 20,198.5 17.9 20 11.4
MAGNET Complex 37.4 0.0 5.6 3.3 0.0 24.1 0.0 370.5 79.1 2 74.0
Return on Equity 17.4 1.4 5.1 3.2 0.0 25.4 14.0 4,396.8 -8.6 32 20.6
Buffett: Hagstrom 20.3 1.8 5.1 3.1 1.0 24.1 13.7 4,968.0 4.8 30 19.6
Fisher (Philip) 23.3 0.4 5.0 3.9 0.0 64.8 34.3 6,038.7 12.1 19 32.3
Est Rev: Up 5% 23.3 0.4 5.0 3.9 0.0 64.8 34.3 6,038.7 12.1 41 92.6
Kirkpatrick Growth 38.6 1.3 4.7 2.8 0.0 17.9 18.1 2,537.8 51.2 12 61.4
Buffettology: Sustainable Growth 18.9 1.4 4.6 3.5 0.0 21.8 16.3 4,720.7 4.2 33 13.4
Zweig 23.2 0.8 4.6 1.6 0.2 58.2 20.9 3,503.2 32.6 11 42.2
O'Neil's CAN SLIM Revised 3rd Edition 22.1 0.7 4.5 0.9 0.3 26.1 21.8 2,573.7 33.0 7 64.8
Templeton 25.9 1.5 4.5 3.1 1.1 22.2 14.9 12,017.1 -17.4 21 28.4
Value on the Move--PEG With Est Growth 22.4 0.8 4.1 2.4 0.6 35.2 21.2 3,943.4 36.3 39 44.2
Murphy Technology 8.9 0.5 3.9 2.0 0.0 69.6 15.0 17,144.2 -4.1 11 21.1
O'Neil's CAN SLIM No Float 20.6 1.7 3.9 2.7 0.5 40.3 14.7 3,757.0 18.5 16 49.0
Buffettology: EPS Growth 18.9 1.4 3.7 2.9 0.1 25.8 15.0 4,526.5 4.2 46 11.9
Dreman With Est Revisions 13.4 1.4 3.3 1.7 2.1 16.5 7.4 5,060.9 -2.6 13 83.4
Dogs of the Dow 17.9 3.2 3.2 2.2 3.4 5.2 5.5 197,708.4 -9.2 10 7.6
Value on the Move--PEG With Hist Growth 20.1 1.5 3.2 2.6 1.0 34.4 13.0 3,474.8 12.9 78 35.8
Dogs of the Dow: Low Priced 5 19.3 1.9 3.1 1.7 3.5 7.1 7.4 198,035.4 -7.5 5 15.3
Weiss Blue Chip Div Yield 26.3 1.5 3.0 4.3 0.9 24.8 11.2 6,452.1 -20.4 12 24.6
Kirkpatrick Bargain 27.1 2.0 3.0 1.1 0.2 16.3 10.7 1,841.9 32.5 16 64.1
Driehaus 31.5 2.5 2.8 2.4 0.0 13.3 19.4 1,211.3 -1.0 14 63.7
Kirkpatrick Value 27.3 1.0 2.8 0.6 0.0 17.6 15.0 1,841.9 74.2 3 73.7
O'Shaughnessy: Growth 23.6 1.1 2.7 0.9 0.0 18.7 15.0 901.8 68.2 50 37.7
O'Shaughnessy: Small Cap Growth & Value 26.1 1.1 2.7 0.9 0.0 17.6 16.1 601.6 54.6 25 49.6
Lakonishok 21.8 1.3 2.6 1.5 0.6 21.1 12.6 1,517.2 5.7 31 90.0
Dividend (High Relative Yield) 18.2 2.7 2.5 1.5 2.2 13.0 8.8 5,739.9 -19.2 39 20.0
Wanger (Revised) 19.1 1.2 2.5 1.7 0.0 37.6 15.0 755.2 -1.7 30 26.7
O'Shaughnessy: Value 18.4 1.5 2.4 1.3 2.3 12.4 10.0 43,507.1 -9.5 50 22.0
Muhlenkamp 18.4 1.3 2.4 1.7 0.0 15.9 13.4 2,742.7 -11.2 17 23.7
Est Rev: Up 36.0 1.9 2.4 1.5 0.0 17.3 14.6 1,275.5 10.7 178 81.3
O'Shaughnessy: All Cap 19.9 2.8 2.3 0.5 3.5 12.0 3.3 3,220.7 -9.5 21 34.1
O'Shaughnessy: Tiny Titans 19.0 0.0 2.3 0.6 0.0 17.1 10.0 103.8 49.3 25 41.1
Dual Cash Flow 20.2 1.5 2.3 1.6 0.0 14.9 12.0 602.3 -6.3 67 31.1
Neff 12.8 1.0 2.2 1.5 1.8 21.0 15.2 3,493.0 -19.3 22 32.8
All Exhange-Listed Stocks 20.8 1.6 2.1 2.0 0.0 12.8 12.0 818.9 -9.5 -99999 -99,999.0
Magic Formula 7.0 1.5 2.0 1.0 0.0 23.3 9.7 748.9 -10.7 30 23.5
Dreman 15.4 1.5 2.0 2.0 2.5 18.0 10.0 13,693.9 -9.5 21 31.7
Graham--Defensive Investor (Non-Utility) 15.4 1.4 1.9 1.3 2.3 12.7 10.9 3,815.1 -20.4 21 19.4
Graham--Defensive Investor (Utility) 18.2 3.6 1.8 1.9 3.4 8.4 5.0 3,544.1 -2.2 18 14.0
Oberweis Octagon 14.7 1.3 1.8 4.3 2.4 24.6 10.0 3,227.2 -10.9 16 42.1
P/E Relative 14.7 1.3 1.8 4.3 2.4 24.6 10.0 3,227.2 -10.9 31 77.0
Fundamental Rule of Thumb 4.7 1.4 1.7 1.4 0.0 26.9 14.5 299.5 -12.4 50 21.2
Est Rev: Down 5% 18.4 1.6 1.7 0.8 0.0 8.2 10.3 862.7 -35.0 75 89.3
Price-to-Free-Cash-Flow 12.4 1.5 1.6 0.5 0.0 11.0 6.5 384.7 -39.8 30 22.1
Price-to-Sales 23.2 1.3 1.6 1.1 0.0 16.0 12.9 982.9 -9.8 54 39.0
Insider Net Purchases 13.0 7.7 1.6 4.3 0.0 22.9 20.0 185.2 -9.5 29 30.0
Cash Rich Firms 13.1 1.6 1.4 1.5 0.0 22.8 11.8 527.3 -4.2 29 24.5
O'Neil's CAN SLIM 14.3 0.0 1.2 2.1 1.7 40.8 0.0 103.7 14.4 6 56.7
Lynch 8.2 2.3 1.2 1.2 3.3 17.1 3.9 723.0 -28.6 25 21.0
Rule #1 Investing 16.6 0.6 1.2 0.2 0.0 14.9 20.0 275.3 -37.3 13 27.4
Est Rev: Down 15.3 1.6 1.2 0.6 0.0 -5.4 10.8 496.6 -45.6 220 79.5
ADR Screen 14.1 1.0 1.1 1.4 2.0 24.4 10.1 4,257.8 -16.7 24 43.9
Stock Market Winners 12.3 2.9 1.1 2.1 1.1 22.7 9.0 63.3 16.8 12 58.9
Graham--Enterprising Investor 6.2 0.0 1.0 1.3 3.2 34.3 0.0 19,355.4 -20.7 4 42.9
Graham--Enterprising Investor Revised 11.6 1.4 1.0 0.5 3.3 11.0 1.2 4,737.1 -35.5 9 26.2
O'Shaughnessy: Growth Market Leaders 15.7 1.2 0.9 0.9 2.5 30.0 7.1 36,475.5 -12.6 10 43.0
Piotroski: High F-Score 10.1 0.8 0.7 0.8 0.0 19.0 -15.6 119.6 -34.2 20 23.6
Schloss 2.9 0.0 0.6 1.0 0.0 -15.4 17.5 36.6 -53.5 12 54.5
T. Rowe Price
No companies pass this screen at this time.
8 46.4
All Exchange Listed Stocks 20.8 1.6 2.1 2.0 0.0 12.8 12.0 818.9 -9.5
Data as of 12/31/2014.