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) ↓
MAGNET Simple 23.4 0.5 11.7 2.0 0.0 34.5 47.5 913.6 279.3 3 67.4
Inve$tWare Quality Growth 24.3 1.1 5.1 2.7 0.0 28.6 18.4 10,480.6 -4.3 21 11.3
Return on Equity 18.0 1.3 5.0 2.7 0.0 21.4 15.4 2,577.6 -2.9 33 20.7
IBD Stable 70 23.4 1.3 4.8 1.9 0.0 30.0 16.8 6,652.4 6.1 41 11.7
Rule #1 Investing 10.3 0.8 4.8 3.2 1.0 59.9 20.0 1,905.2 -23.6 14 25.0
Buffett: Hagstrom 20.3 1.3 4.7 2.4 0.0 19.3 15.5 6,156.3 -7.5 30 20.0
Zweig 22.0 1.3 4.7 2.8 0.0 20.9 15.0 1,395.3 17.9 12 41.6
Templeton 20.1 1.1 4.2 3.6 0.0 32.4 17.8 3,479.0 -9.2 23 27.4
Fisher (Philip) 14.4 0.4 3.9 4.8 0.0 79.1 31.6 9,594.6 -27.4 21 32.8
Buffettology: EPS Growth 18.9 1.2 3.5 2.2 0.0 20.4 15.6 4,070.7 -6.8 47 11.5
O'Shaughnessy: Small Cap Growth & Value 18.5 0.9 3.4 0.6 0.0 -2.2 17.5 481.8 51.9 25 49.4
Buffettology: Sustainable Growth 17.4 1.1 3.4 2.1 0.0 22.9 16.2 5,311.7 -11.0 33 12.9
Kirkpatrick Bargain 20.2 0.9 3.3 0.6 0.0 -1.4 17.5 3,887.3 39.2 15 64.3
O'Neil's CAN SLIM Revised 3rd Edition 18.0 0.9 3.0 3.6 0.0 15.3 15.0 1,387.5 56.4 8 65.3
Value on the Move--PEG With Est Growth 19.3 0.8 3.0 1.4 0.0 20.4 10.0 1,811.0 21.8 42 44.5
Value on the Move--PEG With Hist Growth 15.4 1.1 3.0 1.9 0.0 27.6 14.6 1,717.6 21.9 83 36.1
O'Neil's CAN SLIM 14.5 0.8 2.9 4.1 1.0 38.1 15.0 1,483.5 10.5 6 57.0
O'Neil's CAN SLIM No Float 14.9 1.1 2.9 9.1 0.0 32.7 16.1 2,888.6 16.6 8 65.3
Dividend (High Relative Yield) 18.1 1.5 2.8 2.0 2.0 9.6 11.9 9,467.5 -6.5 41 20.0
Dogs of the Dow 18.8 2.0 2.6 2.2 3.0 3.2 7.4 138,061.8 -2.3 10 7.4
O'Shaughnessy: Growth 18.4 1.4 2.6 0.5 0.0 -5.8 14.6 58,395.0 89.1 50 37.9
Kirkpatrick Growth 26.7 2.0 2.6 1.6 0.0 0.7 15.0 725.8 32.7 15 63.5
Kirkpatrick Value 14.0 0.7 2.6 0.5 0.0 2.2 11.3 4,338.8 62.3 2 74.2
Murphy Technology 8.4 0.8 2.6 2.2 2.0 49.5 11.6 1,203.0 -11.5 11 20.9
Wanger (Revised) 14.1 0.7 2.6 1.7 0.0 43.8 20.0 590.1 8.6 31 27.1
Lakonishok 17.2 1.7 2.2 1.2 0.0 6.9 10.7 2,278.6 7.9 30 89.9
Dividend Screen: DRPs 13.8 1.4 2.2 1.6 2.0 9.1 8.5 10,495.9 -4.0 30 26.3
Insider Net Purchases 20.2 1.7 2.2 1.4 0.0 -1.0 20.0 228.3 -10.4 28 29.6
Dogs of the Dow: Low Priced 5 15.7 1.2 2.1 2.4 3.0 5.0 9.1 207,377.7 -11.2 5 15.5
Dreman 13.2 1.0 2.1 1.3 2.0 5.0 11.3 3,629.7 -2.7 21 31.9
Est Rev: Up 20.7 1.4 2.1 1.6 0.0 15.3 11.5 762.3 6.9 178 80.8
Est Rev: Up 5% 18.0 2.6 2.1 2.3 0.0 15.3 8.9 842.1 32.4 43 92.3
P/E Relative 16.9 1.5 2.1 1.9 1.0 9.0 11.1 1,875.2 -7.4 32 77.1
Neff 8.9 0.8 1.8 1.0 1.0 18.0 12.5 1,644.4 -15.2 23 33.3
O'Shaughnessy: Growth Market Leaders 12.3 1.1 1.7 1.5 2.0 16.3 11.6 43,376.0 10.8 10 42.8
Dividend Screen: Non-DRPs 12.9 1.3 1.7 1.7 3.0 12.2 10.7 4,247.5 -6.7 30 28.5
Est Rev: Down 5% 20.2 1.8 1.7 1.3 0.0 -0.9 15.0 587.1 -18.0 76 88.9
Graham--Defensive Investor (Non-Utility) 13.0 2.0 1.6 1.2 2.0 8.6 6.5 5,802.2 -9.1 21 20.2
Graham--Defensive Investor (Utility) 16.0 3.2 1.6 1.4 4.0 4.4 4.5 4,206.6 0.5 19 13.6
Driehaus 2.0 2.6 1.6 0.0 1.0 15.0 725.8 32.7 15.0 64 63.7
T. Rowe Price 9.0 0.0 1.6 0.6 0.0 13.1 0.0 28.2 81.2 9 40.5
ADR Screen 14.8 1.1 1.6 1.1 0.0 46.9 11.6 1,717.6 -18.7 25 44.3
Dreman With Est Revisions 11.9 1.3 1.6 1.4 2.0 9.8 10.0 5,342.4 16.8 13 82.8
Est Rev: Down 27.0 3.0 1.6 1.6 0.0 -4.5 15.0 350.5 -36.3 217 79.3
O'Shaughnessy: Value 5.4 1.3 1.5 1.0 0.0 24.7 9.3 407.4 -21.1 30 24.1
Piotroski: High F-Score 12.2 1.5 1.5 0.9 3.0 -1.0 8.6 32,032.1 -9.5 50 20.7
Oberweis Octagon 12.3 0.6 1.5 0.5 4.0 6.0 14.1 1,389.0 24.5 16 42.3
Cash Rich Firms 16.2 1.4 1.4 1.5 0.0 3.3 12.0 409.4 -16.6 31 24.8
Dual Cash Flow 19.3 1.3 1.4 1.0 0.0 2.7 15.0 323.8 -1.1 68 30.9
Price-to-Sales 17.4 1.4 1.4 1.3 0.0 2.0 14.1 390.4 -3.8 56 39.2
Schloss 10.0 1.1 1.2 0.5 0.0 -18.1 9.0 418.3 -16.6 30 22.2
O'Shaughnessy: Tiny Titans 10.4 1.0 1.1 0.5 0.0 -15.4 15.0 85.1 111.4 25 42.0
Lynch 6.6 79.0 1.1 1.1 0.0 23.9 0.1 68.4 -17.7 26 21.3
Magic Formula 8.5 0.0 1.0 0.2 2.0 9.7 0.0 57.9 -5.6 9 26.2
O'Shaughnessy: All Cap 16.8 2.0 1.0 0.5 2.0 -16.9 8.4 941.2 -3.1 22 34.6
Stock Market Winners 12.2 0.0 1.0 1.7 1.0 14.3 0.0 60.3 34.2 12 59.2
Graham--Enterprising Investor Revised 8.5 0.0 1.0 0.2 2.0 9.7 0.0 57.9 -5.6 9 26.2
Fundamental Rule of Thumb 2.6 2.1 0.9 1.1 0.0 27.0 16.6 150.8 -17.6 50 21.5
Price-to-Free-Cash-Flow 17.1 1.2 0.8 0.4 0.0 -4.7 11.8 235.2 -2.8 22 23.8
Weiss Blue Chip Div Yield 24.2 9.5 0.8 0.6 0.0 -17.9 14.5 67.0 -39.2 13 54.6
Graham--Enterprising Investor 5.4 79.0 0.7 0.8 4.0 20.4 -2.9 18,160.7 -10.2 4 45.0
Muhlenkamp 2.7 3.8 0.6 0.5 0.0 22.9 8.3 89.4 -32.5 19 23.8
Foolish Small Cap 8
No companies pass this screen at this time.
 17 39.1
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
 6 33.1
MAGNET Complex
No companies pass this screen at this time.
 2 73.6
Data as of 3/31/2013.