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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 3/31/2015


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-Sales Ratio (X) ↑
T. Rowe Price
No companies pass this screen at this time.
8 46.4
Rule #1 Investing 16.6 0.6 1.2 0.2 0.0 14.9 20.0 275.3 -37.3 13 27.4
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
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
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: Tiny Titans 19.0 0.0 2.3 0.6 0.0 17.1 10.0 103.8 49.3 25 41.1
Kirkpatrick Value 27.3 1.0 2.8 0.6 0.0 17.6 15.0 1,841.9 74.2 3 73.7
Est Rev: Down 15.3 1.6 1.2 0.6 0.0 -5.4 10.8 496.6 -45.6 220 79.5
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
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
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: 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
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
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
Magic Formula 7.0 1.5 2.0 1.0 0.0 23.3 9.7 748.9 -10.7 30 23.5
Schloss 2.9 0.0 0.6 1.0 0.0 -15.4 17.5 36.6 -53.5 12 54.5
Kirkpatrick Bargain 27.1 2.0 3.0 1.1 0.2 16.3 10.7 1,841.9 32.5 16 64.1
Price-to-Sales 23.2 1.3 1.6 1.1 0.0 16.0 12.9 982.9 -9.8 54 39.0
Lynch 8.2 2.3 1.2 1.2 3.3 17.1 3.9 723.0 -28.6 25 21.0
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--Enterprising Investor 6.2 0.0 1.0 1.3 3.2 34.3 0.0 19,355.4 -20.7 4 42.9
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
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
ADR Screen 14.1 1.0 1.1 1.4 2.0 24.4 10.1 4,257.8 -16.7 24 43.9
Cash Rich Firms 13.1 1.6 1.4 1.5 0.0 22.8 11.8 527.3 -4.2 29 24.5
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
Neff 12.8 1.0 2.2 1.5 1.8 21.0 15.2 3,493.0 -19.3 22 32.8
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
Dual Cash Flow 20.2 1.5 2.3 1.6 0.0 14.9 12.0 602.3 -6.3 67 31.1
Zweig 23.2 0.8 4.6 1.6 0.2 58.2 20.9 3,503.2 32.6 11 42.2
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
Wanger (Revised) 19.1 1.2 2.5 1.7 0.0 37.6 15.0 755.2 -1.7 30 26.7
Muhlenkamp 18.4 1.3 2.4 1.7 0.0 15.9 13.4 2,742.7 -11.2 17 23.7
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
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
Dreman 15.4 1.5 2.0 2.0 2.5 18.0 10.0 13,693.9 -9.5 21 31.7
Murphy Technology 8.9 0.5 3.9 2.0 0.0 69.6 15.0 17,144.2 -4.1 11 21.1
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
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
Stock Market Winners 12.3 2.9 1.1 2.1 1.1 22.7 9.0 63.3 16.8 12 58.9
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
Driehaus 31.5 2.5 2.8 2.4 0.0 13.3 19.4 1,211.3 -1.0 14 63.7
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
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
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
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
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: EPS Growth 18.9 1.4 3.7 2.9 0.1 25.8 15.0 4,526.5 4.2 46 11.9
Buffett: Hagstrom 20.3 1.8 5.1 3.1 1.0 24.1 13.7 4,968.0 4.8 30 19.6
Templeton 25.9 1.5 4.5 3.1 1.1 22.2 14.9 12,017.1 -17.4 21 28.4
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
MAGNET Complex 37.4 0.0 5.6 3.3 0.0 24.1 0.0 370.5 79.1 2 74.0
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
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
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
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
Insider Net Purchases 13.0 7.7 1.6 4.3 0.0 22.9 20.0 185.2 -9.5 29 30.0
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
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
MAGNET Simple 504.7 0.6 187.2 22.3 0.0 79.2 69.0 12,453.5 72.3 3 68.5
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.