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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 6/30/2013


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-Sales Ratio (X) ↓
Rule #1 Investing 17.5 0.5 11.7 6.1 1.3 57.6 29.5 5,639.8 66.2 14 24.6
O'Neil's CAN SLIM Revised 3rd Edition 30.5 0.9 7.5 5.8 0.0 20.1 23.9 2,994.8 66.0 8 64.6
MAGNET Simple 15.5 0.5 3.9 5.4 0.0 33.7 40.7 5,075.0 102.7 3 68.2
Insider Net Purchases 11.4 6.4 1.7 4.0 0.0 26.3 24.4 320.1 -18.3 28 29.8
Zweig 15.6 1.4 3.1 3.8 0.8 28.7 12.5 1,054.9 47.7 11 41.7
Inve$tWare Quality Growth 32.2 1.5 6.6 3.7 0.0 39.7 19.6 13,391.0 23.2 20 11.6
Est Rev: Up 5% 22.4 1.4 3.5 3.5 0.0 16.7 17.1 1,230.7 2.2 42 92.6
Value on the Move--PEG With Hist Growth 18.2 1.2 3.7 3.4 0.0 36.5 15.4 4,677.0 29.9 79 36.1
Weiss Blue Chip Div Yield 22.8 2.0 3.9 3.3 1.8 10.1 12.7 10,636.3 2.3 12 24.7
Return on Equity 20.1 1.1 4.5 3.2 0.0 24.9 16.3 2,912.3 7.0 32 20.8
IBD Stable 70 27.3 1.4 5.5 3.0 0.0 35.5 19.0 4,212.3 -1.2 39 11.8
O'Neil's CAN SLIM No Float 21.0 1.5 3.4 3.0 0.2 46.6 15.0 5,726.3 33.3 16 49.6
Kirkpatrick Growth 29.1 1.1 3.2 2.8 0.0 19.0 25.0 3,351.2 60.3 12 61.7
Buffettology: Sustainable Growth 14.6 1.2 3.2 2.7 0.4 22.6 13.5 3,589.7 -8.8 33 13.2
Murphy Technology 7.9 4.2 2.7 2.7 0.0 21.5 -3.2 1,447.0 1.2 11 20.6
Templeton 25.8 1.5 5.0 2.7 0.8 35.7 14.7 4,360.0 -2.0 21 28.1
Value on the Move--PEG With Est Growth 22.7 0.9 4.5 2.7 0.7 35.4 25.2 5,118.3 49.3 40 44.4
Dogs of the Dow 17.5 2.3 2.6 2.6 3.3 7.1 6.4 186,323.1 -15.0 10 7.4
Dividend (High Relative Yield) 17.9 1.7 2.5 2.6 2.0 11.2 10.9 29,680.1 0.0 40 20.1
Buffett: Hagstrom 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 30 19.6
Buffettology: EPS Growth 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 47 11.8
O'Neil's CAN SLIM 13.2 0.0 0.8 2.2 1.4 43.1 0.0 67.2 9.0 6 56.9
Fisher (Philip) 28.9 0.5 1.5 2.1 0.0 17.0 20.0 2,975.9 -9.1 19 32.7
All Exhange-Listed Stocks 21.3 1.6 2.1 2.1 0.0 11.2 12.8 838.6 -6.0 -99999 -99,999.0
Cash Rich Firms 20.2 1.6 2.1 2.0 0.0 11.4 12.6 288.4 -9.7 30 24.5
Dividend Screen: Non-DRPs 16.7 1.3 2.7 2.0 1.8 17.8 11.4 6,855.1 -2.5 30 28.4
Dreman 15.0 1.4 1.7 2.0 2.7 5.9 10.1 6,591.3 -1.4 21 31.5
Est Rev: Up 23.4 1.5 3.2 2.0 0.4 15.0 13.8 3,914.0 5.8 179 81.1
Est Rev: Down 20.7 1.6 2.6 1.9 0.7 10.8 12.1 2,622.6 -11.3 218 79.5
Dogs of the Dow: Low Priced 5 18.1 2.3 2.4 1.8 3.5 6.8 6.1 202,626.4 -16.6 5 15.6
Dual Cash Flow 28.5 1.6 2.7 1.8 0.0 7.1 14.9 513.7 2.5 67 31.1
Est Rev: Down 5% 18.2 1.5 2.9 1.8 0.0 12.4 15.0 987.7 -22.7 75 89.1
Lakonishok 22.0 1.6 2.7 1.7 1.1 15.0 10.4 5,328.2 5.9 31 89.9
Dreman With Est Revisions 14.1 1.5 2.5 1.7 1.7 17.4 9.4 11,929.6 4.2 13 83.1
Fundamental Rule of Thumb 4.1 1.4 2.5 1.6 0.0 23.8 15.0 447.5 -3.7 50 21.2
Graham--Defensive Investor (Utility) 15.8 3.5 1.6 1.6 3.7 6.2 4.6 7,619.0 -13.1 18 13.7
Magic Formula 9.6 1.5 2.2 1.6 1.4 23.9 8.5 1,082.4 -8.3 30 23.7
Neff 10.4 0.9 2.1 1.5 1.0 24.4 14.6 1,929.5 3.3 22 33.2
Wanger (Revised) 10.4 1.2 2.8 1.5 0.0 38.0 15.0 767.9 10.1 30 26.8
ADR Screen 14.0 1.2 1.9 1.5 1.7 33.7 15.3 13,602.8 -3.9 25 43.7
O'Shaughnessy: Value 15.2 1.5 2.3 1.4 3.3 11.0 8.4 88,783.7 0.7 50 21.4
Stock Market Winners 16.3 0.0 1.0 1.4 1.2 15.4 0.0 51.7 25.0 11 59.1
Driehaus 28.7 1.5 2.9 1.3 0.0 15.2 13.0 1,629.1 15.6 15 63.8
Dividend Screen: DRPs 18.4 1.5 2.6 1.3 1.5 15.0 11.1 10,816.4 -2.0 30 26.2
Price-to-Sales 17.5 1.7 1.5 1.3 0.0 3.9 15.0 408.1 8.8 55 38.9
P/E Relative 18.0 1.5 2.3 1.3 1.9 20.6 8.7 4,776.0 -4.1 32 76.8
O'Shaughnessy: Growth Market Leaders 15.1 1.9 2.3 1.2 1.5 6.1 7.8 41,395.3 21.5 10 43.0
O'Shaughnessy: Small Cap Growth & Value 27.5 1.5 2.2 1.2 0.0 16.7 16.5 293.1 59.8 25 49.8
Oberweis Octagon 25.3 0.8 3.3 1.2 0.0 15.0 24.6 1,475.6 64.5 16 42.0
Graham--Enterprising Investor 6.9 11.9 0.8 1.1 3.9 13.8 1.1 792.7 -26.1 4 43.3
Kirkpatrick Bargain 19.3 1.4 2.4 1.1 0.8 4.0 12.0 2,705.4 38.0 15 64.4
Lynch 7.1 1.3 1.1 1.1 0.8 23.7 5.3 107.3 -17.1 25 21.3
Muhlenkamp 5.8 0.4 0.9 1.1 0.5 19.4 25.0 263.2 1.0 18 23.8
Piotroski: High F-Score 53.4 0.0 0.9 1.0 0.0 26.6 0.0 105.3 -12.9 21 23.8
Kirkpatrick Value 22.2 1.2 2.6 0.8 0.0 12.3 12.5 1,073.7 49.0 2 74.1
Graham--Defensive Investor (Non-Utility) 11.7 1.0 1.2 0.7 2.6 8.0 10.0 1,475.6 -15.1 21 19.8
O'Shaughnessy: Growth 25.4 1.1 2.5 0.7 0.0 15.9 20.0 730.9 82.0 50 37.7
Graham--Enterprising Investor Revised 11.2 1.0 1.2 0.7 1.6 10.1 10.0 672.9 -20.7 9 25.5
Price-to-Free-Cash-Flow 14.4 1.8 1.5 0.6 0.0 6.1 7.1 1,035.6 -4.8 30 22.0
O'Shaughnessy: Tiny Titans 30.4 1.0 2.6 0.6 0.0 11.1 13.5 93.5 108.7 25 41.4
Schloss 23.9 0.0 0.8 0.5 0.0 -7.7 20.8 69.8 -33.6 12 54.3
O'Shaughnessy: All Cap 22.6 2.7 1.4 0.5 2.7 -16.8 10.0 1,595.7 -13.3 22 34.2
Foolish Small Cap 8
No companies pass this screen at this time.
16 41.3
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 38.2
T. Rowe Price
No companies pass this screen at this time.
8 44.0
MAGNET Complex
No companies pass this screen at this time.
2 74.1
Data as of 6/30/2013.