Portfolio Characteristics

Downloadable Excel Files

Other links

FAQs | Disclaimer | Performance Charts

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 12/31/2012


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) ↓
O'Neil's CAN SLIM Revised 3rd Edition 19.5 1.4 4.1 5.5 1.0 24.4 14.9 7,852.1 35.6 8 65.6
O'Neil's CAN SLIM 42.1 8.0 1.2 4.6 0.0 46.0 5.0 264.5 29.6 7 57.7
Foolish Small Cap 8 Revised 11.6 0.4 5.1 3.4 2.0 92.6 23.8 215.7 15.9 6 32.1
Rule #1 Investing 11.2 1.0 4.2 3.4 0.0 58.1 20.2 1,230.9 -13.0 15 25.3
IBD Stable 70 22.2 1.2 4.5 3.2 0.0 29.6 18.1 8,250.9 1.9 41 11.6
Templeton 21.4 1.2 4.1 3.2 0.0 31.6 17.5 6,813.7 -0.2 23 27.3
Dividend Screen: Non-DRPs 11.6 1.9 1.2 2.9 3.0 8.2 7.0 1,421.4 -5.0 30 28.4
Zweig 15.6 1.1 2.0 2.9 0.0 19.2 13.7 3,265.2 14.3 12 41.9
Inve$tWare Quality Growth 22.4 1.2 4.5 2.5 0.0 26.1 18.1 8,011.8 11.4 21 11.3
Return on Equity 18.3 1.2 4.1 2.3 0.0 20.4 15.5 2,713.8 0.9 33 20.7
Fisher (Philip) 12.2 0.5 2.3 2.3 0.0 23.6 21.3 1,990.4 -9.3 21 32.0
Est Rev: Down 17.8 1.7 0.9 2.3 6.0 -7.5 11.4 923.3 -12.5 218 79.2
Weiss Blue Chip Div Yield 16.9 2.0 2.7 2.2 2.0 12.8 9.6 6,703.6 -2.5 13 25.5
Buffett: Hagstrom 20.4 1.4 4.9 2.2 1.0 19.9 16.0 5,896.7 -3.5 30 20.0
Stock Market Winners 8.9 8.0 0.9 2.2 1.0 18.3 5.0 54.5 29.6 12 59.6
Buffettology: Sustainable Growth 15.8 1.2 3.2 2.1 0.0 21.3 14.2 2,140.9 -0.6 33 12.9
Dividend Screen: DRPs 12.2 2.0 1.7 2.1 4.0 8.5 7.7 6,096.6 -8.7 30 26.0
Value on the Move--PEG With Est Growth 16.2 0.9 2.7 2.1 1.0 14.7 16.8 4,624.3 7.2 42 44.4
Buffettology: EPS Growth 16.6 1.2 3.5 2.0 1.0 21.1 15.0 2,055.0 3.5 46 11.5
Dividend (High Relative Yield) 15.3 1.9 2.0 2.0 2.0 9.2 7.8 3,557.3 -6.1 41 19.7
Value on the Move--PEG With Hist Growth 17.0 1.2 2.6 2.0 1.0 25.6 14.6 3,275.8 19.7 84 36.1
Dreman With Est Revisions 10.5 0.5 1.8 1.9 2.0 7.6 12.9 2,569.7 16.7 13 82.6
ADR Screen 12.3 1.0 2.1 1.8 2.0 26.1 7.6 4,859.4 -11.7 25 44.1
P/E Relative 19.1 1.3 2.7 1.8 2.0 17.7 14.1 3,770.6 -1.4 32 77.0
Dogs of the Dow 18.6 2.2 2.3 1.7 4.0 -3.7 6.3 123,976.6 -5.5 10 7.4
O'Shaughnessy: Growth 13.5 2.2 2.4 1.7 0.0 -15.8 11.6 616.0 102.5 50 37.9
Cash Rich Firms 18.5 1.5 1.3 1.6 0.0 15.4 6.3 394.3 -12.0 31 24.9
Est Rev: Down 5% 18.9 1.9 1.8 1.6 0.0 -4.3 10.8 828.3 -14.0 77 88.9
Dogs of the Dow: Low Priced 5 17.8 1.7 1.9 1.5 4.0 -7.9 6.4 184,648.2 -1.9 5 15.5
Dual Cash Flow 19.6 1.6 1.3 1.5 1.0 0.1 12.6 619.9 -5.2 68 31.1
Driehaus 18.3 1.5 3.1 1.4 2.0 3.0 19.0 835.3 10.3 15 63.7
Murphy Technology 8.9 0.7 1.9 1.4 1.0 23.4 12.0 665.3 -12.0 11 21.2
Dreman 11.4 0.9 1.9 1.3 2.0 19.6 10.9 2,232.1 -0.2 21 32.0
Wanger (Revised) 14.5 1.0 2.4 1.3 0.0 27.6 16.3 507.0 3.2 31 27.1
Est Rev: Up 18.3 1.6 2.4 1.3 0.0 5.2 14.8 1,403.4 12.0 178 80.7
Graham--Defensive Investor (Utility) 14.6 3.1 1.4 1.2 4.0 5.2 4.0 8,142.5 -14.7 19 13.5
Kirkpatrick Growth 24.1 1.3 2.2 1.2 1.0 -15.7 19.8 2,109.5 59.3 12 61.8
Graham--Defensive Investor (Non-Utility) 11.9 1.8 1.4 1.1 2.0 8.3 8.8 4,572.6 -3.5 21 20.2
Lynch 7.0 2.6 1.0 1.1 2.0 24.8 1.6 95.4 -6.8 26 21.5
Insider Net Purchases 15.9 2.2 2.1 1.1 0.0 0.0 22.5 407.7 -12.0 28 29.5
O'Shaughnessy: Value 12.3 1.3 1.6 1.0 2.0 3.4 10.2 26,657.8 3.0 50 20.5
Schloss 20.0 2.3 0.8 1.0 0.0 -24.9 14.7 28.0 -27.7 13 54.7
Neff 9.1 0.7 2.2 1.0 0.0 21.0 16.8 2,114.3 0.9 23 33.2
Est Rev: Up 5% 14.9 2.3 1.6 1.0 0.0 3.1 9.3 804.8 20.2 44 92.1
Fundamental Rule of Thumb 2.2 0.7 0.7 0.9 0.0 29.3 25.8 111.7 -17.8 50 21.6
Lakonishok 14.4 1.1 1.9 0.9 0.0 9.7 11.3 3,329.7 4.5 30 89.8
O'Shaughnessy: Growth Market Leaders 11.3 1.3 1.8 0.9 2.0 8.8 10.1 17,787.1 6.4 10 42.8
MAGNET Simple 16.4 0.5 3.4 0.9 1.0 3.1 35.0 1,992.2 67.9 3 67.1
Magic Formula 5.6 1.0 1.6 0.8 0.0 21.7 11.3 403.7 -4.6 30 24.3
Price-to-Sales 15.1 1.3 1.3 0.8 0.0 13.6 12.3 467.5 0.1 56 39.1
Muhlenkamp 6.2 0.4 1.5 0.8 0.0 30.4 18.0 151.8 -4.6 19 23.9
O'Shaughnessy: Small Cap Growth & Value 35.3 2.1 2.5 0.7 0.0 -22.1 12.8 609.0 105.0 25 49.2
Kirkpatrick Bargain 16.0 1.1 1.8 0.7 0.0 5.0 11.9 4,361.4 24.5 14 64.4
Oberweis Octagon 12.1 0.8 1.8 0.6 0.0 14.9 15.7 1,128.2 41.2 17 42.3
Price-to-Free-Cash-Flow 10.2 1.1 1.2 0.4 0.0 6.0 10.0 403.7 -14.9 30 22.4
O'Shaughnessy: All Cap 12.5 1.2 0.7 0.4 2.0 1.5 7.8 885.3 -7.8 22 34.6
O'Shaughnessy: Tiny Titans 9.1 0.0 1.3 0.4 0.0 -21.4 0.0 71.8 127.9 25 42.2
Graham--Enterprising Investor Revised 8.9 1.1 0.8 0.4 3.0 16.4 9.0 68.8 -15.5 10 26.4
Kirkpatrick Value 15.4 1.3 1.0 0.3 0.0 10.4 13.0 962.7 44.1 2 74.7
Piotroski: High F-Score 3.4 1.5 0.4 0.2 0.0 15.2 26.5 100.9 21.3 23 23.6
Graham--Enterprising Investor
No companies pass this screen at this time.
 4 44.9
Foolish Small Cap 8
No companies pass this screen at this time.
 18 37.7
T. Rowe Price
No companies pass this screen at this time.
 9 39.1
MAGNET Complex
No companies pass this screen at this time.
 2 73.0
Data as of 12/31/2012.