Screen Characteristics

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The Screen Characteristics table presents a snapshot of the characteristics of the stocks passing each screen 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 identify.

Data as of 6/30/2016


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 70.0 1.0 6.9 9.5 0.0 58.2 20.0 2,835.6 24.3 7 64.2
Inve$tWare Quality Growth 44.5 2.0 12.6 5.9 0.0 29.6 17.5 20,173.7 17.5 19 12.0
Kirkpatrick Growth 46.1 1.4 4.5 5.3 1.2 -2.5 12.1 3,536.8 44.5 13 61.4
Dreman With Est Revisions 14.8 2.0 3.1 4.5 3.3 16.7 5.0 6,164.9 7.2 12 84.0
Return on Equity 25.0 1.8 5.6 3.6 0.0 27.1 14.5 3,252.3 -8.6 31 20.4
Driehaus 73.9 1.8 5.9 3.2 0.0 -2.3 20.0 1,180.5 21.4 14 63.9
Dogs of the Dow: Low Priced 5 14.3 1.8 3.4 2.9 3.6 5.6 7.8 212,330.4 4.1 5 15.5
O'Neil's CAN SLIM No Float 17.8 1.6 2.1 2.9 0.0 39.4 15.2 306.1 26.9 16 48.7
P/E Relative 17.3 1.7 2.7 2.8 1.7 17.2 8.5 3,933.1 -3.8 31 77.2
Buffettology: EPS Growth 16.1 1.5 3.3 2.6 0.7 24.8 15.0 6,481.1 5.7 45 12.0
Stock Market Winners 11.2 1.7 1.1 2.6 1.2 24.3 10.1 101.8 19.4 12 58.1
Est Rev: Up 5% 28.3 2.0 2.3 2.4 0.0 -25.8 23.0 1,334.6 -3.3 40 92.8
Templeton 14.5 1.4 2.6 2.3 1.2 28.4 10.1 3,337.9 -3.8 20 28.4
Insider Net Purchases 38.5 0.8 1.8 2.3 0.0 -11.5 20.0 232.9 -30.7 29 30.0
Weiss Blue Chip Div Yield 20.4 1.6 4.5 2.2 2.3 43.5 11.2 4,808.9 4.9 12 24.7
Buffett: Hagstrom 21.2 1.7 4.7 2.1 0.9 17.1 10.6 4,883.1 3.1 30 19.4
Murphy Technology 13.1 3.3 3.5 2.1 0.0 19.3 10.0 2,047.3 -35.3 10 21.4
O'Neil's CAN SLIM 10.6 1.8 1.1 2.0 1.3 41.2 12.5 103.1 21.7 6 56.3
Est Rev: Up 28.3 2.1 2.1 2.0 0.0 -25.8 14.2 1,187.4 -7.9 177 81.4
Dual Cash Flow 16.4 1.7 1.5 1.9 1.2 -2.6 8.0 644.6 -16.2 66 31.0
All Exhange-Listed Stocks 20.3 1.7 1.8 1.9 0.0 5.8 11.1 708.1 -10.0 -99999 -99,999.0
Value on the Move--PEG With Hist Growth 17.6 1.5 3.1 1.8 1.2 25.9 11.3 1,540.5 17.9 77 35.8
Dogs of the Dow 17.5 2.0 3.4 1.7 3.7 3.4 7.8 142,515.9 3.7 10 7.6
Buffettology: Sustainable Growth 13.7 1.4 2.9 1.6 0.1 24.4 10.1 3,318.5 2.5 31 14.0
Dreman 14.1 1.3 1.4 1.6 2.3 12.7 8.7 4,395.0 -8.1 22 31.0
ADR Screen 9.3 3.5 1.6 1.6 3.3 14.7 4.9 33,658.7 -5.5 24 44.3
T. Rowe Price 3.5 0.0 0.5 1.5 0.0 12.7 0.0 79.9 -33.1 7 49.6
Oberweis Octagon 23.6 0.5 5.6 1.5 5.2 -3.0 20.0 637.2 64.7 15 41.9
O'Shaughnessy: Value 18.0 1.6 2.4 1.4 2.3 5.6 9.4 29,545.3 -8.9 50 23.0
Dividend (High Relative Yield) 20.8 1.5 3.2 1.4 1.7 8.6 11.6 5,230.2 -7.2 37 20.3
Wanger (Revised) 19.1 1.5 3.0 1.4 0.0 32.9 12.5 296.5 6.9 29 26.9
Cash Rich Firms 13.3 0.8 1.2 1.3 0.0 17.7 18.3 444.2 -14.2 28 24.0
Zweig 23.3 0.9 4.5 1.3 0.0 25.3 18.7 2,402.3 26.0 10 41.9
Muhlenkamp 16.8 1.2 2.6 1.3 0.0 10.5 11.5 1,729.8 -16.6 18 23.5
Lakonishok 25.1 1.5 2.7 1.2 0.0 13.9 14.6 2,630.4 16.8 31 90.1
MAGNET Simple Revised 7.4 1.5 1.6 1.2 3.3 9.6 6.7 49,780.6 -5.3 3 68.8
Value on the Move--PEG With Est Growth 16.6 0.8 2.6 1.2 0.0 14.0 19.0 2,795.4 29.1 37 43.8
Graham--Defensive Investor (Non-Utility) 15.5 1.6 2.0 1.1 1.4 12.8 9.4 2,314.2 -10.9 21 19.3
Magic Formula 6.4 1.1 2.4 1.1 2.5 19.6 6.5 1,126.9 -19.6 30 23.8
O'Shaughnessy: Growth Market Leaders 15.6 1.3 2.6 1.1 1.8 11.7 10.6 29,545.3 -10.2 10 43.0
Neff 10.5 0.9 2.7 1.1 1.6 25.8 11.7 5,630.0 -18.1 21 32.3
Fundamental Rule of Thumb 3.4 1.5 1.1 1.0 0.0 25.8 9.4 400.6 -15.7 50 21.1
Fisher (Philip) 12.5 0.4 1.2 1.0 0.0 35.8 21.1 869.4 -44.0 18 32.6
MAGNET Simple 11.8 0.4 2.5 1.0 0.0 0.0 22.3 642.3 63.7 3 68.8
O'Shaughnessy: Growth 19.7 1.2 2.7 0.9 0.0 10.7 14.0 864.4 57.9 50 37.5
Kirkpatrick Bargain 37.2 1.4 2.1 0.9 1.2 -6.8 11.0 2,757.4 -4.4 17 63.6
Price-to-Sales 20.7 1.4 1.4 0.9 0.0 0.8 10.3 515.0 -3.8 53 39.3
Est Rev: Down 5% 15.1 0.9 1.4 0.8 0.0 14.0 10.0 1,245.9 -34.8 75 89.3
Graham--Enterprising Investor Revised 10.6 0.0 1.1 0.8 2.3 34.2 -2.8 474.5 -20.5 8 26.8
Lynch 9.1 3.3 1.0 0.7 2.7 22.7 5.2 926.7 -15.7 25 21.1
Est Rev: Down 19.7 1.1 1.5 0.7 0.0 18.7 7.8 950.2 -38.7 225 79.4
Graham--Defensive Investor (Utility) 8.9 1.5 0.7 0.6 5.5 14.2 9.3 13,690.7 -18.1 17 14.8
O'Shaughnessy: Small Cap Growth & Value 16.3 4.4 2.6 0.6 0.0 -8.0 7.5 560.1 33.6 25 49.8
O'Shaughnessy: Tiny Titans 15.0 2.2 2.1 0.6 0.0 2.6 15.0 122.0 69.8 25 40.9
Piotroski: High F-Score 12.9 0.6 0.7 0.5 0.0 15.9 3.0 42.1 -12.2 20 23.2
Schloss 35.0 0.0 0.7 0.5 0.0 -19.3 15.0 40.4 -36.2 12 54.8
O'Shaughnessy: All Cap 12.6 0.6 1.2 0.5 3.4 10.6 13.7 1,986.9 -18.3 21 33.8
Price-to-Free-Cash-Flow 13.6 1.2 1.7 0.4 0.0 -15.2 10.0 501.6 -26.9 30 21.7
Kirkpatrick Value 18.3 0.9 9.9 0.4 0.0 -5.3 12.0 815.7 -1.5 3 72.9
Rule #1 Investing 6.5 0.5 1.1 0.4 1.3 37.4 15.0 795.9 -23.7 12 28.5
Foolish Small Cap 8
No companies pass this screen at this time.
14 42.8
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 41.7
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.8
MAGNET Complex
No companies pass this screen at this time.
2 73.5
All Exchange Listed Stocks 20.3 1.7 1.8 1.9 0.0 5.8 11.1 708.1 -10.0
Data as of 6/30/2016.