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 12/31/2015


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 52-Week Relative Strength (%) ↑
MAGNET Complex Revised
No companies pass this screen at this time.
3 68.4
MAGNET Simple Revised
No companies pass this screen at this time.
3 68.4
T. Rowe Price
No companies pass this screen at this time.
7 48.6
Schloss 17.0 0.0 0.7 0.5 0.0 16.8 -15.1 37.5 -45.4 12 54.4
Est Rev: Down 5% 15.6 1.6 1.5 0.7 0.0 15.6 10.0 737.5 -41.6 75 89.3
Piotroski: High F-Score 11.6 1.0 0.5 0.4 0.0 18.3 20.0 203.2 -32.3 20 23.2
Est Rev: Down 19.4 2.0 1.6 0.9 0.3 15.6 12.8 769.9 -32.1 223 79.4
Price-to-Free-Cash-Flow 9.3 0.9 1.3 0.3 0.0 0.8 10.0 592.6 -31.7 30 21.8
O'Shaughnessy: All Cap 12.2 2.4 0.9 0.3 2.7 7.2 5.1 918.9 -24.1 21 33.9
Graham--Enterprising Investor Revised 11.7 2.9 0.9 0.5 3.1 28.6 2.5 87.5 -23.4 9 26.4
Lynch 8.6 3.6 1.1 1.1 4.1 17.5 -1.4 804.5 -20.6 25 21.0
Graham--Defensive Investor (Utility) 13.0 2.4 1.3 3.5 4.8 1.1 5.6 13,279.3 -19.5 18 14.6
Magic Formula 6.4 0.8 2.1 1.1 0.0 18.1 9.7 735.0 -18.5 30 23.2
Weiss Blue Chip Div Yield 19.5 1.7 3.4 1.3 1.6 13.1 10.0 6,861.5 -17.4 12 24.5
Neff 8.6 0.7 2.1 0.8 1.0 23.7 14.5 1,544.2 -13.7 22 32.5
Dogs of the Dow 16.5 3.4 3.0 1.4 3.7 7.1 3.8 188,063.3 -13.4 10 7.6
Graham--Defensive Investor (Non-Utility) 15.1 1.9 2.1 1.2 2.2 13.0 7.6 2,428.7 -12.6 21 19.3
O'Shaughnessy: Value 14.1 1.5 1.4 1.1 3.7 3.0 8.1 45,658.9 -12.0 50 22.4
Return on Equity 21.9 1.9 5.2 3.3 0.0 25.3 12.9 3,779.5 -9.9 31 20.4
Fundamental Rule of Thumb 3.3 1.6 1.1 1.1 0.0 22.1 10.0 380.9 -9.5 50 21.2
Dual Cash Flow 18.8 1.5 1.6 1.3 1.0 15.4 9.3 854.0 -9.4 66 31.0
Templeton 20.2 1.6 4.7 2.7 1.6 29.0 13.1 11,825.4 -9.1 20 28.3
Murphy Technology 10.2 1.2 1.3 2.2 0.0 6.4 0.4 5,649.0 -8.4 10 20.4
ADR Screen 12.8 1.2 2.8 1.7 1.9 28.8 17.7 4,054.3 -8.4 24 43.8
All Exhange-Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2 -99999 -99,999.0
Dogs of the Dow: Low Priced 5 14.1 3.9 3.0 1.4 3.7 5.9 3.8 188,063.3 -6.1 5 15.6
Rule #1 Investing 9.3 0.6 2.9 3.5 1.7 39.1 14.1 1,466.0 -5.5 12 28.2
Muhlenkamp 15.0 1.2 2.8 1.3 0.0 14.3 10.0 1,047.5 -4.1 17 23.5
Dreman 13.7 1.3 1.9 1.9 2.6 14.3 9.9 3,388.6 -2.8 21 31.3
Dividend (High Relative Yield) 22.4 2.2 2.6 2.0 1.9 11.9 9.3 11,925.0 -2.7 38 20.0
Dreman With Est Revisions 10.8 1.9 2.1 1.1 1.3 12.4 5.8 2,481.0 -2.2 12 84.0
Cash Rich Firms 15.6 2.3 1.2 1.2 0.0 16.2 7.5 569.9 -1.9 29 24.2
Price-to-Sales 17.4 1.4 1.6 0.7 0.0 9.7 11.9 631.0 -0.8 53 39.2
P/E Relative 14.0 1.2 2.5 1.3 0.0 18.9 8.7 6,599.9 -0.3 31 77.2
Lakonishok 20.3 2.3 3.3 1.1 2.1 0.0 7.5 2,946.9 0.2 31 90.2
Insider Net Purchases 0.0 1.3 2.6 7.5 0.0 12.9 17.5 378.4 1.0 29 29.9
Wanger (Revised) 16.0 1.1 2.4 1.3 0.3 34.3 17.0 529.7 4.4 30 26.6
Est Rev: Up 26.5 2.2 3.4 2.1 0.0 12.4 11.9 1,521.5 5.0 177 81.4
Est Rev: Up 5% 36.0 1.2 3.6 5.6 0.0 17.5 11.9 1,576.9 6.3 40 92.8
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 9,989.7 9.5 4 42.8
Buffettology: EPS Growth 18.2 1.9 4.1 3.2 0.3 24.9 16.2 4,834.7 11.0 45 11.9
Buffettology: Sustainable Growth 15.3 1.9 3.5 2.1 0.0 24.9 16.7 3,795.8 11.0 32 13.4
Buffett: Hagstrom 28.5 1.7 6.2 3.9 0.7 20.5 14.0 6,239.3 15.7 30 19.5
Kirkpatrick Bargain 30.6 1.7 2.2 0.8 0.0 4.4 12.0 2,209.7 18.9 17 63.7
O'Neil's CAN SLIM 10.6 0.8 1.0 2.7 0.2 67.7 22.5 86.8 19.7 6 56.6
Fisher (Philip) 17.3 0.5 4.8 3.5 0.0 29.5 21.6 7,146.0 22.1 18 32.6
Oberweis Octagon 17.7 0.6 2.9 1.1 0.0 19.8 23.3 783.5 22.3 15 41.4
O'Shaughnessy: Growth Market Leaders 18.5 1.4 3.0 1.1 1.8 17.1 12.1 48,670.1 22.4 10 42.8
Inve$tWare Quality Growth 29.9 1.9 8.6 3.2 0.5 27.8 17.3 13,374.9 24.1 19 11.8
Kirkpatrick Value 14.3 4.6 1.7 0.5 0.0 -5.4 7.0 1,006.2 24.1 3 72.7
Kirkpatrick Growth 30.0 1.3 3.9 1.8 0.0 -4.8 20.0 2,518.2 25.5 12 61.2
Value on the Move--PEG With Hist Growth 17.6 1.6 2.0 3.0 1.1 26.2 14.6 641.8 25.7 78 35.6
O'Neil's CAN SLIM No Float 16.8 1.6 2.8 3.5 0.7 35.6 15.3 2,694.4 27.7 16 48.8
Stock Market Winners 15.5 2.6 1.0 2.5 0.0 19.5 8.0 82.8 28.8 12 58.4
Value on the Move--PEG With Est Growth 23.1 0.7 4.6 3.0 0.0 29.6 22.5 4,638.4 30.1 38 43.8
O'Shaughnessy: Tiny Titans 14.0 2.1 1.8 0.6 0.0 9.7 10.0 68.7 39.3 25 41.1
MAGNET Simple 17.7 0.5 1.7 1.2 0.0 30.6 21.5 940.3 51.0 3 68.4
O'Shaughnessy: Small Cap Growth & Value 22.0 1.9 2.5 0.8 0.0 -2.0 14.5 965.3 53.1 25 49.3
O'Neil's CAN SLIM Revised 3rd Edition 20.2 2.2 2.1 6.4 0.0 21.4 9.0 1,999.5 56.7 7 64.1
O'Shaughnessy: Growth 20.8 1.1 2.3 0.8 0.0 0.9 15.1 792.8 61.2 50 37.5
Driehaus 20.8 1.5 16.4 3.6 0.0 5.8 43.7 831.3 69.1 14 63.9
Zweig 25.2 1.1 4.2 1.5 0.0 35.6 23.4 2,272.4 99.7 11 42.0
MAGNET Complex 27.7 0.0 3.5 1.1 3.3 -15.6 0.0 44.9 130.7 2 73.9
Foolish Small Cap 8 13.5 1.5 5.6 3.1 0.8 22.8 10.0 758.8 145.3 15 42.1
Foolish Small Cap 8 Revised 10.6 0.0 8.4 1.8 0.6 35.4 0.0 410.4 195.7 5 42.2
All Exchange Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2
Data as of 9/30/2015.