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 3/31/2013


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 52-Week Relative Strength (%) ↑
Foolish Small Cap 8
No companies pass this screen at this time.
16 40.4
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 27.2
T. Rowe Price
No companies pass this screen at this time.
8 43.1
MAGNET Complex
No companies pass this screen at this time.
2 73.8
MAGNET Simple
No companies pass this screen at this time.
3 68.2
Schloss 0.0 0.0 0.8 0.4 0.0 -10.9 20.0 60.4 -48.4 12 54.3
Graham--Enterprising Investor Revised 9.5 0.8 1.1 0.6 2.1 8.1 12.0 1,193.2 -27.4 9 25.4
Graham--Enterprising Investor 5.9 4.7 0.6 0.5 3.8 9.3 6.7 17,104.2 -26.1 4 43.5
Graham--Defensive Investor (Non-Utility) 11.9 2.8 1.4 1.0 2.6 9.3 1.4 1,498.8 -17.3 21 19.9
Lynch 8.5 0.0 1.5 1.2 2.3 20.1 -7.4 266.6 -16.4 25 21.1
Est Rev: Down 29.1 3.4 2.0 1.1 0.0 -1.3 13.0 644.7 -16.4 218 79.4
Est Rev: Down 5% 21.0 1.7 2.3 1.1 0.0 4.3 13.0 856.4 -16.4 76 89.0
Insider Net Purchases 43.5 3.7 5.3 7.6 0.0 14.3 14.0 338.6 -16.4 28 29.9
Graham--Defensive Investor (Utility) 15.6 3.3 1.6 1.4 4.1 6.2 4.6 7,243.6 -14.5 19 13.7
Dogs of the Dow 16.2 2.3 2.5 2.5 3.4 7.7 5.9 176,468.0 -13.3 10 7.4
Cash Rich Firms 23.9 0.8 1.5 1.9 0.0 23.2 16.2 513.3 -12.1 30 24.5
ADR Screen 10.7 1.1 2.1 2.3 2.5 21.2 8.8 5,181.0 -11.6 25 43.8
Price-to-Free-Cash-Flow 12.5 2.1 1.4 0.6 0.0 -3.1 6.0 1,026.0 -11.1 30 22.0
Dividend Screen: DRPs 18.8 1.4 2.4 2.1 1.7 15.0 10.5 13,389.9 -8.3 30 26.2
Templeton 20.5 1.3 3.3 3.6 0.0 21.3 16.3 7,219.1 -7.7 22 27.9
Dogs of the Dow: Low Priced 5 14.8 2.2 2.1 2.4 3.4 7.3 5.9 182,604.2 -6.9 5 15.7
P/E Relative 18.2 1.7 2.6 2.1 0.8 17.9 10.1 10,393.7 -6.2 32 76.9
Murphy Technology 5.9 142.9 1.6 2.0 0.0 21.5 -2.6 1,399.1 -5.9 11 20.6
Dividend Screen: Non-DRPs 15.3 1.5 2.4 2.6 2.1 15.1 11.5 7,547.2 -5.2 30 28.5
Dual Cash Flow 21.0 1.5 1.7 1.5 0.0 11.5 12.7 1,195.4 -5.0 68 31.0
Dreman 15.5 1.0 1.5 2.0 2.9 14.3 13.2 6,394.0 -2.9 21 31.5
Dividend (High Relative Yield) 18.9 1.8 3.0 2.5 1.8 10.9 11.5 30,787.7 -2.3 40 20.1
Magic Formula 7.5 0.8 2.0 1.7 1.1 22.6 10.0 979.4 -2.2 30 23.8
O'Shaughnessy: Value 16.6 1.5 2.4 1.3 3.5 3.3 9.7 56,744.7 -1.5 50 21.2
Buffettology: EPS Growth 19.0 1.7 3.4 2.6 0.0 21.7 13.7 3,754.2 -0.9 47 11.7
O'Shaughnessy: All Cap 16.7 1.4 1.7 0.6 3.0 5.3 10.2 1,832.6 -0.6 22 34.3
Buffettology: Sustainable Growth 16.5 1.6 3.1 2.6 0.0 24.1 14.7 3,874.9 0.3 33 13.2
Piotroski: High F-Score 31.8 0.0 0.9 0.7 0.0 32.4 0.0 81.3 1.1 21 24.0
Neff 8.7 0.9 2.5 1.6 1.2 24.9 13.9 1,691.1 2.1 22 33.3
Buffett: Hagstrom 21.1 1.4 4.0 2.2 0.9 26.7 13.8 6,283.9 2.8 30 19.7
Weiss Blue Chip Div Yield 23.6 2.0 3.9 2.6 1.3 11.1 11.1 7,968.2 4.4 12 24.9
Price-to-Sales 16.8 1.3 1.6 1.4 0.0 2.8 15.0 456.1 6.4 55 39.0
Lakonishok 19.7 1.7 2.9 1.9 1.7 11.2 9.6 5,489.9 6.5 31 90.0
Muhlenkamp 2.5 0.3 0.6 0.5 0.0 28.5 25.0 345.2 7.1 18 23.9
Kirkpatrick Value 0.0 3.2 3.3 0.3 0.0 -23.4 5.0 629.3 7.5 2 74.2
Inve$tWare Quality Growth 31.3 1.5 6.5 3.5 0.0 26.4 19.5 9,797.8 10.5 20 11.6
Fundamental Rule of Thumb 4.5 1.0 1.9 1.7 0.0 22.8 14.0 491.1 11.0 50 21.3
Return on Equity 21.7 1.1 5.3 3.5 0.3 24.1 16.2 3,115.7 12.5 32 20.8
Dreman With Est Revisions 13.1 1.2 1.9 1.7 2.3 8.9 9.7 6,422.1 17.5 13 83.1
Wanger (Revised) 22.2 1.3 3.0 2.3 0.3 45.7 15.9 1,289.2 18.3 30 26.9
Stock Market Winners 19.1 0.0 1.2 1.2 0.0 16.1 0.0 66.8 18.3 12 59.1
Value on the Move--PEG With Hist Growth 19.7 1.2 4.1 3.2 0.0 34.4 14.8 3,521.5 18.5 80 36.0
Fisher (Philip) 21.8 0.5 4.1 1.7 0.0 11.9 25.0 2,760.6 21.1 20 33.0
Zweig 16.8 0.8 3.1 3.0 1.9 17.5 18.3 2,348.5 23.2 11 41.9
Driehaus 33.8 2.0 2.6 2.2 0.0 15.5 13.4 823.1 23.4 15 63.7
Est Rev: Up 38.6 1.4 3.3 1.8 0.0 15.7 15.0 1,760.0 26.3 178 81.1
Est Rev: Up 5% 75.1 1.4 3.3 2.0 0.0 12.3 17.0 1,222.5 27.5 42 92.6
O'Neil's CAN SLIM 22.3 1.4 2.2 1.6 0.0 27.7 25.0 385.2 29.8 6 57.0
O'Neil's CAN SLIM No Float 25.8 1.3 5.5 3.4 0.0 31.7 18.5 3,364.9 32.7 16 49.5
IBD Stable 70 26.4 1.5 6.9 3.5 0.0 31.6 18.5 4,892.9 32.8 39 11.8
O'Shaughnessy: Growth Market Leaders 16.9 1.8 2.7 1.1 1.6 8.7 8.6 32,995.8 33.3 10 42.9
Value on the Move--PEG With Est Growth 20.7 0.9 4.8 3.2 0.0 34.9 22.4 4,382.9 36.8 40 44.4
O'Neil's CAN SLIM Revised 3rd Edition 31.8 1.2 11.7 6.3 0.0 51.1 25.4 19,020.3 37.4 8 65.3
Oberweis Octagon 26.6 0.8 3.9 1.5 0.0 33.3 20.0 714.9 50.1 16 42.2
Kirkpatrick Growth 70.4 0.7 15.9 4.9 0.6 5.8 46.2 2,543.5 51.5 11 62.0
Kirkpatrick Bargain 46.1 1.8 4.0 1.2 0.0 -2.9 21.6 1,510.6 51.5 15 64.7
Rule #1 Investing 13.7 0.3 9.7 4.8 1.8 57.6 29.5 3,933.7 66.9 14 25.0
O'Shaughnessy: Tiny Titans 37.8 4.4 2.4 0.5 0.0 -13.7 12.0 109.0 103.3 25 41.6
O'Shaughnessy: Small Cap Growth & Value 26.1 1.6 2.4 0.6 0.0 27.7 15.0 442.2 112.5 25 49.9
O'Shaughnessy: Growth 23.3 1.9 2.4 0.6 0.0 -10.0 10.0 441.1 119.2 50 37.8
Data as of 3/31/2013.