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 6/30/2015


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 (%) ↑
T. Rowe Price
No companies pass this screen at this time.
8 47.2
Schloss 3.5 0.0 0.7 0.5 0.0 -14.0 20.0 92.1 -45.8 12 54.3
Est Rev: Down 25.4 2.8 1.5 0.8 0.0 -1.4 10.0 892.3 -42.5 221 79.5
Est Rev: Down 5% 16.4 1.6 2.1 1.2 0.0 5.1 12.8 1,089.8 -36.8 75 89.3
Murphy Technology 6.9 0.4 3.9 1.6 0.0 69.6 15.0 12,436.2 -36.5 10 20.8
Rule #1 Investing 9.1 0.5 1.2 0.2 0.0 14.9 20.0 254.5 -35.8 13 28.0
Piotroski: High F-Score 12.9 0.7 0.8 0.4 0.0 17.0 -0.3 1,023.3 -27.8 20 23.6
Lynch 8.9 3.6 1.2 1.2 4.3 20.7 5.3 1,401.4 -26.1 25 21.1
Price-to-Free-Cash-Flow 13.2 1.7 1.9 0.5 0.0 4.7 10.0 461.7 -26.0 30 21.9
Graham--Enterprising Investor Revised 12.3 1.4 1.0 0.5 2.6 18.7 -0.2 4,492.9 -22.0 9 26.3
Graham--Enterprising Investor 7.4 0.0 1.2 1.4 3.8 9.6 0.0 12,016.3 -21.3 4 42.7
Magic Formula 7.4 1.2 2.1 1.0 0.4 23.0 11.0 718.3 -19.7 30 23.3
ADR Screen 13.0 1.0 1.5 1.5 1.5 25.3 15.7 4,886.1 -17.2 24 43.8
Graham--Defensive Investor (Utility) 15.2 3.8 1.4 1.7 4.4 9.1 4.0 5,054.7 -16.3 18 14.2
Cash Rich Firms 20.0 2.3 1.2 1.5 0.0 20.9 14.3 366.8 -14.6 29 24.4
Graham--Defensive Investor (Non-Utility) 15.8 1.7 2.2 1.2 2.3 15.2 9.6 3,238.3 -12.6 21 19.5
O'Shaughnessy: All Cap 19.4 1.4 0.9 0.7 3.7 10.3 6.9 775.8 -12.0 21 33.9
O'Shaughnessy: Value 15.4 1.4 1.1 1.1 2.5 12.5 9.2 39,050.0 -11.3 50 22.0
Dogs of the Dow 20.5 2.8 3.3 1.8 3.5 8.0 5.4 185,754.0 -11.1 10 7.5
Dividend (High Relative Yield) 17.3 1.9 2.9 1.7 2.2 13.6 8.6 6,319.2 -10.1 39 19.9
P/E Relative 15.6 1.5 2.1 1.4 1.8 10.3 10.8 2,683.0 -9.0 31 77.0
Fundamental Rule of Thumb 5.1 1.6 1.7 1.5 0.0 22.4 10.4 380.1 -8.4 50 21.2
Dreman 15.3 1.2 2.0 1.8 2.8 14.3 11.5 4,852.4 -7.7 21 31.5
Dogs of the Dow: Low Priced 5 23.1 2.7 3.1 2.6 3.4 7.1 5.9 190,098.3 -6.4 5 15.3
All Exhange-Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1 -99999 -99,999.0
Insider Net Purchases 19.3 2.4 1.4 4.2 0.0 33.4 10.2 199.4 -4.9 29 30.0
Dreman With Est Revisions 12.8 2.9 1.5 1.9 2.1 5.2 4.9 6,756.4 -4.4 12 83.6
Muhlenkamp 17.2 1.5 2.8 1.9 0.0 12.9 9.8 1,617.3 -3.8 17 23.8
Dual Cash Flow 22.5 2.1 2.3 1.6 0.0 8.9 11.5 1,106.9 -3.0 66 31.1
Templeton 21.8 1.2 5.2 2.3 1.1 30.8 15.8 8,076.9 -2.5 21 28.4
Wanger (Revised) 17.2 1.0 2.2 1.3 0.6 30.7 15.0 859.3 -2.4 30 26.6
O'Shaughnessy: Growth Market Leaders 17.2 1.3 2.9 1.1 2.0 26.1 12.5 35,742.2 -1.3 10 42.9
Neff 9.1 0.8 2.6 1.0 1.1 25.1 14.2 1,617.3 -1.0 22 32.8
Price-to-Sales 20.0 1.5 1.6 0.9 0.0 16.0 16.9 519.0 -1.0 54 39.0
Weiss Blue Chip Div Yield 19.9 1.6 3.0 1.5 1.6 14.8 12.3 5,540.6 0.9 12 24.7
Return on Equity 18.0 1.4 4.7 3.4 0.1 25.0 14.4 4,366.1 2.1 32 20.6
Est Rev: Up 27.8 1.8 3.5 2.5 0.0 1.2 13.8 1,539.3 3.2 178 81.3
Est Rev: Up 5% 37.2 1.7 2.9 2.0 0.0 1.2 19.0 1,632.8 5.7 40 92.6
Fisher (Philip) 22.7 0.5 2.9 2.2 0.0 18.7 32.5 3,028.1 6.3 19 32.3
Lakonishok 20.8 1.8 3.0 1.4 1.3 15.7 11.8 2,118.4 6.5 31 90.1
Buffettology: EPS Growth 23.8 1.6 4.7 3.8 0.1 27.6 15.0 12,581.4 6.5 46 11.9
Buffettology: Sustainable Growth 21.9 1.9 6.9 4.3 0.0 28.7 15.2 9,843.3 8.1 32 13.4
Buffett: Hagstrom 23.1 1.4 5.0 3.7 0.5 24.6 13.1 4,406.9 11.8 30 19.6
Oberweis Octagon 20.1 0.8 2.1 2.6 0.4 34.9 17.5 1,949.1 16.7 16 41.6
Stock Market Winners 12.8 2.2 1.1 2.7 1.2 27.7 10.0 73.5 20.4 12 58.7
Kirkpatrick Value 30.9 1.6 2.2 0.5 0.0 -15.0 15.2 3,096.1 22.7 3 73.3
Value on the Move--PEG With Hist Growth 20.8 1.6 3.5 4.2 0.9 35.5 13.4 2,659.8 23.2 78 35.8
Value on the Move--PEG With Est Growth 20.3 0.9 5.5 3.0 0.6 61.0 20.6 4,941.3 23.9 38 43.9
O'Neil's CAN SLIM No Float 21.9 1.7 4.2 3.4 0.0 35.9 13.9 3,493.4 24.8 16 48.9
Inve$tWare Quality Growth 37.9 1.8 8.2 6.0 0.0 30.9 20.3 21,272.6 25.1 20 11.5
O'Neil's CAN SLIM 14.7 0.0 1.3 4.4 0.0 41.2 0.0 229.6 25.4 6 56.8
Kirkpatrick Bargain 27.3 1.6 3.4 1.0 0.0 16.1 12.6 2,221.0 29.0 16 64.0
O'Neil's CAN SLIM Revised 3rd Edition 86.4 1.2 6.5 4.4 0.0 24.8 20.0 2,866.3 33.0 7 64.2
MAGNET Simple 22.5 1.1 4.9 3.3 0.0 48.8 47.3 840.8 38.8 3 68.9
Zweig 19.4 2.1 3.1 1.8 0.0 23.1 19.0 2,295.5 43.8 11 42.1
MAGNET Complex 33.0 0.0 5.9 3.2 0.2 25.4 0.0 666.2 44.3 2 74.0
Driehaus 37.5 1.7 6.8 4.2 0.0 0.5 16.5 1,019.2 49.4 15 63.8
O'Shaughnessy: Small Cap Growth & Value 27.4 1.3 2.6 0.8 0.0 3.7 15.0 683.9 49.6 25 49.5
Kirkpatrick Growth 32.9 1.7 3.6 1.7 0.0 17.6 16.4 2,112.9 56.4 12 61.5
O'Shaughnessy: Tiny Titans 15.6 0.0 2.6 0.7 0.0 11.7 0.0 94.0 56.9 25 41.1
O'Shaughnessy: Growth 22.3 1.2 3.0 0.9 0.0 13.1 17.2 769.8 71.5 50 37.6
Foolish Small Cap 8 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 15 41.8
Foolish Small Cap 8 Revised 22.6 1.8 7.9 5.6 0.0 28.4 70.0 708.8 89.7 5 40.5
All Exchange Listed Stocks 20.7 1.7 2.0 2.0 0.0 12.2 12.0 818.1 -5.1
Data as of 6/30/2015.