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 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 52-Week Relative Strength (%) ↑
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
Schloss 20.0 2.3 0.8 1.0 0.0 -24.9 14.7 28.0 -27.7 13 54.7
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
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
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
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
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
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
Est Rev: Down 17.8 1.7 0.9 2.3 6.0 -7.5 11.4 923.3 -12.5 218 79.2
Cash Rich Firms 18.5 1.5 1.3 1.6 0.0 15.4 6.3 394.3 -12.0 31 24.9
Murphy Technology 8.9 0.7 1.9 1.4 1.0 23.4 12.0 665.3 -12.0 11 21.2
Insider Net Purchases 15.9 2.2 2.1 1.1 0.0 0.0 22.5 407.7 -12.0 28 29.5
ADR Screen 12.3 1.0 2.1 1.8 2.0 26.1 7.6 4,859.4 -11.7 25 44.1
Fisher (Philip) 12.2 0.5 2.3 2.3 0.0 23.6 21.3 1,990.4 -9.3 21 32.0
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
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
Lynch 7.0 2.6 1.0 1.1 2.0 24.8 1.6 95.4 -6.8 26 21.5
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
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
Dual Cash Flow 19.6 1.6 1.3 1.5 1.0 0.1 12.6 619.9 -5.2 68 31.1
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
Magic Formula 5.6 1.0 1.6 0.8 0.0 21.7 11.3 403.7 -4.6 30 24.3
Muhlenkamp 6.2 0.4 1.5 0.8 0.0 30.4 18.0 151.8 -4.6 19 23.9
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
Buffett: Hagstrom 20.4 1.4 4.9 2.2 1.0 19.9 16.0 5,896.7 -3.5 30 20.0
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
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
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
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
Dreman 11.4 0.9 1.9 1.3 2.0 19.6 10.9 2,232.1 -0.2 21 32.0
Templeton 21.4 1.2 4.1 3.2 0.0 31.6 17.5 6,813.7 -0.2 23 27.3
Price-to-Sales 15.1 1.3 1.3 0.8 0.0 13.6 12.3 467.5 0.1 56 39.1
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
Neff 9.1 0.7 2.2 1.0 0.0 21.0 16.8 2,114.3 0.9 23 33.2
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
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
Wanger (Revised) 14.5 1.0 2.4 1.3 0.0 27.6 16.3 507.0 3.2 31 27.1
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
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
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
Driehaus 18.3 1.5 3.1 1.4 2.0 3.0 19.0 835.3 10.3 15 63.7
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
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
Zweig 15.6 1.1 2.0 2.9 0.0 19.2 13.7 3,265.2 14.3 12 41.9
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
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
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
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
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
Kirkpatrick Bargain 16.0 1.1 1.8 0.7 0.0 5.0 11.9 4,361.4 24.5 14 64.4
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
Stock Market Winners 8.9 8.0 0.9 2.2 1.0 18.3 5.0 54.5 29.6 12 59.6
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
Oberweis Octagon 12.1 0.8 1.8 0.6 0.0 14.9 15.7 1,128.2 41.2 17 42.3
Kirkpatrick Value 15.4 1.3 1.0 0.3 0.0 10.4 13.0 962.7 44.1 2 74.7
Kirkpatrick Growth 24.1 1.3 2.2 1.2 1.0 -15.7 19.8 2,109.5 59.3 12 61.8
MAGNET Simple 16.4 0.5 3.4 0.9 1.0 3.1 35.0 1,992.2 67.9 3 67.1
O'Shaughnessy: Growth 13.5 2.2 2.4 1.7 0.0 -15.8 11.6 616.0 102.5 50 37.9
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
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
Data as of 12/31/2012.