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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 12/31/2014


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 Simple 0.0 0.5 3.9 1.0 0.0 32.1 52.2 3,371.1 97.7 3 68.6
O'Shaughnessy: Small Cap Growth & Value 26.7 1.2 3.1 0.9 0.0 15.9 18.0 496.2 70.6 25 49.6
O'Shaughnessy: Tiny Titans 20.1 2.1 2.4 0.5 0.0 6.9 9.3 119.3 61.6 25 41.3
O'Shaughnessy: Growth 21.3 1.1 3.0 0.9 0.0 17.5 17.8 1,049.9 59.8 50 37.8
Foolish Small Cap 8 11.1 0.6 2.4 1.7 0.7 -16.4 20.0 458.9 39.9 16 42.5
Kirkpatrick Growth 43.4 1.8 3.9 2.8 0.0 15.0 20.2 2,052.8 30.6 12 61.6
O'Neil's CAN SLIM No Float 27.0 1.6 6.2 3.9 0.0 34.7 16.5 9,626.1 27.9 16 49.2
O'Neil's CAN SLIM Revised 3rd Edition 82.3 1.5 1.8 3.3 3.8 15.5 15.0 1,353.4 24.1 8 64.6
O'Shaughnessy: Growth Market Leaders 17.3 1.8 3.5 1.7 1.5 24.4 11.3 31,661.0 23.9 10 42.9
Kirkpatrick Value 26.3 0.3 2.3 0.5 0.0 15.3 50.0 1,471.9 23.6 3 73.8
O'Neil's CAN SLIM 29.0 1.7 2.4 7.1 0.0 43.8 23.1 352.6 20.8 6 57.1
Stock Market Winners 13.3 1.1 1.1 1.7 1.6 17.9 12.0 93.7 19.6 11 59.0
Driehaus 30.6 1.9 4.0 1.8 0.0 13.4 17.0 1,233.0 18.1 14 63.7
Kirkpatrick Bargain 24.5 1.5 3.2 1.0 0.7 13.2 15.3 3,701.8 15.3 16 64.2
Est Rev: Up 5% 43.0 1.3 7.1 1.7 0.0 42.0 21.6 1,534.1 13.5 41 92.6
Value on the Move--PEG With Est Growth 21.8 0.7 3.9 2.0 0.0 27.3 20.9 3,909.5 12.6 39 44.2
Oberweis Octagon 20.9 0.9 2.1 1.4 1.2 19.2 20.1 3,384.6 12.3 16 41.6
Est Rev: Up 42.6 1.3 4.2 1.9 0.0 16.8 19.3 1,537.8 12.3 179 81.2
Lakonishok 19.7 1.8 2.4 1.4 1.1 11.3 11.5 2,958.7 11.4 31 90.0
Inve$tWare Quality Growth 31.2 1.6 6.8 3.2 0.0 34.7 20.0 21,228.5 10.0 20 11.4
Value on the Move--PEG With Hist Growth 19.7 1.4 3.8 2.5 1.0 32.3 13.6 7,982.4 8.8 78 35.9
Buffett: Hagstrom 20.2 1.6 4.2 2.3 1.0 28.4 14.3 6,129.2 3.3 30 19.5
Zweig 18.2 1.1 2.8 2.2 1.6 24.4 17.3 149,261.5 0.2 11 41.9
Price-to-Sales 19.1 1.4 1.8 1.2 0.0 10.1 13.1 821.6 -1.6 54 38.9
Cash Rich Firms 16.6 1.4 1.4 1.9 0.0 17.0 12.9 496.0 -2.4 29 24.6
P/E Relative 19.5 1.4 3.2 2.3 0.6 26.6 15.1 4,628.1 -2.7 32 76.8
Wanger (Revised) 16.7 1.3 2.7 2.1 0.0 43.9 14.9 932.2 -4.2 30 26.8
Templeton 21.8 1.3 4.0 2.7 0.9 22.9 15.5 28,771.7 -5.8 21 28.3
Return on Equity 19.8 1.2 5.3 2.7 0.0 26.5 15.2 6,346.8 -6.4 32 20.6
Buffettology: EPS Growth 19.3 1.6 3.6 2.3 0.4 24.4 12.2 4,232.7 -6.8 46 11.7
Dual Cash Flow 23.1 1.8 2.1 1.5 0.2 14.9 10.9 1,228.3 -8.4 67 31.1
Graham--Enterprising Investor 6.3 0.6 0.8 0.4 3.6 27.0 12.3 828.7 -9.0 4 43.0
Weiss Blue Chip Div Yield 22.1 1.7 3.6 2.3 1.4 13.3 11.5 17,379.3 -9.5 12 24.2
Buffettology: Sustainable Growth 18.3 1.5 3.8 2.3 0.0 23.5 13.1 3,862.4 -10.2 33 13.2
Dreman 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 21 31.5
Dreman With Est Revisions 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 13 83.2
Murphy Technology 6.1 1.2 1.2 0.9 0.0 -32.9 13.2 797.3 -10.3 11 21.0
All Exhange-Listed Stocks 20.4 1.6 2.0 1.9 0.0 12.5 12.7 790.3 -10.3 -99999 -99,999.0
Insider Net Purchases 42.6 0.7 2.7 6.9 0.0 12.6 20.0 332.4 -10.3 29 29.9
Dividend (High Relative Yield) 16.6 1.8 2.8 1.9 2.5 11.8 9.6 15,964.2 -10.5 39 19.9
ADR Screen 17.6 0.8 2.0 1.5 0.0 39.2 18.9 1,445.9 -11.9 24 43.7
O'Shaughnessy: Value 14.3 1.6 1.6 1.6 3.3 16.3 10.0 36,302.6 -12.1 50 21.8
Graham--Enterprising Investor Revised 11.0 0.7 1.2 0.4 2.2 11.5 10.0 653.4 -12.5 9 26.0
Dogs of the Dow 16.0 2.7 2.8 1.6 3.6 3.6 5.2 189,526.3 -13.8 10 7.4
O'Shaughnessy: All Cap 11.3 2.0 1.4 0.2 3.8 15.0 8.3 784.7 -13.8 21 34.0
Dogs of the Dow: Low Priced 5 17.1 2.4 2.5 1.7 3.6 6.8 6.7 194,124.1 -14.3 5 15.4
Muhlenkamp 5.2 0.3 1.4 0.9 1.3 40.1 25.0 372.3 -17.4 17 23.7
Neff 10.7 0.8 2.1 1.4 0.4 22.9 17.0 773.4 -17.8 22 32.7
Fundamental Rule of Thumb 3.8 1.5 1.5 1.3 0.0 19.6 15.8 122.7 -18.3 50 21.2
Graham--Defensive Investor (Utility) 8.9 0.0 1.2 3.0 4.8 36.6 -9.4 10,567.8 -18.8 18 14.1
Price-to-Free-Cash-Flow 17.1 1.5 1.7 0.6 0.0 6.9 10.0 971.8 -23.0 30 22.1
Magic Formula 6.8 1.3 2.1 1.3 1.3 17.0 8.9 955.5 -24.5 30 23.5
Lynch 9.1 1.0 1.5 1.0 2.8 24.6 5.6 3,188.3 -25.1 25 21.1
Fisher (Philip) 17.2 0.5 2.4 2.0 0.0 32.6 22.0 1,264.5 -26.6 19 32.3
Piotroski: High F-Score 13.4 1.0 0.8 0.8 0.0 7.6 10.0 73.4 -26.7 21 23.6
Est Rev: Down 19.0 2.6 1.9 1.2 0.0 12.7 8.2 741.7 -28.3 219 79.5
Est Rev: Down 5% 19.0 2.0 1.9 1.3 0.0 16.6 9.4 909.5 -28.9 75 89.2
Graham--Defensive Investor (Non-Utility) 12.6 1.3 1.2 1.1 3.4 12.7 10.0 5,798.7 -29.0 20 19.4
Schloss 12.5 0.0 0.8 0.9 0.0 14.9 15.0 87.5 -43.0 12 54.6
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 40.0
Rule #1 Investing
No companies pass this screen at this time.
13 26.3
T. Rowe Price
No companies pass this screen at this time.
8 45.6
MAGNET Complex
No companies pass this screen at this time.
2 73.6
Data as of 9/30/2014.