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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 Turnover % ↓
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
Lakonishok 19.7 1.8 2.4 1.4 1.1 11.3 11.5 2,958.7 11.4 31 90.0
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
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
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
Est Rev: Down 19.0 2.6 1.9 1.2 0.0 12.7 8.2 741.7 -28.3 219 79.5
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
Kirkpatrick Value 26.3 0.3 2.3 0.5 0.0 15.3 50.0 1,471.9 23.6 3 73.8
MAGNET Complex
No companies pass this screen at this time.
2 73.6
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'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
Kirkpatrick Bargain 24.5 1.5 3.2 1.0 0.7 13.2 15.3 3,701.8 15.3 16 64.2
Driehaus 30.6 1.9 4.0 1.8 0.0 13.4 17.0 1,233.0 18.1 14 63.7
Kirkpatrick Growth 43.4 1.8 3.9 2.8 0.0 15.0 20.2 2,052.8 30.6 12 61.6
Stock Market Winners 13.3 1.1 1.1 1.7 1.6 17.9 12.0 93.7 19.6 11 59.0
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
Schloss 12.5 0.0 0.8 0.9 0.0 14.9 15.0 87.5 -43.0 12 54.6
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'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
T. Rowe Price
No companies pass this screen at this time.
8 45.6
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
ADR Screen 17.6 0.8 2.0 1.5 0.0 39.2 18.9 1,445.9 -11.9 24 43.7
Graham--Enterprising Investor 6.3 0.6 0.8 0.4 3.6 27.0 12.3 828.7 -9.0 4 43.0
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
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
Zweig 18.2 1.1 2.8 2.2 1.6 24.4 17.3 149,261.5 0.2 11 41.9
Oberweis Octagon 20.9 0.9 2.1 1.4 1.2 19.2 20.1 3,384.6 12.3 16 41.6
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
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 40.0
Price-to-Sales 19.1 1.4 1.8 1.2 0.0 10.1 13.1 821.6 -1.6 54 38.9
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
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
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
Neff 10.7 0.8 2.1 1.4 0.4 22.9 17.0 773.4 -17.8 22 32.7
Fisher (Philip) 17.2 0.5 2.4 2.0 0.0 32.6 22.0 1,264.5 -26.6 19 32.3
Dreman 14.1 1.4 1.6 1.6 2.4 20.6 10.9 3,862.4 -10.2 21 31.5
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
Insider Net Purchases 42.6 0.7 2.7 6.9 0.0 12.6 20.0 332.4 -10.3 29 29.9
Templeton 21.8 1.3 4.0 2.7 0.9 22.9 15.5 28,771.7 -5.8 21 28.3
Wanger (Revised) 16.7 1.3 2.7 2.1 0.0 43.9 14.9 932.2 -4.2 30 26.8
Rule #1 Investing
No companies pass this screen at this time.
13 26.3
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
Cash Rich Firms 16.6 1.4 1.4 1.9 0.0 17.0 12.9 496.0 -2.4 29 24.6
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
Muhlenkamp 5.2 0.3 1.4 0.9 1.3 40.1 25.0 372.3 -17.4 17 23.7
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
Magic Formula 6.8 1.3 2.1 1.3 1.3 17.0 8.9 955.5 -24.5 30 23.5
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
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
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
Lynch 9.1 1.0 1.5 1.0 2.8 24.6 5.6 3,188.3 -25.1 25 21.1
Murphy Technology 6.1 1.2 1.2 0.9 0.0 -32.9 13.2 797.3 -10.3 11 21.0
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
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
Buffett: Hagstrom 20.2 1.6 4.2 2.3 1.0 28.4 14.3 6,129.2 3.3 30 19.5
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
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
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
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
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
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
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
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
Data as of 9/30/2014.