Screen Characteristics

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The Screen Characteristics table presents a snapshot of the characteristics of the stocks passing each screen 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 identify.

Data as of 3/31/2016


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% 34.9 1.5 2.8 3.0 0.0 6.8 11.0 1,076.9 0.3 40 92.8
Lakonishok 21.7 1.8 2.4 1.3 0.6 6.2 10.2 1,807.5 9.8 31 90.2
Est Rev: Down 5% 19.3 1.5 1.5 1.0 0.0 5.4 14.5 620.9 -33.2 75 89.3
Dreman With Est Revisions 12.6 1.8 1.6 1.5 2.1 6.3 7.6 3,664.6 4.0 12 84.0
Est Rev: Up 34.9 1.5 2.9 2.9 0.0 11.6 13.0 1,447.1 0.9 176 81.5
Est Rev: Down 10.1 2.6 1.4 0.9 0.0 -23.1 15.0 305.9 -49.0 225 79.4
P/E Relative 16.3 2.1 3.1 1.9 0.8 22.1 9.1 4,665.5 -4.3 31 77.2
MAGNET Complex 24.6 0.0 4.2 1.1 2.6 -15.6 0.0 57.0 250.8 2 73.6
Kirkpatrick Value 18.1 1.2 2.2 0.5 0.9 -4.5 28.5 1,934.2 36.2 3 72.6
MAGNET Complex Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
MAGNET Simple Revised 8.2 0.0 3.8 1.5 0.2 12.6 0.0 2,854.8 22.2 3 68.4
MAGNET Simple
No companies pass this screen at this time.
3 68.4
Driehaus 29.9 1.5 2.5 2.8 0.0 9.2 10.3 877.8 4.9 14 63.9
O'Neil's CAN SLIM Revised 3rd Edition 59.1 1.3 5.5 10.0 0.6 42.8 24.0 166,796.1 30.2 7 63.9
Kirkpatrick Bargain 21.0 1.5 2.4 0.8 0.4 -1.7 12.0 2,586.0 1.5 17 63.6
Kirkpatrick Growth 22.6 1.7 2.6 1.7 0.6 6.5 15.1 1,868.0 20.2 13 61.3
Stock Market Winners 13.4 1.4 1.0 2.9 1.6 24.4 10.0 117.1 22.0 12 58.2
O'Neil's CAN SLIM 21.6 1.4 1.5 3.9 0.0 31.3 10.0 204.3 22.5 6 56.4
Schloss 44.3 1.3 0.8 0.6 0.0 -31.6 18.0 80.2 -62.2 12 54.8
O'Shaughnessy: Small Cap Growth & Value 21.6 1.2 2.5 0.6 0.0 12.6 13.5 715.6 29.1 25 49.5
T. Rowe Price
No companies pass this screen at this time.
7 49.3
O'Neil's CAN SLIM No Float 24.1 1.5 1.8 3.3 1.1 33.8 13.0 1,727.0 20.3 16 48.8
ADR Screen 9.5 1.5 1.8 1.5 2.2 22.9 6.5 5,847.2 -13.5 24 44.0
Value on the Move--PEG With Est Growth 17.5 0.8 4.0 1.3 0.0 25.3 17.1 6,284.4 6.4 37 43.8
O'Shaughnessy: Growth Market Leaders 16.8 1.5 2.7 0.9 1.2 10.2 10.9 37,222.9 6.0 10 42.8
Foolish Small Cap 8
No companies pass this screen at this time.
15 42.0
Zweig 16.7 0.9 5.4 0.8 0.0 102.4 15.0 690.8 8.5 10 41.9
Oberweis Octagon 8.3 0.0 2.7 1.4 2.8 17.0 0.0 1,635.1 48.3 15 41.4
Foolish Small Cap 8 Revised 26.4 0.0 5.4 10.6 0.0 49.6 0.0 244.6 -12.4 5 41.3
O'Shaughnessy: Tiny Titans 12.1 2.0 1.7 0.5 0.0 10.6 8.0 103.7 49.9 25 41.0
Price-to-Sales 17.0 1.5 1.7 0.8 0.0 8.7 13.9 401.0 -1.9 53 39.2
O'Shaughnessy: Growth 20.4 1.3 2.4 0.9 0.0 14.6 13.7 552.4 54.6 50 37.5
Value on the Move--PEG With Hist Growth 16.5 1.5 2.6 2.5 1.2 27.7 12.5 1,986.8 13.3 77 35.7
O'Shaughnessy: All Cap 14.9 1.1 1.8 0.4 3.8 11.3 7.1 1,913.1 -0.9 21 34.0
Fisher (Philip) 9.2 0.4 1.4 1.1 0.0 42.1 15.0 657.0 -46.6 18 32.7
Neff 12.0 0.8 2.7 1.2 1.3 25.5 15.0 4,022.5 -15.9 22 32.3
Dreman 14.2 1.3 1.5 2.0 2.3 9.3 9.4 3,829.7 -6.5 21 31.2
Dual Cash Flow 22.1 1.6 1.7 1.0 0.0 0.8 11.1 728.7 -10.3 67 31.0
Insider Net Purchases 13.2 0.9 3.0 5.0 0.0 -19.1 20.0 257.8 -9.3 29 30.0
Rule #1 Investing 6.7 0.4 1.2 1.1 1.2 37.4 20.0 280.0 -37.4 12 28.5
Templeton 15.4 1.0 2.3 2.3 1.2 25.5 16.9 4,857.5 5.1 20 28.4
Wanger (Revised) 19.5 1.4 2.4 1.5 1.0 34.4 11.6 618.0 -12.4 29 26.8
Graham--Enterprising Investor Revised 8.4 3.8 0.8 0.8 2.9 6.7 2.1 361.7 -26.1 9 26.8
Weiss Blue Chip Div Yield 24.5 2.0 3.9 1.7 1.5 8.1 9.1 4,656.3 -6.3 12 24.6
Cash Rich Firms 13.9 1.7 1.2 1.3 0.0 11.5 10.0 417.6 -7.2 29 24.2
Muhlenkamp 17.6 1.4 2.6 1.4 0.5 9.8 10.0 1,726.8 -3.1 17 23.5
Piotroski: High F-Score 10.6 0.0 0.6 0.5 0.0 25.2 45.3 34.3 -17.2 20 23.4
Magic Formula 7.7 0.8 2.1 1.2 2.0 26.2 7.9 790.4 -12.3 30 23.1
O'Shaughnessy: Value 14.0 1.6 1.2 1.5 3.5 2.4 7.6 48,585.7 -13.1 50 22.6
Price-to-Free-Cash-Flow 10.5 1.4 1.2 0.3 0.0 -15.3 10.0 258.3 -35.5 30 21.7
Fundamental Rule of Thumb 3.2 1.2 1.0 1.0 0.0 26.4 10.0 301.7 -14.7 50 21.1
Lynch 9.3 4.4 1.0 0.7 1.5 26.7 1.7 226.9 -26.6 25 20.9
Return on Equity 22.2 1.8 5.5 4.5 0.1 21.1 12.8 4,417.7 -0.4 31 20.5
Murphy Technology 17.1 1.4 2.4 1.9 0.0 7.6 11.4 2,298.3 13.8 10 20.5
Dividend (High Relative Yield) 20.3 1.6 3.4 1.6 2.0 13.2 10.6 7,931.5 1.4 38 20.3
Buffett: Hagstrom 21.3 1.7 4.6 2.4 0.4 17.7 12.0 5,212.6 7.3 30 19.5
Graham--Defensive Investor (Non-Utility) 15.3 1.8 2.2 1.0 1.9 12.7 9.3 2,055.6 -11.3 21 19.2
Dogs of the Dow: Low Priced 5 14.1 2.2 2.8 2.9 3.7 5.6 5.9 152,821.4 4.8 5 15.5
Graham--Defensive Investor (Utility) 11.4 2.6 1.3 2.2 5.3 11.9 5.4 14,001.3 -6.8 18 14.7
Buffettology: Sustainable Growth 13.2 2.1 3.3 1.8 0.0 26.7 15.0 3,794.1 0.6 32 13.9
Inve$tWare Quality Growth 34.4 1.7 11.2 3.3 0.0 34.5 15.6 8,141.6 19.8 19 12.1
Buffettology: EPS Growth 15.9 1.8 3.6 2.2 0.7 27.9 15.0 5,692.1 7.4 45 12.0
Dogs of the Dow 22.0 2.6 3.2 1.7 3.6 2.5 6.6 163,246.0 -4.1 10 7.6
All Exhange-Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2 -99999 -99,999.0
All Exchange Listed Stocks 19.4 1.6 1.8 1.8 0.0 11.2 11.7 694.1 -6.2
Data as of 3/31/2016.