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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 9/30/2014


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% 45.1 1.4 3.0 3.6 0.0 5.3 20.0 1,140.6 -10.9 41 92.5
Lakonishok 21.9 1.3 2.4 1.0 1.4 12.2 12.0 2,002.1 6.9 31 89.9
Est Rev: Down 5% 16.9 1.3 1.6 1.0 0.0 14.9 15.0 661.5 -33.8 75 89.2
Dreman With Est Revisions 14.5 1.3 1.8 1.8 2.6 18.0 9.4 19,119.8 0.2 13 83.0
Est Rev: Up 64.9 1.5 2.8 3.9 0.0 8.3 20.0 1,393.1 -10.9 179 81.1
Est Rev: Down 22.7 1.3 2.1 1.5 0.0 5.9 16.9 1,167.0 -29.6 218 79.5
P/E Relative 16.6 1.6 2.6 1.3 1.3 24.7 11.8 2,272.0 -11.0 32 76.7
Kirkpatrick Value 24.2 1.5 4.3 0.5 0.2 15.1 16.1 2,016.9 27.2 3 73.8
MAGNET Complex 20.8 0.9 5.8 0.9 0.0 29.9 28.0 449.0 8.2 2 73.8
MAGNET Simple 45.5 0.6 5.8 7.9 0.0 32.5 44.9 13,877.4 54.2 3 68.5
O'Neil's CAN SLIM Revised 3rd Edition 12.9 1.2 2.4 1.7 0.0 47.4 20.0 1,707.8 14.9 8 64.7
Kirkpatrick Bargain 21.8 1.2 3.1 1.0 0.4 17.4 14.5 2,854.3 25.2 15 64.3
Driehaus 35.4 1.9 7.7 2.2 0.0 3.0 19.3 1,319.6 -13.7 14 64.2
Kirkpatrick Growth 28.1 1.3 3.9 2.5 0.1 15.0 15.0 3,716.9 50.4 12 61.8
Stock Market Winners 13.0 1.6 1.1 2.3 1.9 16.4 10.0 76.6 11.0 11 58.9
O'Neil's CAN SLIM 12.9 0.6 2.4 4.3 0.0 46.2 20.0 406.9 14.4 6 57.3
Schloss 8.2 2.1 0.7 0.2 0.0 -13.3 0.8 62.4 -51.4 12 54.3
O'Shaughnessy: Small Cap Growth & Value 23.0 1.2 2.8 0.9 0.0 19.2 15.0 480.5 58.1 25 49.8
O'Neil's CAN SLIM No Float 25.7 1.4 6.2 2.4 0.0 38.5 16.3 8,796.8 17.9 16 49.4
T. Rowe Price
No companies pass this screen at this time.
8 44.8
Value on the Move--PEG With Est Growth 20.0 0.9 3.7 2.3 0.0 20.0 24.7 5,029.7 3.2 39 44.3
ADR Screen 16.3 1.0 2.1 1.9 2.0 36.1 14.3 13,219.3 -16.2 25 43.5
Graham--Enterprising Investor 6.0 1.0 0.9 1.0 3.3 20.6 9.7 4,263.9 -33.1 4 43.4
O'Shaughnessy: Growth Market Leaders 14.6 1.3 3.5 1.3 1.8 9.3 10.4 28,379.9 22.2 10 43.0
Foolish Small Cap 8
No companies pass this screen at this time.
16 42.1
Oberweis Octagon 17.8 0.9 3.0 1.1 0.0 18.7 28.0 1,650.9 35.7 16 42.0
Zweig 12.1 0.0 8.1 1.6 0.3 28.7 12.5 1,054.9 47.7 11 41.7
O'Shaughnessy: Tiny Titans 25.8 1.2 2.3 0.7 0.0 7.3 20.0 113.0 75.5 25 41.4
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
5 39.1
Price-to-Sales 17.8 1.5 1.5 1.3 0.0 8.4 15.0 432.4 -2.3 55 38.8
O'Shaughnessy: Growth 25.6 1.2 2.5 0.8 0.0 16.7 19.0 1,058.0 62.3 50 37.7
Value on the Move--PEG With Hist Growth 20.6 1.2 3.5 2.1 1.3 32.1 1.5 7,002.8 3.1 78 36.0
O'Shaughnessy: All Cap 15.3 1.8 1.7 0.5 3.0 1.6 9.0 1,469.9 -7.1 21 34.1
Neff 10.8 0.8 2.3 1.3 0.4 22.9 16.0 606.0 -3.8 22 33.0
Fisher (Philip) 18.1 0.5 1.2 1.4 0.0 11.7 22.3 1,809.1 -14.7 19 32.5
Dreman 14.4 1.2 1.9 1.5 2.6 20.7 10.3 4,821.4 -4.7 21 31.4
Dual Cash Flow 19.8 1.5 2.3 1.5 0.0 15.9 13.2 750.6 -14.8 67 31.1
Insider Net Purchases 39.3 0.7 2.7 2.9 0.0 17.8 23.8 304.9 -14.8 29 29.9
Dividend Screen: Non-DRPs 15.3 1.2 2.1 1.8 2.0 23.7 10.8 3,831.9 -9.7 30 28.3
Templeton 25.7 1.5 3.8 3.3 0.2 22.1 16.4 11,060.9 -12.8 21 28.2
Wanger (Revised) 17.8 1.1 2.7 1.8 0.0 36.8 14.2 787.2 -5.4 30 26.8
Dividend Screen: DRPs 17.8 1.5 2.9 2.2 1.7 15.5 10.3 8,763.1 -12.0 29 25.9
Graham--Enterprising Investor Revised 10.0 1.0 1.1 0.6 1.3 15.9 10.0 2,764.6 -16.4 9 25.5
Rule #1 Investing
No companies pass this screen at this time.
13 25.2
Cash Rich Firms 18.7 1.2 1.4 2.4 0.0 17.0 14.3 883.3 -15.7 30 24.6
Weiss Blue Chip Div Yield 23.1 1.5 4.2 2.8 1.6 15.5 14.8 7,917.5 -1.3 12 24.4
Piotroski: High F-Score 13.7 0.8 0.9 0.7 0.0 17.8 19.3 71.6 -28.8 21 23.7
Muhlenkamp 2.5 0.3 0.6 0.2 0.0 21.9 25.0 271.3 -24.9 18 23.7
Magic Formula 7.2 1.3 2.0 1.3 0.0 24.9 9.0 511.5 -14.8 30 23.6
Price-to-Free-Cash-Flow 15.9 1.2 1.5 0.7 0.0 5.2 12.5 936.0 -20.9 30 22.1
O'Shaughnessy: Value 14.1 1.5 2.0 1.6 3.7 12.2 8.7 53,929.0 -7.1 50 21.5
Fundamental Rule of Thumb 3.6 1.4 2.1 1.4 0.0 23.1 15.0 353.8 -14.8 50 21.2
Lynch 7.6 3.0 1.4 1.3 2.7 22.7 5.6 518.5 -23.4 25 21.2
Murphy Technology 13.9 0.8 2.0 1.8 0.0 16.5 7.9 908.2 -21.6 11 20.9
Return on Equity 19.3 1.2 5.2 3.7 0.0 34.6 16.4 2,722.3 -6.5 32 20.7
Dividend (High Relative Yield) 15.8 1.5 2.4 1.9 2.4 11.1 10.0 10,105.6 -11.9 39 20.0
Graham--Defensive Investor (Non-Utility) 14.7 1.4 1.2 0.9 2.9 12.1 10.0 1,620.4 -26.2 21 19.6
Buffett: Hagstrom 20.0 1.3 3.9 2.1 1.1 25.8 14.8 8,202.1 -5.2 30 19.5
Dogs of the Dow: Low Priced 5 17.2 2.7 2.5 1.8 3.6 8.1 5.9 187,499.3 -11.2 5 15.5
Graham--Defensive Investor (Utility) 15.3 3.4 1.5 1.3 4.2 6.3 4.6 5,526.0 -6.2 18 13.7
Buffettology: Sustainable Growth 15.6 1.3 3.1 2.5 0.1 25.0 14.7 3,605.4 -14.2 33 13.2
IBD Stable 70 25.0 1.3 4.7 2.5 0.0 29.9 18.9 5,074.0 -14.5 38 11.8
Buffettology: EPS Growth 16.9 1.5 3.2 2.4 0.8 25.6 15.0 4,760.8 -8.9 47 11.6
Inve$tWare Quality Growth 39.3 0.7 2.7 2.9 0.0 17.8 23.8 304.9 -14.8 20 11.5
Dogs of the Dow 17.1 2.5 2.4 2.3 3.5 4.8 5.8 197,359.8 -8.7 10 7.3
All Exhange-Listed Stocks 20.0 1.5 2.0 2.0 0.0 11.9 12.7 768.9 -12.7 -99999 -99,999.0
Data as of 9/30/2014.