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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 6/30/2013


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% 22.4 1.4 3.5 3.5 0.0 16.7 17.1 1,230.7 2.2 42 92.6
Lakonishok 22.0 1.6 2.7 1.7 1.1 15.0 10.4 5,328.2 5.9 31 89.9
Est Rev: Down 5% 18.2 1.5 2.9 1.8 0.0 12.4 15.0 987.7 -22.7 75 89.1
Dreman With Est Revisions 14.1 1.5 2.5 1.7 1.7 17.4 9.4 11,929.6 4.2 13 83.1
Est Rev: Up 23.4 1.5 3.2 2.0 0.4 15.0 13.8 3,914.0 5.8 179 81.1
Est Rev: Down 20.7 1.6 2.6 1.9 0.7 10.8 12.1 2,622.6 -11.3 218 79.5
P/E Relative 18.0 1.5 2.3 1.3 1.9 20.6 8.7 4,776.0 -4.1 32 76.8
Kirkpatrick Value 22.2 1.2 2.6 0.8 0.0 12.3 12.5 1,073.7 49.0 2 74.1
MAGNET Complex
No companies pass this screen at this time.
2 74.1
MAGNET Simple 15.5 0.5 3.9 5.4 0.0 33.7 40.7 5,075.0 102.7 3 68.2
O'Neil's CAN SLIM Revised 3rd Edition 30.5 0.9 7.5 5.8 0.0 20.1 23.9 2,994.8 66.0 8 64.6
Kirkpatrick Bargain 19.3 1.4 2.4 1.1 0.8 4.0 12.0 2,705.4 38.0 15 64.4
Driehaus 28.7 1.5 2.9 1.3 0.0 15.2 13.0 1,629.1 15.6 15 63.8
Kirkpatrick Growth 29.1 1.1 3.2 2.8 0.0 19.0 25.0 3,351.2 60.3 12 61.7
Stock Market Winners 16.3 0.0 1.0 1.4 1.2 15.4 0.0 51.7 25.0 11 59.1
O'Neil's CAN SLIM 13.2 0.0 0.8 2.2 1.4 43.1 0.0 67.2 9.0 6 56.9
Schloss 23.9 0.0 0.8 0.5 0.0 -7.7 20.8 69.8 -33.6 12 54.3
O'Shaughnessy: Small Cap Growth & Value 27.5 1.5 2.2 1.2 0.0 16.7 16.5 293.1 59.8 25 49.8
O'Neil's CAN SLIM No Float 21.0 1.5 3.4 3.0 0.2 46.6 15.0 5,726.3 33.3 16 49.6
Value on the Move--PEG With Est Growth 22.7 0.9 4.5 2.7 0.7 35.4 25.2 5,118.3 49.3 40 44.4
T. Rowe Price
No companies pass this screen at this time.
8 44.0
ADR Screen 14.0 1.2 1.9 1.5 1.7 33.7 15.3 13,602.8 -3.9 25 43.7
Graham--Enterprising Investor 6.9 11.9 0.8 1.1 3.9 13.8 1.1 792.7 -26.1 4 43.3
O'Shaughnessy: Growth Market Leaders 15.1 1.9 2.3 1.2 1.5 6.1 7.8 41,395.3 21.5 10 43.0
Oberweis Octagon 25.3 0.8 3.3 1.2 0.0 15.0 24.6 1,475.6 64.5 16 42.0
Zweig 15.6 1.4 3.1 3.8 0.8 28.7 12.5 1,054.9 47.7 11 41.7
O'Shaughnessy: Tiny Titans 30.4 1.0 2.6 0.6 0.0 11.1 13.5 93.5 108.7 25 41.4
Foolish Small Cap 8
No companies pass this screen at this time.
16 41.3
Price-to-Sales 17.5 1.7 1.5 1.3 0.0 3.9 15.0 408.1 8.8 55 38.9
Foolish Small Cap 8 Revised
No companies pass this screen at this time.
6 38.2
O'Shaughnessy: Growth 25.4 1.1 2.5 0.7 0.0 15.9 20.0 730.9 82.0 50 37.7
Value on the Move--PEG With Hist Growth 18.2 1.2 3.7 3.4 0.0 36.5 15.4 4,677.0 29.9 79 36.1
O'Shaughnessy: All Cap 22.6 2.7 1.4 0.5 2.7 -16.8 10.0 1,595.7 -13.3 22 34.2
Neff 10.4 0.9 2.1 1.5 1.0 24.4 14.6 1,929.5 3.3 22 33.2
Fisher (Philip) 28.9 0.5 1.5 2.1 0.0 17.0 20.0 2,975.9 -9.1 19 32.7
Dreman 15.0 1.4 1.7 2.0 2.7 5.9 10.1 6,591.3 -1.4 21 31.5
Dual Cash Flow 28.5 1.6 2.7 1.8 0.0 7.1 14.9 513.7 2.5 67 31.1
Insider Net Purchases 11.4 6.4 1.7 4.0 0.0 26.3 24.4 320.1 -18.3 28 29.8
Dividend Screen: Non-DRPs 16.7 1.3 2.7 2.0 1.8 17.8 11.4 6,855.1 -2.5 30 28.4
Templeton 25.8 1.5 5.0 2.7 0.8 35.7 14.7 4,360.0 -2.0 21 28.1
Wanger (Revised) 10.4 1.2 2.8 1.5 0.0 38.0 15.0 767.9 10.1 30 26.8
Dividend Screen: DRPs 18.4 1.5 2.6 1.3 1.5 15.0 11.1 10,816.4 -2.0 30 26.2
Graham--Enterprising Investor Revised 11.2 1.0 1.2 0.7 1.6 10.1 10.0 672.9 -20.7 9 25.5
Weiss Blue Chip Div Yield 22.8 2.0 3.9 3.3 1.8 10.1 12.7 10,636.3 2.3 12 24.7
Rule #1 Investing 17.5 0.5 11.7 6.1 1.3 57.6 29.5 5,639.8 66.2 14 24.6
Cash Rich Firms 20.2 1.6 2.1 2.0 0.0 11.4 12.6 288.4 -9.7 30 24.5
Piotroski: High F-Score 53.4 0.0 0.9 1.0 0.0 26.6 0.0 105.3 -12.9 21 23.8
Muhlenkamp 5.8 0.4 0.9 1.1 0.5 19.4 25.0 263.2 1.0 18 23.8
Magic Formula 9.6 1.5 2.2 1.6 1.4 23.9 8.5 1,082.4 -8.3 30 23.7
Price-to-Free-Cash-Flow 14.4 1.8 1.5 0.6 0.0 6.1 7.1 1,035.6 -4.8 30 22.0
O'Shaughnessy: Value 15.2 1.5 2.3 1.4 3.3 11.0 8.4 88,783.7 0.7 50 21.4
Lynch 7.1 1.3 1.1 1.1 0.8 23.7 5.3 107.3 -17.1 25 21.3
Fundamental Rule of Thumb 4.1 1.4 2.5 1.6 0.0 23.8 15.0 447.5 -3.7 50 21.2
Return on Equity 20.1 1.1 4.5 3.2 0.0 24.9 16.3 2,912.3 7.0 32 20.8
Murphy Technology 7.9 4.2 2.7 2.7 0.0 21.5 -3.2 1,447.0 1.2 11 20.6
Dividend (High Relative Yield) 17.9 1.7 2.5 2.6 2.0 11.2 10.9 29,680.1 0.0 40 20.1
Graham--Defensive Investor (Non-Utility) 11.7 1.0 1.2 0.7 2.6 8.0 10.0 1,475.6 -15.1 21 19.8
Buffett: Hagstrom 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 30 19.6
Dogs of the Dow: Low Priced 5 18.1 2.3 2.4 1.8 3.5 6.8 6.1 202,626.4 -16.6 5 15.6
Graham--Defensive Investor (Utility) 15.8 3.5 1.6 1.6 3.7 6.2 4.6 7,619.0 -13.1 18 13.7
Buffettology: Sustainable Growth 14.6 1.2 3.2 2.7 0.4 22.6 13.5 3,589.7 -8.8 33 13.2
IBD Stable 70 27.3 1.4 5.5 3.0 0.0 35.5 19.0 4,212.3 -1.2 39 11.8
Buffettology: EPS Growth 21.3 1.3 4.0 2.4 0.2 25.6 15.0 6,107.3 1.2 47 11.8
Inve$tWare Quality Growth 32.2 1.5 6.6 3.7 0.0 39.7 19.6 13,391.0 23.2 20 11.6
Dogs of the Dow 17.5 2.3 2.6 2.6 3.3 7.1 6.4 186,323.1 -15.0 10 7.4
All Exhange-Listed Stocks 21.3 1.6 2.1 2.1 0.0 11.2 12.8 838.6 -6.0 -99999 -99,999.0
Data as of 6/30/2013.