Table 2. Investment Characteristics of Winners and Losers
  Price
Change (%)
Market
Cap
($ Mil)
P/E
Ratio
(X)
Price-
to-
Book-
Value
Ratio
(X)
Price-
to-
Sales
Ratio
(X)
P/E
to
EPS
Est
Grth
(X)
Hist
EPS
Grth (%)
Est
Long-
Term
EPS
Grth
52-Wk
Rel
Strgth
Vs
S&P (%)
YTD Cum'l*
Top Performers: 2006
Graham--Enterprising Investor (Value) 56.1 591.3 117.5 7.0 1.2 0.7 3.1 12.7 2.7 9
Foolish Small Cap 8 Revised (Growth & Value) 43.8 883.9 593.5 28.9 9.4 6.3 1.1 71.0 27.5 35
Driehaus (Growth) 42.8 97.7 1,219.5 21.0 3.7 2.1 2.0 13.2 17.7 29
ADRs (Specialty) 42.1 254.7 6,961.6 13.6 2.4 1.9 1.2 25.2 12.3 4
Dreman With Est Revisions (Value) 41.9 374.0 1,788.0 13.8 2.1 1.7 1.0 22.8 12.5 4
Bottom Performers: 2006
Piotroski (Value) (15.8) 793.3 nmf nmf nmf nmf nmf nmf nmf nmf
T. Rowe Price (Growth & Value) (7.7) 188.0 315.0 7.0 1.5 1.2 1.0 38.0 15.6 (9)
O'Neil's CAN SLIM Revised 3rd Edition (Growth) (3.7) 553.4 2,387.8 38.5 4.7 3.2 1.4 18.0 21.3 42
Muhlenkamp (Growth & Value) (3.4) 331.6 688.7 13.2 2.2 2.5 0.9 19.0 13.6 1
Stock Market Winners (Growth & Value) 0.5 720.7 45.6 11.2 1.2 1.0 1.5 28.3 7.5 34
Top Performers: Total History
O'Shaughnessy--Tiny Titans (Growth & Value) 27.8 2,730.6 96.8 19.0 2.9 0.5 0.9 (10.8) 15.0 88
Zweig (Growth & Value) 17.8 1,971.7 2,889.9 19.1 3.7 2.5 1.3 19.2 15.5 17
Est Rev Up 5% (Specialty) 39.7 1,120.8 1,247.3 38.5 5.0 2.1 1.6 16.3 18.1 31
O'Neil's CAN SLIM (Growth) 22.1 1,072.4 684.5 16.6 5.2 3.9 nmf 54.9 nmf 82
Neff (Value) 16.1 902.5 3,854.7 9.0 2.3 1.3 0.8 26.3 12.5 (6)
Bottom Performers: Total History
Murphy Technology (Sector) 0.8 (28.4) 568.6 9.7 2.1 1.6 0.7 38.0 18.5 (22)
Est Rev Down (Specialty) 14.2 34.3 1,272.1 17.7 2.2 1.4 1.2 13.7 14.6 (12)
Est Rev Down 5% (Specialty) 26.7 39.5 518.2 18.6 2.2 1.2 1.3 3.8 17.5 (20)
Dogs of the Dow (Value) 22.5 41.2 148,297.4 15.7 2.5 2.3 1.7 (2.7) 8.6 6
Insider Net Purchases (Specialty) 8.6 47.8 167.2 22.8 2.5 1.4 1.3 9.0 17.5 (9)
All Exchange-Listed Stocks 16.8 250.3 486.2 19.8 2.2 2.0 1.5 11.6 14.3 0
Data as of 12/8/2006.
Performance figures do not include dividends or transaction costs.
*1/1/98 through 12/8/06.