| Table 1. Performance of Stock Screens on AAII's Web Site Ranked by 2008 YTD Price Gain | |||||||||||||||||
| Value Strategies | Price Gain (%) | Monthly Variability |
Monthly Holdings |
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| YTD* | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | Total* | Std. Dev. |
Gain | Loss | Avg. No. |
Turn- over % |
|
| P/E Relative | 14.6 | 3.9 | 21.2 | 17.2 | 24.7 | 51.1 | 11.1 | 16.1 | 20.3 | -6 | 26.5 | 488.1 | 4.4 | 14.9 | -12.4 | 34 | 77 |
| Graham-Enterprising Investor | 9.6 | 28.1 | 72.3 | 21.3 | 18.9 | 25.9 | 43.5 | 55.3 | 24.2 | -5 | -7.3 | 971.1 | 8.1 | 33.1 | -18.7 | 4 | 39.8 |
| Dreman | 7.1 | -17.5 | 19.3 | 18.7 | 24.2 | 37.7 | 8.3 | 26.4 | 38 | -3 | -1.5 | 286.4 | 4.5 | 12.6 | -15.4 | 21 | 30.7 |
| Piotroski | 6 | -1.3 | -15.8 | -8.5 | 82.2 | 154.6 | -15.9 | 100.2 | -0.9 | 27.1 | 17.9 | 834.6 | 8.2 | 34.3 | -17.2 | 5 | 27.7 |
| Graham-Defensive (Non-Utility) | 5.7 | 20.6 | 26.6 | 26.2 | 11.7 | 32.7 | 3.1 | 61.5 | 12 | 3.6 | 9.6 | 538.5 | 5.8 | 15.7 | -14.6 | 17 | 21 |
| Dreman With Est Revisions | 5.5 | 4.3 | 39.8 | 9.3 | 35 | 69.2 | 16.6 | -29.9 | 38.7 | 6.7 | 10.7 | 413.8 | 6 | 15.2 | -25.8 | 13 | 81.1 |
| Dividend Screen-DRPs | 2.6 | -21.2 | 20.9 | -1.5 | 17.4 | 28.3 | -1.2 | 38.9 | 27.7 | -1.1 | -4.1 | 141.2 | 4.4 | 15.6 | -14.2 | 30 | 25.9 |
| Weiss Blue Chip Div Yield | 1.6 | 4.5 | 14.2 | 6.4 | 13.6 | 48.9 | -14.1 | 25.6 | 18.8 | 3.9 | 3.3 | 200.4 | 5.5 | 14.3 | -14.8 | 12 | 25.9 |
| Price-to-Free-Cash-Flow | -0.3 | -21.2 | 26.6 | 10.6 | 30.9 | 61.7 | 13.6 | 63.8 | 17.8 | 10 | 2.6 | 475.8 | 5.7 | 25.1 | -14.4 | 30 | 23.4 |
| Neff | -1.8 | -13.9 | 13.9 | 7.7 | 29.5 | 85.1 | 15 | 65.2 | 37.3 | 17.4 | 9.3 | 732.4 | 6.7 | 26.8 | -20.2 | 20 | 34 |
| Dividend Screen-Non-DRPs | -2.7 | -7.6 | 17.1 | 7.1 | 22.8 | 40.5 | 28.6 | 54.7 | 16.5 | -3.6 | 0.6 | 337.3 | 3.7 | 10.5 | -13.6 | 30 | 29.5 |
| Cash Rich Firms | -3 | 7.7 | 17.2 | -2.5 | 18.6 | 64 | -9.4 | 20.1 | 40.5 | 37.1 | -3.8 | 368.7 | 6.3 | 17.6 | -20.7 | 32 | 24.2 |
| Lakonishok | -3.4 | 15.1 | 14.4 | 14 | 31.2 | 39.9 | -5.2 | -3.5 | 36.7 | 14.8 | 7.3 | 310.1 | 5.3 | 16.6 | -13.7 | 29 | 90.2 |
| Dividend (High Relative Yield) | -3.9 | -9.6 | 14.5 | -1 | 19.1 | 27.9 | 0.4 | 24.1 | 23.3 | -2.1 | 6.3 | 139.9 | 4.1 | 12.5 | -12 | 39 | 20.8 |
| Fundamental Rule of Thumb | -10.2 | 4.1 | 31 | 5 | 49.6 | 83.3 | 4.7 | 42.3 | 28.7 | 11.7 | -9.4 | 584.3 | 7.4 | 33.8 | -19.2 | 50 | 22.1 |
| O'Shaughnessy-Value | -12 | -4.2 | 24.4 | 2.2 | 20.2 | 47.2 | -12.1 | 10.6 | 22.3 | -3.9 | 7.2 | 132.4 | 5.1 | 15.5 | -14 | 50 | 18.2 |
| Dogs of the Dow | -15.6 | -1.8 | 26.8 | -9.8 | -1.3 | 20.4 | -9.8 | -1.2 | 4.1 | 5.7 | 9.8 | 21.2 | 5.1 | 16.1 | -15.5 | 10 | 6.6 |
| Dogs of the Dow-Low Priced 5 | -22.9 | -2.7 | 34.9 | -11.8 | 6.1 | 17.6 | -6.5 | 7.2 | 3.2 | -2 | 24.6 | 40.7 | 6.2 | 19.4 | -15.8 | 5 | 15.2 |
| Growth & Value Strategies | Price Gain (%) | Monthly Variability |
Monthly Holdings |
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| YTD* | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | Total* | Std. Dev. |
Gain | Loss | Avg. No. |
Turn- over % |
|
| Fisher (Philip) | 22.3 | 8.2 | -1.2 | -11.7 | -3.9 | 78.1 | -10.7 | 70.7 | -16.7 | 5.4 | 2.6 | 171.7 | 9.5 | 27.1 | -27.9 | 22 | 32.7 |
| Buffettology-Sustainable Grth | 11.5 | 3.9 | 8.7 | 9.5 | 17.5 | 37.6 | -11.9 | 29.7 | 3.3 | 14.6 | 7.4 | 223.5 | 5.6 | 16.5 | -18 | 32 | 13.9 |
| Buffettology-EPS Growth | 7.2 | 5.8 | 8.8 | 11.9 | 13.2 | 32.8 | -10.9 | 25.7 | 5.9 | 17.7 | 4 | 201.9 | 5.3 | 15 | -20.4 | 45 | 11.9 |
| Buffett-Hagstrom | 6.4 | 14.4 | 11.3 | 11.4 | 27.6 | 35.2 | -8.7 | 13.9 | 11.4 | 31.4 | 27.5 | 405.3 | 4.9 | 13.2 | -15.5 | 30 | 21.9 |
| Lynch | 2.9 | 11.7 | 15.6 | 7.8 | 59.8 | 59 | -7.2 | 39.3 | 3.2 | 8.9 | 1.3 | 435.4 | 4.9 | 18.9 | -17.4 | 23 | 22.6 |
| O'Shaughnessy-Grth Mkt Leaders | 2.5 | 15.5 | 9.6 | 18.9 | 6.7 | 26.2 | -8.9 | 5.7 | -9 | 16.8 | 35.3 | 187.2 | 5.1 | 13.6 | -15.7 | 10 | 42.6 |
| Oberweis Octagon | 0.8 | 29.1 | 24 | 4.1 | 42.3 | 67.8 | -17.5 | 20.2 | 18.4 | 33.4 | 15.6 | 627.1 | 8.4 | 23.3 | -23.2 | 18 | 41.6 |
| T. Rowe Price | 0.7 | -7.1 | -11.3 | 23.1 | 44.9 | 39.2 | -15.1 | 8.4 | 35.2 | -4.5 | 1.8 | 149.4 | 6.3 | 18.3 | -18 | 11 | 32.6 |
| Price-to-Sales | -0.5 | 2.4 | 16.6 | 16.9 | 11.1 | 69.8 | 1.3 | 43.3 | 23.3 | 21.1 | 13.2 | 542.7 | 5.6 | 14.8 | -17.8 | 47 | 40.2 |
| Zweig | -0.8 | 20.7 | 18.6 | 27.8 | 49.5 | 88.8 | 16.9 | 57.9 | 46.2 | 17.1 | 54.5 | 2,397.40 | 7.8 | 32.7 | -24.2 | 15 | 42.6 |
| Templeton | -1.9 | 4.6 | 5.3 | 4.7 | 22.2 | 46.8 | -32.6 | 22 | 20.3 | 8.1 | 16.2 | 152.3 | 5.4 | 14.3 | -18.2 | 24 | 28.1 |
| Muhlenkamp | -4.9 | -20.8 | 2 | 23.6 | 31 | 41.2 | 5.9 | 43.5 | 22.2 | 12.8 | -6.6 | 243.2 | 5.3 | 15.1 | -17.6 | 20 | 24.2 |
| O'Shaughnessy-Small Cap Grth & Val | -6.1 | 40.2 | 36.2 | 19.1 | 26.8 | 107.5 | 0.8 | 13.4 | 13.2 | 21.1 | 33.6 | 1,075.70 | 6.8 | 18.5 | -18.2 | 25 | 47.3 |
| Value on the Move-PEG w/Est Grth | -6.5 | 29.5 | 18.3 | 23.1 | 54.1 | 87 | 7.9 | 34.8 | 22.9 | 11 | 2.1 | 931 | 5.9 | 15.7 | -23.1 | 47 | 43.6 |
| O'Shaughnessy-Growth | -6.5 | 12.6 | 17.2 | 14.4 | 45.1 | 90.3 | 10.1 | 19.2 | 11.5 | 19.5 | 19.4 | 713.6 | 6.7 | 18.6 | -17.9 | 50 | 37.7 |
| Wanger (Revised) | -6.6 | 15.9 | 16.5 | 14.5 | 22.5 | 53.2 | -13.1 | 21.1 | -2.8 | 3.2 | -2.4 | 179.3 | 6.5 | 22.8 | -19.8 | 31 | 27.4 |
| Rule #1 Investing | -6.9 | -11.7 | 2.5 | -6.7 | 13.5 | 48 | -29.4 | 38 | 15 | 41.4 | 7.9 | 125.7 | 7.7 | 27 | -26.8 | 14 | 26.5 |
| Value on the Move-PEG w/Hist Grth | -7.6 | 20.7 | 9.1 | 17.2 | 32.5 | 50.1 | 12.1 | 22.4 | 19.4 | 18 | 1.5 | 456.2 | 4.5 | 12.7 | -19.1 | 98 | 36 |
| O'Shaughnessy-All Cap | -11.5 | 12.5 | 24.1 | 21.9 | 47.4 | 28.7 | -11.8 | 63.7 | 6.3 | -15.3 | 18.2 | 339.5 | 5.4 | 12.9 | -15 | 25 | 34.8 |
| Stock Market Winners | -15.9 | 13 | -5.5 | 25.9 | 9.6 | 131.5 | 32.1 | 41.6 | 27.6 | 21.7 | -12 | 633.1 | 6.7 | 22 | -23.4 | 14 | 59.7 |
| O'Shaughnessy-Tiny Titans | -20.4 | 2.2 | 35.2 | 7.5 | 45.8 | 154.8 | 51.9 | 84.1 | -6.6 | 53.8 | 38.1 | 2,337.70 | 8.7 | 37.4 | -21 | 25 | 41.7 |
| Foolish Small Cap 8 Revised | -27.7 | 13.5 | 44.6 | 15.3 | -3.9 | 67.8 | 22.2 | 29.5 | 51.5 | 36.5 | 12.4 | 712.3 | 9.1 | 28.1 | -24.2 | 7 | 31.5 |
| Growth Strategies | Price Gain (%) | Monthly Variability |
Monthly Holdings |
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| YTD* | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | Total* | Std. Dev. |
Gain | Loss | Avg. No. |
Turn- over % |
|
| Inve$tWare Quality Growth | 8.9 | -10.9 | 0.9 | 14.9 | 18 | 33.3 | -25 | 8 | 18.5 | -3 | 14.5 | 88.9 | 5.5 | 18.2 | -22 | 26 | 11.3 |
| O'Neil's CAN SLIM Rev 3rd Ed | 4.9 | 31.4 | -5.4 | -1 | -2.6 | 74.7 | -10.3 | 33.4 | 96.3 | 59 | 7.8 | 784.9 | 8.8 | 52.7 | -26.7 | 10 | 61.7 |
| IBD Stable 70 | -2.5 | -10.6 | 6.9 | 1.8 | 29 | 48.4 | -11 | 9.5 | 23.9 | 3.6 | 21.9 | 176.7 | 4.8 | 12 | -18.9 | 52 | 11.7 |
| O'Neil's CAN SLIM | -6.3 | 30.4 | 29.5 | 24.1 | -3.8 | 79 | 20.5 | 54.4 | 38 | 36.6 | 28.2 | 1,419.50 | 6.8 | 23.6 | -23.1 | 9 | 54.4 |
| Driehaus | -8 | 28.9 | 41.4 | 4.3 | -10.8 | 87.8 | -42.6 | -27.4 | -8.3 | 107.4 | nmf | 132.3 | 10.6 | 51.3 | -25.7 | 15 | 63.9 |
| Return on Equity | -9.9 | 7.2 | 8.7 | 17.6 | 23.9 | 46.9 | -3.8 | 18.1 | 31.4 | 1 | 18.8 | 302.5 | 5.6 | 13 | -22.2 | 35 | 20.6 |
| Foolish Small Cap 8 | -12.9 | -2.8 | 9.4 | 22.6 | 10.1 | 107.7 | -19.4 | -8.6 | 24.2 | 80.9 | 17.7 | 405.8 | 9.4 | 38.8 | -22.5 | 22 | 36.3 |
| Sector/Specialty Strategies | Price Gain (%) | Monthly Variability |
Monthly Holdings |
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| YTD* | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | Total* | Std. Dev. |
Gain | Loss | Avg. No. |
Turn- over % |
|
| Est Rev Up 5% | 15.8 | 25.7 | 40.3 | 24.5 | 25.8 | 75 | 12.9 | -8.1 | 3.6 | 107.1 | 43.3 | 1,684.40 | 8.6 | 30.8 | -21.7 | 43 | 92.4 |
| Est Rev Up | 3.5 | 13.7 | 21.8 | 17.3 | 25.2 | 57.3 | 0.8 | -3.5 | 2.2 | 38.2 | 29.9 | 490.4 | 5.7 | 12.2 | -18.6 | 170 | 81.1 |
| Graham-Defensive (Utility) | -0.4 | 1.8 | 29.4 | 18.5 | 16.2 | 16.6 | -15.9 | 5.2 | 51.4 | -8.4 | 14.6 | 196.2 | 4.3 | 12 | -11 | 16 | 16.1 |
| Dual Cash Flow | -2.7 | -7.3 | 20.4 | 10.4 | 24.7 | 66.9 | -13.9 | 24.6 | 5.7 | 114.3 | 0.9 | 511.6 | 6.7 | 34.7 | -16.2 | 62 | 31.6 |
| Est Rev Down 5% | -5.1 | -24.7 | 26.1 | 2.5 | 8 | 70.9 | -61.5 | 28.3 | -4.2 | 27.8 | -3.9 | -0.8 | 8.4 | 23.6 | -23.2 | 73 | 89.1 |
| Est Rev Down | -6.4 | -20 | 12.9 | -0.4 | 13.4 | 51.8 | -43.8 | 26.7 | -7.1 | 21.9 | -15 | -0.6 | 6.8 | 17.6 | -23.3 | 198 | 79.2 |
| Insider Net Purchases | -6.6 | -10.9 | 4.8 | -14.6 | 33.5 | 86.8 | -20.9 | 21.8 | -38.3 | 7.5 | nmf | 18.6 | 7.9 | 26.7 | -19 | 28 | 28.5 |
| Murphy Technology | -7.1 | -15.8 | -1.9 | 34.1 | 107.9 | -33.7 | -79.6 | 26.7 | -52.1 | 139.7 | 29.7 | -45.5 | 14.5 | 58.5 | -44.9 | 11 | 23.7 |
| ADRs | -10.8 | 25.3 | 44.7 | 12.9 | 14.5 | 82.3 | -4.4 | -5.3 | 9.9 | 4 | 2.3 | 303.6 | 6 | 31.1 | -17.7 | 25 | 42.1 |
| Indexes Strategies | Price Gain (%) | Monthly Variability |
Monthly Holdings |
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| YTD* | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | Total* | Std. Dev. |
Gain | Loss | |||
| All Exchange-Listed Stocks | -6.3 | -4.5 | 17.2 | 4.5 | 22.8 | 81.1 | -13.3 | 21.2 | -14.2 | 35.1 | 5.9 | 214.5 | 6 | 23.9 | -20.2 | ||
| Dow Jones 30 | -8 | 6.4 | 16.3 | -0.1 | 2.6 | 25.3 | -16.8 | -7.1 | -6.2 | 25.2 | 16.1 | 54.4 | 4.3 | 11.8 | -15.1 | ||
| NASDAQ 100 | -4.5 | 18.7 | 6.8 | 1.5 | 10.4 | 49.1 | -37.6 | -32.7 | -36.8 | 102 | 85.5 | 101 | 9.4 | 25 | -27.5 | ||
| S&P 500 | -7.3 | 3.5 | 13.6 | 3 | 9 | 26.4 | -23.4 | -13 | -10.1 | 19.5 | 26.7 | 40.3 | 4.2 | 9.7 | -14.6 | ||
| S&P 500 Growth (incl divs) | -4.2 | 9.1 | 11 | 1.1 | 7 | 27.1 | -28.1 | -16.1 | -19.1 | 37.4 | 38.2 | 47.7 | 5.1 | 10.8 | -15.8 | ||
| S&P 500 Value (incl divs) | -8.9 | 2 | 15.3 | 8.7 | 15 | 30.4 | -16.6 | -8.2 | -0.5 | 4.9 | 18.9 | 65.9 | 3.8 | 9.6 | -13.1 | ||
| S&P MidCap 400 | 1.8 | 6.7 | 9 | 11.3 | 15.2 | 34 | -15.4 | -1.6 | 16.2 | 13.3 | 17.7 | 162.1 | 5.1 | 12 | -18.7 | ||
| S&P MidCap 400 Grth (incl divs) | 3.3 | 13.5 | 5.8 | 14.4 | 15.8 | 37.6 | -19.7 | -2.6 | 15.8 | 36.1 | 37.2 | 282.5 | 5.9 | 19 | -22 | ||
| S&P MidCap 400 Val (incl divs) | 2.3 | 2.7 | 13.4 | 10.8 | 17.2 | 33.8 | -9.4 | 1.4 | 19.5 | -2.6 | 3.7 | 129.4 | 4.3 | 10.9 | -15.2 | ||
| S&P SmallCap 600 | -1.2 | -1.2 | 14.1 | 6.7 | 21.4 | 37.8 | -15.3 | 5.7 | 11 | 11.5 | -2.1 | 115.4 | 5.3 | 13.3 | -19.4 | ||
| S&P SmallCap 600 Grth (incl divs) | -0.1 | 5.6 | 10.6 | 7.3 | 24.3 | 38.5 | -16.6 | 3 | 7.6 | 19.7 | -0.1 | 138.1 | 5.8 | 17 | -21.7 | ||
| S&P SmallCap 600 Val (incl divs) | -1.4 | -5.5 | 19.6 | 8.5 | 21.1 | 39.2 | -12.9 | 9.5 | 15.8 | 4.9 | -2.6 | 129.6 | 4.8 | 12.8 | -16.9 | ||
| Unless otherwise stated, figures do not included dividends or transaction cost. *Through 6/6/2008.
See AAII Stock Screens Area of AAII.com for details on each approach. |
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