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WEBMASTER NOTE: AAII.com has temporarily reverted back to its old site and may contain old data. |
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Saturday, July 31, 2010 |
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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 semiannually and provides an indication of the types of stocks that each strategy tends to hold.
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Data as of 12/31/2009
| Strategy |
P/E Ratio (X) |
Price- to-Book Value Ratio (X) |
Price- to-Sales Ratio (X) |
P/E to EPS Est. Growth (X) |
Hist. EPS Growth (%) |
Est. Long -Term EPS Growth (%) |
Market Cap ($ Mil) |
52-Week Relative Strength (%) |
| Value |
| Cash Rich Firms |
18.5 |
1.5 |
1.8 |
1.5 |
22.5 |
14.6 |
528.8 |
10.0 |
| David Dreman |
16.9 |
1.9 |
1.0 |
2.2 |
4.2 |
5.9 |
94,110.7 |
-18.0 |
| David Dreman With Est Revisions |
12.5 |
1.7 |
1.0 |
1.2 |
18.3 |
10.1 |
6537.8 |
14.5 |
| Dividend Screen—DRPs |
13.1 |
2.0 |
1.5 |
1.6 |
11.8 |
8.8 |
9,930.0 |
-13.5 |
| Dividend Screen—Non-DRPs |
11.1 |
1.2 |
1.0 |
1.5 |
5.5 |
11.8 |
184.8 |
-15.5 |
| High Relative Dividend Yield |
17.1 |
1.9 |
1.8 |
1.5 |
11.9 |
10.0 |
3,146.6 |
-14.0 |
| Dogs of the Dow |
16.1 |
2.2 |
1.1 |
2.6 |
14.8 |
5.7 |
80,747.6 |
-16.5 |
| Dogs of the Dow--Low Priced 5 |
1.3 |
1.9 |
1.0 |
2.2 |
4.2 |
5.9 |
94,110.7 |
-18.0 |
| Low Price-to-Free-Cash-Flow |
11.9 |
1.0 |
0.4 |
1.3 |
-25.5 |
10.4 |
302.8 |
5.5 |
| Fundamental Rule of Thumb |
5.1 |
2.6 |
1.6 |
1.0 |
20.3 |
16.0 |
334.7 |
0.0 |
| Graham—Defensive Investor (Non-Utility) |
15.3 |
1.8 |
1.1 |
1.5 |
15.4 |
10.6 |
2,440.5 |
3.0 |
| Graham—Enterprising Investor |
6.2 |
1.0 |
0.3 |
0.0 |
17.7 |
-3.9 |
348.4 |
22.0 |
| Josef Lakonishok |
18.7 |
2.0 |
1.2 |
1.6 |
14.1 |
10.7 |
2187.0 |
13.0 |
| John Neff |
9.1 |
1.2 |
1.2 |
0.8 |
27.2 |
14.2 |
395.9 |
-23.0 |
| O'Shaughnessy—Value |
15.4 |
2.0 |
1.0 |
3.0 |
4.5 |
4.6 |
19,517.3 |
0.0 |
| Joseph Piotroski |
27.6 |
0.7 |
1.6 |
0.0 |
-8.0 |
0.0 |
27.2 |
143.0 |
| P/E Relative |
15.0 |
2.9 |
1.4 |
1.4 |
17.8 |
10.7 |
3032.4 |
7.0 |
| Schloss |
7.1 |
0.5 |
1.0 |
19.2 |
-26.0 |
10.0 |
9.2 |
-37.0 |
| Weiss Blue Chip Div. Yield |
16.0 |
3.1 |
1.2 |
1.6 |
17.0 |
11.1 |
7,196.0 |
0.0 |
| Growth & Value |
| Buffett—Hagstrom |
18.9 |
4.6 |
2.4 |
1.3 |
27.4 |
14.6 |
5,431.8 |
3.0 |
| Buffettology—EPS Growth |
14.4 |
2.8 |
2.1 |
1.2 |
32.5 |
14.7 |
2,061.4 |
21.0 |
| Buffettology—Sustainable Growth |
13.8 |
2.7 |
2.0 |
1.2 |
32.9 |
15.0 |
2,237.3 |
21.0 |
| Philip Fisher |
9.8 |
2.1 |
1.6 |
0.3 |
-6.7 |
30.0 |
468.7 |
81.0 |
| Foolish Small Cap 8 Revised |
12.45 |
3.16 |
3.47 |
0 |
35.95 |
0 |
534.4 |
466 |
| Kirkpatrick Bargain |
34.1 |
2.38 |
0.43 |
1.7 |
-19.3 |
10 |
3346 |
108 |
| Kirkpatrick Value |
36.9 |
1.61 |
0.43 |
1.1 |
-30.3 |
12 |
1199.65 |
132.5 |
| Peter Lynch |
9.1 |
1.3 |
0.9 |
2.0 |
35.6 |
6.1 |
932.1 |
31.0 |
| Magic Formula |
6.8 |
2.0 |
1.0 |
0.6 |
16.7 |
16.7 |
237.8 |
3.0 |
| MAGNET C |
7.0 |
1.4 |
2.3 |
0.0 |
18.9 |
0.0 |
70.3 |
72.0 |
| MAGNET S |
17.9 |
3.7 |
8.5 |
0.4 |
0.0 |
40.0 |
333.4 |
284.0 |
| Muhlenkamp |
9.7 |
1.4 |
1.7 |
1.0 |
36.5 |
9.8 |
757.1 |
-6.5 |
| Oberweis Octagon |
17.9 |
2.0 |
1.6 |
0.3 |
-6.7 |
36.0 |
110.0 |
155.0 |
| O'Shaughnessy--All Cap |
11.6 |
1.4 |
0.4 |
1.7 |
20.2 |
8.4 |
1,669.2 |
14.5 |
| O'Shaughnessy—Growth |
13.4 |
2.1 |
0.5 |
1.1 |
-31.5 |
13.5 |
473.6 |
276.0 |
| O'Shaughnessy--Growth Market Leaders |
14.7 |
2.0 |
0.7 |
1.2 |
-9.6 |
8.5 |
5,585.9 |
66.0 |
| O'Shaughnessy--Small Cap Growth and Value |
16.9 |
2.0 |
0.5 |
0.9 |
-19.6 |
15.0 |
586.4 |
108 |
| O'Shaughnessy--Tiny Titans |
21.2 |
1.8 |
0.4 |
1.0 |
-48.2 |
16.3 |
127.1 |
527.0 |
| Low Price-to-Sales |
19.0 |
1.3 |
0.8 |
1.3 |
8.4 |
15.0 |
258.1 |
39.0 |
| Rule #1 Investing |
15.1 |
3.4 |
3.6 |
0.9 |
50.9 |
23.4 |
6,431.8 |
52.0 |
| Stock Market Winners |
9.7 |
0.8 |
2.1 |
0.0 |
6.5 |
0.0 |
107.3 |
65.5 |
| T. Rowe Price |
12.5 |
2.4 |
1.1 |
1.0 |
27.6 |
14.7 |
542.3 |
33.0 |
| John Templeton |
18.4 |
4.1 |
2.7 |
1.1 |
35.2 |
15.6 |
4,566.0 |
2.5 |
| Value on the Move—PEG With Est Growth |
14.0 |
2.2 |
0.9 |
0.8 |
38.7 |
15.7 |
893.9 |
18.0 |
| Value on the Move—PEG With Hist Growth |
14.9 |
3.1 |
1.7 |
1.2 |
24.8 |
15.8 |
1,611.4 |
49.0 |
| Ralph Wanger |
13.1 |
2.7 |
1.5 |
1.3 |
38.0 |
15.3 |
700.1 |
-7.5 |
| Martin Zweig |
13.7 |
2.1 |
1.1 |
1.0 |
17.3 |
19.1 |
539.6 |
55.0 |
| Growth |
| Richard Driehaus |
18.5 |
3.6 |
3.6 |
1.9 |
8.0 |
27.5 |
704.0 |
69.0 |
| Foolish Small Cap 8 |
15.8 |
3.6 |
4.5 |
1.4 |
47.3 |
29.5 |
440.3 |
276.5 |
| Kirkpatrick Growth |
47.1 |
2.4 |
3.4 |
2.2 |
-18.2 |
10.0 |
3,467.9 |
99.0 |
| IBD Stable 70 |
20.7 |
4.0 |
2.2 |
1.0 |
39.1 |
18.8 |
1,168.7 |
37.0 |
| Inve$tWare Quality Growth |
20.4 |
5.3 |
3.4 |
1.1 |
32.4 |
16.9 |
3,261.2 |
-3.5 |
| O'Neil's CAN SLIM |
11.2 |
3.5 |
3.4 |
0.0 |
47.3 |
0.0 |
367.8 |
687.0 |
| O'Neil's CAN SLIM Revised 3rd Edition |
31.6 |
7.2 |
4.4 |
1.7 |
47.3 |
24.8 |
1242.2 |
447.0 |
| Return on Equity |
20.1 |
4.8 |
2.2 |
1.4 |
32.3 |
15.8 |
836.2 |
10.0 |
| Sector/Specialty |
| ADRs |
17.7 |
2.5 |
1.8 |
2.2 |
32.6 |
7.6 |
10,883.7 |
16.5 |
| Dual Cash Flow |
21.5 |
1.5 |
1.1 |
1.7 |
4.8 |
10.0 |
458.8 |
2.0 |
| Est Rev Down |
19.0 |
1.5 |
0.7 |
2.1 |
15.0 |
12.3 |
1,225.7 |
6.0 |
| Est Rev Down 5% |
25.7 |
1.5 |
1.0 |
1.7 |
15.0 |
12.5 |
596.8 |
-9.0 |
| Est Rev Up |
33.1 |
2.1 |
1.1 |
1.7 |
-14.7 |
13.7 |
1,558.4 |
79.0 |
| Est Rev Up 5% |
29.95 |
2.4 |
1.38 |
1.65 |
-3.7 |
12.38 |
1742.8 |
88.5 |
| Graham—Defensive Investor (Utility) |
14.8 |
1.7 |
1.3 |
2.7 |
5.9 |
5.5 |
2,822.7 |
-15.0 |
| Insider Net Purchases |
22.7 |
1.2 |
1.3 |
3.0 |
-12.5 |
14.4 |
128.1 |
3.5 |
| Michael Murphy Technology |
9.2 |
2.4 |
2.0 |
1.0 |
30.7 |
10.0 |
54.3 |
15.5 |
| All Exchange Listed Stocks |
18.8 |
1.5 |
1.3 |
1.6 |
1.0 |
12.0 |
378.1 |
6.0 |
| Data as of 12/31/2009 |
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