Wednesday, August 20, 2008
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.
Data as of 12/31/2007
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
16.1
1.7
3.1
1.2
15.8
20.0
329.7
-14.0
David Dreman
13.2
2.4
1.1
1.1
26.3
11.8
3,295.3
-14.0
David Dreman With Est Revisions
13.6
1.58
1.87
1.15
19.75
10.8
2535.5
10
Dividend Screen—DRPs
12.2
1.9
1.6
1.4
19.1
9.5
6,774.2
-19.0
Dividend Screen—Non-DRPs
10.4
1.3
1.4
1.2
15.3
10.0
406.5
-30.5
High Relative Dividend Yield
13.1
1.8
2.0
1.3
15.7
10.9
1,770.4
-20.0
Dogs of the Dow
17.0
2.6
1.8
1.8
5.9
7.8
46,633.5
-13.0
Dogs of the Dow--Low Priced 5
14.5
2.6
1.2
1.7
7.0
8.1
46,644.6
-22.0
Low Price-to-Free-Cash-Flow
13.9
1.1
0.5
1.3
15.2
10.2
1,126.7
-38.0
Fundamental Rule of Thumb
8.1
3.1
2.2
1.0
27.4
18.0
260.8
-0.5
Graham—Defensive Investor (Non-Utility)
12.0
1.5
0.6
1.2
23.8
12.0
935.3
-25.0
Graham—Enterprising Investor
4.6
0.9
0.5
1.7
17.9
5.9
16,865.6
28.0
Josef Lakonishok
17.1
2.2
1.3
1.3
19.2
10.3
2,565.9
12.0
John Neff
8.0
1.5
0.9
0.7
28.5
13.8
1,099.8
-33.0
O'Shaughnessy—Value
10.2
1.7
1.5
1.7
16.4
7.6
25,553.7
-15.0
Joseph Piotroski
14.0
0.7
0.4
0.5
-17.4
25.0
89.1
-4.0
P/E Relative
11.1
2.1
1.6
1.1
32.3
12.4
4,438.3
-4.5
Weiss Blue Chip Div. Yield
18.7
3.2
2.0
1.4
18.8
13.0
6,589.6
0.5
Growth & Value
Buffett—Hagstrom
16.3
4.3
2.1
1.4
27.3
11.8
15,692.5
11.0
Buffettology—EPS Growth
15.6
3.3
2.2
1.1
29.5
15.3
4,055.8
6.0
Buffettology—Sustainable Growth
17.0
3.3
2.5
1.1
31.4
16.0
4,055.8
-7.0
Philip Fisher
10.4
1.7
2.1
0.5
53.8
25.0
1,378.1
-11.5
Foolish Small Cap 8 Revised
23.0
6.5
6.7
1.1
46.3
19.7
1,121.9
50.0
Peter Lynch
11.4
1.6
1.2
0.8
34.9
15.0
66.5
-4.0
Muhlenkamp
10.9
1.7
2.2
0.8
24.9
13.3
495.5
-33.5
Oberweis Octagon
20.1
2.5
1.1
0.9
17.8
23.8
1,265.4
31.0
O'Shaughnessy--All Cap
10.7
2.1
0.5
1.0
27.3
11.4
3,984.0
7.5
O'Shaughnessy—Growth
23.5
3.2
1.0
1.8
17.4
15.1
848.9
90.5
O'Shaughnessy--Growth Market Leaders
19.7
3.9
1.1
1.7
32.2
13.4
22,759.9
40.5
O'Shaughnessy--Small Cap Growth and Value
22.9
2.9
1.1
1.3
11.9
20.0
587.7
83
O'Shaughnessy--Tiny Titans
20.1
1.9
0.7
1.0
8.8
25.0
56.2
83.5
Low Price-to-Sales
20.3
1.8
1.3
1.3
17.8
15.2
407.7
7.0
Rule #1 Investing
10.0
3.8
2.0
0.8
53.2
17.8
2,076.6
-20.0
Stock Market Winners
19.3
1.2
1.1
1.9
9.2
10.0
107.6
23.0
T. Rowe Price
7.9
1.2
1.1
0.8
38.6
15.0
98.5
0.0
John Templeton
17.4
3.4
1.6
1.1
29.4
17.0
2,929.3
6.0
Value on the Move—PEG With Est Growth
17.8
3.2
2.0
0.9
25.2
20.9
6,511.3
39.5
Value on the Move—PEG With Hist Growth
20.2
3.8
2.1
1.3
34.1
15.8
5,168.8
35.5
Ralph Wanger
17.9
2.5
1.4
1.2
30.5
16.7
381.5
23.0
Martin Zweig
19.9
4.4
2.3
1.2
19.4
14.8
3,288.3
43.5
Growth
Richard Driehaus
26.0
6.6
3.7
1.9
23.6
23.8
927.8
17.0
Foolish Small Cap 8
31.1
5.7
6.0
1.8
21.3
25.8
458.3
93.0
IBD Stable 70
17.8
4.3
2.0
1.1
29.6
16.3
2,684.7
8.0
Inve$tWare Quality Growth
23.9
5.9
4.1
1.1
24.9
17.4
7,523.5
-1.0
O'Neil's CAN SLIM
17.4
3.8
1.8
1.1
63.0
10.0
240.2
54.0
O'Neil's CAN SLIM Revised 3rd Edition
28.2
6.7
5.8
1.8
33.9
21.0
4,543.1
55.0
Return on Equity
27.2
5.6
4.1
1.3
28.3
18.2
1,631.8
15.5
Sector/Specialty
ADRs
16.7
3.2
1.8
1.3
29.8
13.2
24,363.2
2.5
Dual Cash Flow
18.3
1.7
1.0
1.3
15.1
14.5
381.6
-11.0
Est Rev Down
7.4
1.1
0.8
1.7
15.4
14.4
383.5
-53.5
Est Rev Down 5%
12.4
1.3
1.0
1.2
14.6
12.2
1,079.2
-43.0
Est Rev Up
25.1
4.0
3.1
1.2
24.7
20.3
1,801.3
21.0
Est Rev Up 5%
18.2
3.6
2.2
1.1
25.8
15.0
1,801.3
19.0
Graham—Defensive Investor (Utility)
14.8
1.6
1.0
2.7
6.3
5.3
2,083.1
-11.5
Insider Net Purchases
17.8
2.6
1.4
1.1
9.5
18.3
152.0
-12.0
Michael Murphy Technology
7.8
1.6
1.4
0.7
23.3
18.3
491.8
-28.0
All Exchange Listed Stocks
18.0
1.9
1.7
1.3
15.4
14.7
423.5
-9.0
Data as of 12/31/2007