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 Price- Price- P/E Hist. Est. Market 52-Week
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
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