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Friday, November 20, 2009 |
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Before following any AAII stock screen, we recommend that you look at the long-term returns as well as recent performance. Understand that the screen portfolios that we present are merely computer-generated lists, based on our own interpretation of popular investment approaches.
That being said, our screen tracking results are quite impressive. Complete performance statistics are presented in the table below. Note: Definitions of Price Change, Monthly Variability and Monthly Holdings are available by clicking here or on the column headers.
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Data as of 10/30/2009
|
Value
|
What is a Value Screen?
|
| Strategy |
Price
Change
(%) |
Monthly
Variability
(%) |
Monthly
Holdings |
| YTD* |
2008 |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std
Dev |
High |
Low |
Avg |
% Turn-
over |
| Cash Rich Firms |
40.4 |
-38.0 |
7.7 |
17.2 |
-2.5 |
18.6 |
64.0 |
-9.4 |
20.1 |
40.5 |
37.1 |
-3.8 |
320.5 |
6.6 |
17.6 |
-20.7 |
32 |
24.8 |
| Dividend (High Relative Yield) |
8.8 |
-21.4 |
-9.6 |
14.5 |
-1.0 |
19.1 |
27.9 |
0.4 |
24.1 |
23.3 |
-2.1 |
6.3 |
113.5 |
4.6 |
12.5 |
-14.2 |
42 |
20.0 |
| Dividend Screen - DRPs |
23.6 |
-24.2 |
-21.2 |
20.9 |
-1.5 |
17.4 |
28.3 |
-1.2 |
38.9 |
27.7 |
-1.1 |
-4.1 |
120.1 |
5.5 |
20.5 |
-18.2 |
30 |
26.4 |
| Dividend Screen - Non-DRPs |
23.8 |
-31.7 |
-7.6 |
17.1 |
7.1 |
22.8 |
40.5 |
28.6 |
54.7 |
16.5 |
-3.6 |
0.6 |
279.7 |
4.6 |
17.6 |
-15.3 |
30 |
29.3 |
| Dogs of the Dow |
0.6 |
-45.4 |
-1.8 |
26.8 |
-9.8 |
-1.3 |
20.4 |
-9.8 |
-1.2 |
4.1 |
5.7 |
9.8 |
-21.2 |
6.2 |
17.1 |
-23.4 |
10 |
7.1 |
| Dogs of the Dow - Low Priced 5 |
-14.8 |
-58.7 |
-2.7 |
34.9 |
-11.8 |
6.1 |
17.6 |
-6.5 |
7.2 |
3.2 |
-2.0 |
24.6 |
-35.8 |
8.1 |
27.6 |
-34.8 |
5 |
15.9 |
| Dreman |
26.0 |
-34.9 |
-17.5 |
19.3 |
18.7 |
24.2 |
37.7 |
8.3 |
26.4 |
38.0 |
-3.0 |
-1.5 |
196.1 |
5.8 |
23.9 |
-22.2 |
20 |
32.5 |
| Dreman With Est Revisions |
48.5 |
-37.1 |
4.3 |
39.8 |
9.3 |
35.0 |
69.2 |
16.6 |
-29.9 |
38.7 |
6.7 |
10.7 |
355.3 |
6.4 |
15.2 |
-26.2 |
12 |
82.3 |
| Fundamental Rule of Thumb |
75.3 |
-41.5 |
4.1 |
31.0 |
5.0 |
49.6 |
83.3 |
4.7 |
42.3 |
28.7 |
11.7 |
-9.4 |
681.3 |
8.2 |
33.8 |
-19.2 |
50 |
21.6 |
| Graham - Defensive Investor (Non-Utility) |
43.9 |
-32.0 |
20.6 |
26.6 |
26.2 |
11.7 |
32.7 |
3.1 |
61.5 |
12.0 |
3.6 |
9.6 |
491.1 |
6.7 |
25.8 |
-17.3 |
20 |
20.8 |
| Graham - Enterprising Investor |
47.7 |
-40.7 |
28.1 |
72.3 |
21.3 |
18.9 |
25.9 |
43.5 |
55.3 |
24.2 |
-5.0 |
-7.3 |
755.3 |
8.7 |
33.1 |
-23.4 |
4 |
38.9 |
| Lakonishok |
42.8 |
-23.7 |
15.1 |
14.4 |
14 |
31.2 |
39.9 |
-5.2 |
-3.5 |
36.7 |
14.8 |
7.3 |
362.6 |
5.7 |
16.6 |
-17.9 |
28 |
90.2 |
| Neff |
38.9 |
-33.6 |
-13.9 |
13.9 |
7.7 |
29.5 |
85.1 |
15 |
65.2 |
37.3 |
17.4 |
9.3 |
682 |
7.9 |
32.6 |
-21.7 |
22 |
34.3 |
| O'Shaughnessy - Value |
24.3 |
-49.1 |
-4.2 |
24.4 |
2.2 |
20.2 |
47.2 |
-12.1 |
10.6 |
22.3 |
-3.9 |
7.2 |
67.2 |
6.4 |
22.0 |
-23.8 |
50 |
18.5 |
| P/E Relative |
33.5 |
-15.8 |
3.9 |
21.2 |
17.2 |
24.7 |
51.1 |
11.1 |
16.1 |
20.3 |
-6.0 |
26.5 |
477.3 |
5.2 |
14.9 |
-18.3 |
33 |
77.2 |
| Piotroski |
43.9 |
32.6 |
-1.3 |
-15.8 |
-8.5 |
82.2 |
154.6 |
-15.9 |
100.2 |
-0.9 |
27.1 |
17.9 |
1582.4 |
8.9 |
38.2 |
-17.2 |
5 |
35.0 |
| Price-to-Free-Cash-Flow |
114.2 |
-41.5 |
-21.2 |
26.6 |
10.6 |
30.9 |
61.7 |
13.6 |
63.8 |
17.8 |
10.0 |
2.6 |
624.1 |
8.6 |
51.2 |
-31.7 |
30 |
23.1 |
| Schloss |
40.3 |
-23.1 |
-8.1 |
30.1 |
20 |
-26.6 |
140.7 |
-0.1 |
20.5 |
14.9 |
18.8 |
18.8 |
433.4 |
8.8 |
27.1 |
-40.4 |
13 |
54.5 |
| Weiss Blue Chip Div Yield |
19.7 |
-26.2 |
4.5 |
14.2 |
6.4 |
13.6 |
48.9 |
-14.1 |
25.6 |
18.8 |
3.9 |
3.3 |
161.0 |
5.9 |
14.3 |
-16.8 |
13 |
25.4 |
|
Growth & Value
|
What is a Growth & Value Screen?
|
| Strategy |
Price
Change
(%) |
Monthly
Variability
(%) |
Monthly
Holdings |
| YTD* |
2008 |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
%
Turn-
over |
| Buffett--Hagstrom |
19.1 |
-25.8 |
14.4 |
11.3 |
11.4 |
27.6 |
35.2 |
-8.7 |
13.9 |
11.4 |
31.4 |
27.5 |
319.8 |
5.4 |
13.2 |
-19.0 |
30 |
21.2 |
| Buffettology--EPS Growth |
44.2 |
-36.9 |
5.8 |
8.8 |
11.9 |
13.2 |
32.8 |
-10.9 |
25.7 |
5.9 |
17.7 |
4.0 |
156.1 |
6.0 |
15.1 |
-20.8 |
46 |
11.6 |
| Buffettology--Sustainable Growth |
49.7 |
-28.9 |
3.9 |
8.7 |
9.5 |
17.5 |
37.6 |
-11.9 |
29.7 |
3.3 |
14.6 |
7.4 |
209.0 |
6.2 |
16.5 |
-20.4 |
33 |
13.4 |
| Fisher (Philip) |
94.8 |
-43.1 |
8.2 |
-1.2 |
-11.7 |
-3.9 |
78.1 |
-10.7 |
70.7 |
-16.7 |
5.4 |
2.6 |
146.1 |
10.4 |
32.8 |
-27.9 |
23 |
32.8 |
| Foolish Small Cap 8 Revised |
85.5 |
-60.6 |
13.5 |
44.6 |
15.3 |
-3.9 |
67.8 |
22.2 |
29.5 |
51.5 |
36.5 |
12.4 |
720.9 |
9.6 |
28.1 |
-24.2 |
7 |
30.6 |
| Lynch |
55.8 |
-37.3 |
11.7 |
15.6 |
7.8 |
59.8 |
59.0 |
-7.2 |
39.3 |
3.2 |
8.9 |
1.3 |
408.9 |
5.7 |
18.9 |
-21.3 |
25 |
22.7 |
| Magic Formula |
82.2 |
-36.3 |
-5.6 |
27.9 |
-9.2 |
6.5 |
66.6 |
6.3 |
76.1 |
1.0 |
9.3 |
-9.9 |
320.4 |
7.8 |
30.7 |
-22.4 |
30 |
24.7 |
| MAGNET Complex |
-31.1 |
-33.7 |
40.2 |
-28.6 |
26.2 |
18.6 |
9.1 |
4.1 |
110.6 |
3.1 |
318.5 |
12.2 |
694.1 |
13.9 |
63.0 |
-27.3 |
2 |
68.0 |
| MAGNET Simple |
232.4 |
-70.2 |
-17.0 |
72.1 |
58.1 |
38.1 |
62.1 |
-6.7 |
-21.7 |
-26.7 |
168.1 |
25.1 |
797.2 |
13.9 |
52.1 |
-30.0 |
3 |
66.3 |
| Muhlenkamp |
31.1 |
-24.5 |
-20.8 |
2.0 |
23.6 |
31.0 |
41.2 |
5.9 |
43.5 |
22.2 |
12.8 |
-6.6 |
257.4 |
6.0 |
21.0 |
-17.6 |
21 |
23.8 |
| Oberweis Octagon |
21.4 |
-56.8 |
29.1 |
24.0 |
4.1 |
42.3 |
67.8 |
-17.5 |
20.2 |
18.4 |
33.4 |
15.6 |
278.3 |
8.9 |
23.3 |
-23.2 |
17 |
41.8 |
| O'Shaughnessy--All Cap |
12.8 |
-40.9 |
12.5 |
24.1 |
21.9 |
47.4 |
28.7 |
-11.8 |
63.7 |
6.3 |
-15.3 |
18.2 |
230.6 |
6.0 |
15.2 |
-21.5 |
25 |
34.4 |
| O'Shaughnessy--Growth |
8.9 |
-38.2 |
12.6 |
17.2 |
14.4 |
45.1 |
90.3 |
10.1 |
19.2 |
11.5 |
19.5 |
19.4 |
485.7 |
6.9 |
18.6 |
-17.9 |
50 |
37.6 |
| O'Shaughnessy--Growth Market Leaders |
0.2 |
-44.5 |
15.5 |
9.6 |
18.9 |
6.7 |
26.2 |
-8.9 |
5.7 |
-9.0 |
16.8 |
35.3 |
55.9 |
5.5 |
13.6 |
-18.6 |
10 |
41.9 |
| O'Shaughnessy--Small Cap Growth & Value |
-14.4 |
-32.4 |
29.6 |
36.2 |
19.1 |
26.8 |
107.5 |
0.8 |
13.4 |
13.2 |
21.1 |
33.6 |
569.7 |
7.2 |
18.5 |
-18.2 |
25 |
48.0 |
| O'Shaughnessy--Tiny Titans |
48.9 |
-56.4 |
2.2 |
35.2 |
7.5 |
45.8 |
154.8 |
51.9 |
84.1 |
-6.6 |
53.8 |
38.1 |
1889 |
9.2 |
37.4 |
-21.0 |
25 |
42.4 |
| Price-to-Sales |
30.0 |
-38.5 |
2.4 |
16.6 |
16.9 |
11.1 |
69.8 |
1.3 |
43.3 |
23.3 |
21.1 |
13.2 |
416.2 |
6.3 |
18.3 |
-20.6 |
51 |
39.6 |
| Rule #1 Investing |
81.6 |
-43.2 |
-11.7 |
2.5 |
-6.7 |
13.5 |
48.0 |
-29.4 |
38.0 |
15.0 |
41.4 |
7.9 |
150.0 |
8.3 |
27.0 |
-26.8 |
15 |
26.4 |
| Stock Market Winners |
-7.7 |
-34.7 |
13.0 |
-5.5 |
25.9 |
9.6 |
131.5 |
32.1 |
41.6 |
27.6 |
21.7 |
-12.0 |
425.5 |
7.2 |
22.0 |
-23.4 |
13 |
62.3 |
| T. Rowe Price |
30.3 |
-47.8 |
-7.1 |
-11.3 |
23.1 |
44.9 |
39.2 |
-15.1 |
8.4 |
35.2 |
-4.5 |
1.8 |
68.3 |
7.5 |
28.2 |
-20.0 |
11 |
30.9 |
| Templeton |
46.2 |
-36.6 |
4.6 |
5.3 |
4.7 |
22.2 |
46.8 |
-32.6 |
22.0 |
20.3 |
8.1 |
16.2 |
138.3 |
6.0 |
14.5 |
-23.1 |
25 |
27.7 |
| Value on the Move--PEG With Est Growth |
11.5 |
-37.2 |
29.5 |
18.3 |
23.1 |
54.1 |
87.0 |
7.9 |
34.8 |
22.9 |
11.0 |
2.1 |
672.0 |
6.4 |
15.7 |
-23.1 |
46 |
43.8 |
| Value on the Move--PEG With Hist Growth |
7.9 |
-38.3 |
20.7 |
9.1 |
17.2 |
32.5 |
50.1 |
12.1 |
22.4 |
19.4 |
18.0 |
1.5 |
300.8 |
5.0 |
12.7 |
-19.1 |
93 |
37.0 |
| Wanger (Revised) |
12.7 |
-36.3 |
15.9 |
16.5 |
14.5 |
22.5 |
53.2 |
-13.1 |
21.1 |
-2.8 |
3.2 |
-2.4 |
114.9 |
6.8 |
22.8 |
-19.8 |
31 |
27.7 |
| Zweig |
-21.6 |
-33.9 |
20.7 |
18.6 |
27.8 |
49.5 |
88.8 |
16.9 |
57.9 |
46.2 |
17.1 |
54.5 |
1205.4 |
8.8 |
32.7 |
-24.2 |
14 |
42.5 |
|
Growth
|
What is a Growth Screen?
|
| Strategy |
Price
Change
(%) |
Monthly
Variability
(%) |
Monthly
Holdings |
| YTD* |
2008 |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
%
Turn-
over |
| Driehaus |
84.0 |
-42.7 |
28.9 |
41.4 |
4.3 |
-10.8 |
87.8 |
-42.6 |
-27.4 |
-8.3 |
107.4 |
nmf |
166.2 |
11 |
51.3 |
-25.7 |
15 |
63.4 |
| Foolish Small Cap 8 |
10.7 |
-53.5 |
-2.8 |
9.4 |
22.6 |
10.1 |
107.7 |
-19.4 |
-8.6 |
24.2 |
80.9 |
17.7 |
199.2 |
9.7 |
38.8 |
-22.5 |
21 |
36.1 |
| IBD Stable 70 |
41.6 |
-37.2 |
-10.6 |
6.9 |
1.8 |
29.0 |
48.4 |
-11.0 |
9.5 |
23.9 |
3.6 |
21.9 |
152.5 |
5.7 |
18.4 |
-21.9 |
48 |
12.1 |
| Inve$tware Quality Growth |
27.0 |
-24.1 |
-10.9 |
0.9 |
14.9 |
18.0 |
33.3 |
-25.0 |
8.0 |
18.5 |
-3.0 |
14.5 |
67.3 |
5.9 |
18.2 |
-22.0 |
24.0 |
12.0 |
| O'Neil's CAN SLIM |
102.6 |
-10.5 |
30.4 |
29.5 |
24.1 |
-3.8 |
79.0 |
20.5 |
54.4 |
38.0 |
36.6 |
28.2 |
2840 |
8.9 |
69.6 |
-23.1 |
8.0 |
56.5 |
| O'Neil's CAN SLIM Revised 3rd Edition |
16.8 |
-26.3 |
31.4 |
-5.4 |
-1.0 |
-2.6 |
74.7 |
-10.3 |
33.4 |
96.3 |
59.0 |
7.8 |
626.5 |
8.6 |
52.7 |
-26.7 |
9.0 |
64.9 |
| Return on Equity |
27.4 |
-33.8 |
7.2 |
8.7 |
17.6 |
23.9 |
46.9 |
-3.8 |
18.1 |
31.4 |
1.0 |
18.8 |
276.8 |
6.0 |
13.0 |
-22.2 |
35 |
20.4 |
|
Sector/Specialty
|
What is a Sector/Specialty Screen?
|
| Strategy |
Price
Change
(%) |
Monthly
Variability
(%) |
Monthly
Holdings |
| YTD* |
2008 |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
%
Turn-
over |
| ADRs |
44.2 |
-58.7 |
25.3 |
44.7 |
12.9 |
14.5 |
82.3 |
-4.4 |
-5.3 |
9.9 |
4.0 |
2.3 |
169.7 |
7.2 |
31.1 |
-29.7 |
26 |
43.0 |
| Dual Cash Flow |
60.2 |
-46.8 |
-7.3 |
20.4 |
10.4 |
24.7 |
66.9 |
-13.9 |
24.6 |
5.7 |
114.3 |
0.9 |
436.1 |
7.6 |
34.7 |
-23.6 |
67 |
31.0 |
| Est Rev Down |
44.4 |
-42.6 |
-20.0 |
12.9 |
-0.4 |
13.4 |
51.8 |
-43.8 |
26.7 |
-7.1 |
21.9 |
-15.0 |
-12.0 |
7.8 |
25.0 |
-25.3 |
215 |
78.6 |
| Est Rev Down 5% |
63.6 |
-47.8 |
-24.7 |
26.1 |
2.5 |
8.0 |
70.9 |
-61.5 |
28.3 |
-4.2 |
27.8 |
-3.9 |
-10.8 |
9.6 |
33.5 |
-30.5 |
81 |
88.6 |
| Est Rev Up |
38.0 |
-31.2 |
13.7 |
21.8 |
17.3 |
25.2 |
57.3 |
0.8 |
-3.5 |
2.2 |
38.2 |
29.9 |
442.1 |
6.0 |
12.2 |
-18.6 |
168 |
81.0 |
| Est Rev Up 5% |
64.5 |
-18.4 |
25.7 |
40.3 |
24.5 |
25.8 |
75.0 |
12.9 |
-8.1 |
3.6 |
107.1 |
43.3 |
1969.2 |
8.7 |
30.8 |
-21.7 |
43 |
91.7 |
| Graham - Defensive Investor (Utility) |
-0.7 |
-18.4 |
1.8 |
29.4 |
18.5 |
16.2 |
16.6 |
-15.9 |
5.2 |
51.4 |
-8.4 |
14.6 |
140.7 |
4.4 |
12.0 |
-13.4 |
17 |
14.8 |
| Insider Net Purchases |
53.8 |
-51.7 |
-10.9 |
4.8 |
-14.6 |
33.5 |
86.8 |
-20.9 |
21.8 |
-38.3 |
7.5 |
nmf |
-5.6 |
8.9 |
27.8 |
-27.2 |
28 |
28.6 |
| Murphy Technology |
37.1 |
-49.7 |
-15.8 |
-1.9 |
34.1 |
107.9 |
-33.7 |
-79.6 |
26.7 |
-52.1 |
139.7 |
29.7 |
-59.6 |
14.1 |
58.5 |
-44.9 |
11 |
23.1 |
| Indexes |
| Strategy |
Price
Change
(%) |
Monthly
Variability
(%) |
|
| YTD* |
2008 |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
| All Exchange Listed Stocks |
52.8 |
-46.3 |
-4.5 |
17.2 |
4.5 |
22.8 |
81.1 |
-13.3 |
21.2 |
-14.2 |
35.1 |
5.9 |
175.3 |
6.8 |
23.9 |
-22.1 |
|
| Dow Jones 30 |
10.7 |
-33.8 |
6.4 |
16.3 |
-0.1 |
2.6 |
25.3 |
-16.8 |
-7.1 |
-6.2 |
25.2 |
16.1 |
22.8 |
4.7 |
11.8 |
-15.1 |
|
| Nasdaq 100 |
37.6 |
-41.9 |
18.7 |
6.8 |
1.5 |
10.4 |
49.1 |
-37.6 |
-32.7 |
-36.8 |
102 |
85.5 |
68.4 |
9.3 |
25.0 |
-27.5 |
|
| S&P 500 |
14.7 |
-38.5 |
3.5 |
13.6 |
3.0 |
9.0 |
26.4 |
-23.4 |
-13.0 |
-10.1 |
19.5 |
26.7 |
6.8 |
4.8 |
9.7 |
-16.8 |
|
| S&P/Barra 500 Growth (incl dividends) |
21.8 |
-33.9 |
9.1 |
11 |
1.1 |
7.0 |
27.1 |
-28.1 |
-16.1 |
-19.1 |
37.4 |
38.2 |
24.2 |
5.4 |
10.8 |
-16.5 |
|
| S&P/Barra 500 Value (incl dividends) |
12.1 |
-38.5 |
2.0 |
15.3 |
8.7 |
15 |
30.4 |
-16.6 |
-8.2 |
-0.5 |
4.9 |
18.9 |
25.5 |
4.7 |
11.0 |
-17.1 |
|
| S&P MidCap 400 |
22.5 |
-37.3 |
6.7 |
9.0 |
11.3 |
15.2 |
34.0 |
-15.4 |
-1.6 |
16.2 |
13.3 |
17.7 |
97.7 |
5.7 |
14.8 |
-21.8 |
|
| S&P MidCap Growth (incl dividends) |
26.3 |
-36.9 |
13.5 |
5.8 |
14.4 |
15.8 |
37.6 |
-19.7 |
-2.6 |
15.8 |
36.1 |
37.2 |
195.2 |
6.4 |
19.0 |
-22.2 |
|
| S&P MidCap Value (incl dividends) |
19.6 |
-33.4 |
2.7 |
13.4 |
10.8 |
17.2 |
33.8 |
-9.4 |
1.4 |
19.5 |
-2.6 |
3.7 |
78.5 |
5.2 |
15.7 |
-21.8 |
|
| S&P SmallCap 600 |
11.3 |
-32.0 |
-1.2 |
14.1 |
6.7 |
21.4 |
37.8 |
-15.3 |
5.7 |
11.0 |
11.5 |
-2.1 |
65.1 |
6.1 |
17.3 |
-20.2 |
|
| S&P SmallCap Growth (incl dividends) |
17.3 |
-32.2 |
5.6 |
10.6 |
7.3 |
24.3 |
38.5 |
-16.6 |
3.0 |
7.6 |
19.7 |
-0.1 |
89.5 |
6.3 |
17.0 |
-21.7 |
|
| S&P SmallCap Value (incl dividends) |
8.2 |
-28.9 |
-5.5 |
19.6 |
8.5 |
21.1 |
39.2 |
-12.9 |
9.5 |
15.8 |
4.9 |
-2.6 |
79.3 |
5.7 |
18.4 |
-19.6 |
|
Unless otherwise stated, figures do not include dividends or transactions costs.
* Through 10/31/2009 |
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