|
Value
|
What is a Value Screen?
|
| Strategy |
Price
Change (%) |
Monthly Variability (%) |
Monthly Holdings |
| YTD* |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
% Turn- over |
| Cash Rich Firms |
-10.4 |
7.7 |
17.2 |
-2.5 |
18.6 |
64.0 |
-9.4 |
20.1 |
40.5 |
37.1 |
-3.8 |
333.2 |
6.3 |
17.6 |
-20.7 |
32 |
24.3 |
| Dividend (High Relative Yield) |
-10.3 |
-9.6 |
14.5 |
-1.0 |
19.1 |
27.9 |
0.4 |
24.1 |
23.3 |
-2.1 |
6.3 |
124.0 |
4.3 |
12.5 |
-14.2 |
39 |
20.7 |
| Dividend Screen - DRPs |
-8.4 |
-21.2 |
20.9 |
-1.5 |
17.4 |
28.3 |
-1.2 |
38.9 |
27.7 |
-1.1 |
-4.1 |
115.3 |
4.7 |
15.6 |
-18.2 |
30 |
26.0 |
| Dividend Screen - Non-DRPs |
-10.2 |
-7.6 |
17.1 |
7.1 |
22.8 |
40.5 |
28.6 |
54.7 |
16.5 |
-3.6 |
0.6 |
303.6 |
3.9 |
10.5 |
-13.6 |
30 |
29.6 |
| Dogs of the Dow |
-21.8 |
-1.8 |
26.8 |
-9.8 |
-1.3 |
20.4 |
-9.8 |
-1.2 |
4.1 |
5.7 |
9.8 |
12.3 |
5.2 |
16.1 |
-16.6 |
10 |
6.7 |
| Dogs of the Dow - Low Priced 5 |
-28.4 |
-2.7 |
34.9 |
-11.8 |
6.1 |
17.6 |
-6.5 |
7.2 |
3.2 |
-2.0 |
24.6 |
30.7 |
6.5 |
19.4 |
-21.8 |
5 |
15.4 |
| Dreman |
-5.4 |
-17.5 |
19.3 |
18.7 |
24.2 |
37.7 |
8.3 |
26.4 |
38.0 |
-3.0 |
-1.5 |
241.5 |
4.7 |
12.6 |
-15.4 |
21 |
30.6 |
| Dreman With Est Revisions |
-5.2 |
4.3 |
39.8 |
9.3 |
35 |
69.2 |
16.6 |
-29.9 |
38.7 |
6.7 |
10.7 |
362.0 |
6.0 |
15.2 |
-25.8 |
13 |
81.0 |
| Fundamental Rule of Thumb |
-17 |
4.1 |
31.0 |
5.0 |
49.6 |
83.3 |
4.7 |
42.3 |
28.7 |
11.7 |
-9.4 |
532.5 |
7.5 |
33.8 |
-19.2 |
50 |
22.0 |
| Graham - Defensive Investor (Non-Utility) |
-0.5 |
20.6 |
26.6 |
26.2 |
11.7 |
32.7 |
3.1 |
61.5 |
12.0 |
3.6 |
9.6 |
500.9 |
5.8 |
15.7 |
-14.6 |
17 |
20.8 |
| Graham - Enterprising Investor |
-2.3 |
28.1 |
72.3 |
21.3 |
18.9 |
25.9 |
43.5 |
55.3 |
24.2 |
-5.0 |
-7.3 |
854.8 |
8.1 |
33.1 |
-18.7 |
4 |
39.5 |
| Lakonishok |
-8.1 |
15.1 |
14.4 |
14 |
31.2 |
39.9 |
-5.2 |
-3.5 |
36.7 |
14.8 |
7.3 |
290.3 |
5.3 |
16.6 |
-13.7 |
29 |
90.2 |
| Neff |
-5.9 |
-13.9 |
13.9 |
7.7 |
29.5 |
85.1 |
15.0 |
65.2 |
37.3 |
17.4 |
9.3 |
697.4 |
6.8 |
26.8 |
-20.2 |
20 |
33.9 |
| O'Shaughnessy - Value |
-21.1 |
-4.2 |
24.4 |
2.2 |
20.2 |
47.2 |
-12.1 |
10.6 |
22.3 |
-3.9 |
7.2 |
108.4 |
5.2 |
15.5 |
-14.1 |
50 |
18.0 |
| P/E Relative |
13.2 |
3.9 |
21.2 |
17.2 |
24.7 |
51.1 |
11.1 |
16.1 |
20.3 |
-6.0 |
26.5 |
480.7 |
4.5 |
14.9 |
-12.4 |
34 |
76.8 |
| Piotroski |
14.3 |
-1.3 |
-15.8 |
-8.5 |
82.2 |
154.6 |
-15.9 |
100.2 |
-0.9 |
27.1 |
17.9 |
908.0 |
8.1 |
34.3 |
-17.2 |
5 |
28.9 |
| Price-to-Free-Cash-Flow |
-13.2 |
-21.2 |
26.6 |
10.6 |
30.9 |
61.7 |
13.6 |
63.8 |
17.8 |
10.0 |
2.6 |
401.2 |
5.8 |
25.1 |
-14.4 |
30 |
23.5 |
| Weiss Blue Chip Div Yield |
-1.3 |
4.5 |
14.2 |
6.4 |
13.6 |
48.9 |
-14.1 |
25.6 |
18.8 |
3.9 |
3.3 |
191.7 |
5.6 |
14.3 |
-14.8 |
12 |
25.6 |
|
Growth & Value
|
What is a Growth & Value Screen?
|
| Strategy |
Price
Change (%) |
Monthly Variability (%) |
Monthly Holdings |
| YTD* |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
% Turn- over |
| Buffett - Hagstrom |
1.6 |
14.4 |
11.3 |
11.4 |
27.6 |
35.2 |
-8.7 |
13.9 |
11.4 |
31.4 |
27.5 |
382.9 |
4.9 |
13.2 |
-15.5 |
30 |
21.7 |
| Buffettology - EPS Growth |
-0.4 |
5.8 |
8.8 |
11.9 |
13.2 |
32.8 |
-10.9 |
25.7 |
5.9 |
17.7 |
4.0 |
180.4 |
5.3 |
15 |
-20.4 |
45 |
11.8 |
| Buffettology - Sustainable Growth |
6.4 |
3.9 |
8.7 |
9.5 |
17.5 |
37.6 |
-11.9 |
29.7 |
3.3 |
14.6 |
7.4 |
208.9 |
5.6 |
16.5 |
-18.0 |
32 |
13.8 |
| Fisher (Philip) |
5.5 |
8.2 |
-1.2 |
-11.7 |
-3.9 |
78.1 |
-10.7 |
70.7 |
-16.7 |
5.4 |
2.6 |
134.3 |
9.5 |
27.1 |
-27.9 |
22 |
32.5 |
| Foolish Small Cap 8 Revised |
-32.5 |
13.5 |
44.6 |
15.3 |
-3.9 |
67.8 |
22.2 |
29.5 |
51.5 |
36.5 |
12.4 |
657.7 |
9.2 |
28.1 |
-24.2 |
7 |
31.2 |
| Lynch |
-7.3 |
11.7 |
15.6 |
7.8 |
59.8 |
59.0 |
-7.2 |
39.3 |
3.2 |
8.9 |
1.3 |
382.6 |
5.0 |
18.9 |
-17.4 |
23 |
22.6 |
| Muhlenkamp |
-11.1 |
-20.8 |
2.0 |
23.6 |
31.0 |
41.2 |
5.9 |
43.5 |
22.2 |
12.8 |
-6.6 |
220.9 |
5.4 |
15.1 |
-17.6 |
20 |
24.0 |
| Oberweis Octagon |
-13.1 |
29.1 |
24 |
4.1 |
42.3 |
67.8 |
-17.5 |
20.2 |
18.4 |
33.4 |
15.6 |
526.5 |
8.5 |
23.3 |
-23.2 |
18 |
41.7 |
| O'Shaughnessy - All Cap |
-13.2 |
12.5 |
24.1 |
21.9 |
47.4 |
28.7 |
-11.8 |
63.7 |
6.3 |
-15.3 |
18.2 |
331.0 |
5.4 |
12.9 |
-15.0 |
25 |
34.7 |
| O'Shaughnessy - Growth |
-9.0 |
12.6 |
17.2 |
14.4 |
45.1 |
90.3 |
10.1 |
19.2 |
11.5 |
19.5 |
19.4 |
691.8 |
6.7 |
18.6 |
-17.9 |
50 |
37.6 |
| O'Shaughnessy - Growth Market Leaders |
-9.0 |
15.5 |
9.6 |
18.9 |
6.7 |
26.2 |
-8.9 |
5.7 |
-9.0 |
16.8 |
35.3 |
155.1 |
5.1 |
13.6 |
-15.7 |
10 |
42.3 |
| O'Shaughnessy - Small Cap Growth and Value |
-5.8 |
40.2 |
36.2 |
19.1 |
26.8 |
107.5 |
0.8 |
13.4 |
13.2 |
21.1 |
33.6 |
1080.1 |
6.8 |
18.5 |
-18.2 |
25 |
47.2 |
| O'Shaughnessy - Tiny Titans |
-26.9 |
2.2 |
35.2 |
7.5 |
45.8 |
154.8 |
51.9 |
84.1 |
-6.6 |
53.8 |
38.1 |
2137.1 |
8.7 |
37.4 |
-21.0 |
25 |
41.7 |
| Price-to-Sales |
-6.8 |
2.4 |
16.6 |
16.9 |
11.1 |
69.8 |
1.3 |
43.3 |
23.3 |
21.1 |
13.2 |
502.4 |
5.6 |
14.8 |
-17.8 |
47 |
40.1 |
| Rule #1 Investing |
-8.2 |
-11.7 |
2.5 |
-6.7 |
13.5 |
48.0 |
-29.4 |
38.0 |
15.0 |
41.4 |
7.9 |
122.5 |
7.7 |
27.0 |
-26.8 |
14 |
26.4 |
| Stock Market Winners |
-12.9 |
13.0 |
-5.5 |
25.9 |
9.6 |
131.5 |
32.1 |
41.6 |
27.6 |
21.7 |
-12.0 |
659.3 |
6.7 |
22.0 |
-23.4 |
14 |
59.5 |
| T. Rowe Price |
-21.5 |
-7.1 |
-11.3 |
23.1 |
44.9 |
39.2 |
-15.1 |
8.4 |
35.2 |
-4.5 |
1.8 |
94.3 |
6.4 |
18.3 |
-18.0 |
11 |
32.3 |
| Templeton |
-4.8 |
4.6 |
5.3 |
4.7 |
22.2 |
46.8 |
-32.6 |
22.0 |
20.3 |
8.1 |
16.2 |
144.8 |
5.5 |
14.3 |
-18.2 |
24 |
28.1 |
| Value on the Move - PEG with Est Growth |
-11.2 |
29.5 |
18.3 |
23.1 |
54.1 |
87.0 |
7.9 |
34.8 |
22.9 |
11.0 |
2.1 |
879.6 |
5.9 |
15.7 |
-23.1 |
47 |
43.6 |
| Value on the Move - PEG with Hist Growth |
-13.2 |
20.7 |
9.1 |
17.2 |
32.5 |
50.1 |
12.1 |
22.4 |
19.4 |
18.0 |
1.5 |
422.6 |
4.5 |
12.7 |
-19.1 |
98 |
35.8 |
| Wanger (Revised) |
-11.2 |
15.9 |
16.5 |
14.5 |
22.5 |
53.2 |
-13.1 |
21.1 |
-2.8 |
3.2 |
-2.4 |
165.8 |
6.5 |
22.8 |
-19.8 |
32 |
27.3 |
| Zweig |
-7.8 |
20.7 |
18.6 |
27.8 |
49.5 |
88.8 |
16.9 |
57.9 |
46.2 |
17.1 |
54.5 |
2222.4 |
7.9 |
32.7 |
-24.2 |
15 |
42.4 |
|
Growth
|
What is a Growth Screen?
|
| Strategy |
Price
Change (%) |
Monthly Variability (%) |
Monthly Holdings |
| YTD* |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
% Turn- over |
| Driehaus |
-18.3 |
28.9 |
41.4 |
4.3 |
-10.8 |
87.8 |
-42.6 |
-27.4 |
-8.3 |
107.4 |
nmf |
106.3 |
10.6 |
51.3 |
-25.7 |
15 |
64.1 |
| Foolish Small Cap 8 |
-17.6 |
-2.8 |
9.4 |
22.6 |
10.1 |
107.7 |
-19.4 |
-8.6 |
24.2 |
80.9 |
17.7 |
378.5 |
9.4 |
38.8 |
-22.5 |
22 |
36.0 |
| IBD Stable 70 |
-6.7 |
-10.6 |
6.9 |
1.8 |
29.0 |
48.4 |
-11.0 |
9.5 |
23.9 |
3.6 |
21.9 |
164.8 |
4.9 |
12.0 |
-18.9 |
52 |
11.6 |
| Inve$tware Quality Growth |
3.0 |
-10.9 |
0.9 |
14.9 |
18.0 |
33.3 |
-25.0 |
8.0 |
18.5 |
-3.0 |
14.5 |
78.7 |
5.5 |
18.2 |
-22.0 |
26 |
11.3 |
| O'Neil's CAN SLIM |
2.5 |
30.4 |
29.5 |
24.1 |
-3.8 |
79.0 |
20.5 |
54.4 |
38.0 |
36.6 |
28.2 |
1562.3 |
6.8 |
23.6 |
-23.1 |
9 |
54.0 |
| O'Neil's CAN SLIM Revised 3rd Edition |
-0.2 |
31.4 |
-5.4 |
-1.0 |
-2.6 |
74.7 |
-10.3 |
33.4 |
96.3 |
59.0 |
7.8 |
741.9 |
8.7 |
52.7 |
-26.7 |
10 |
61.5 |
| Return on Equity |
-15.1 |
7.2 |
8.7 |
17.6 |
23.9 |
46.9 |
-3.8 |
18.1 |
31.4 |
1.0 |
18.8 |
279.2 |
5.6 |
13.0 |
-22.2 |
35 |
20.5 |
|
Sector/Specialty
|
What is a Sector/Specialty Screen?
|
| Strategy |
Price
Change (%) |
Monthly Variability (%) |
Monthly Holdings |
| YTD* |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
Avg. |
% Turn- over |
| ADRs |
-24.5 |
25.3 |
44.7 |
12.9 |
14.5 |
82.3 |
-4.4 |
-5.3 |
9.9 |
4.0 |
2.3 |
241.5 |
6.2 |
31.1 |
-17.7 |
25 |
42.5 |
| Dual Cash Flow |
-12.4 |
-7.3 |
20.4 |
10.4 |
24.7 |
66.9 |
-13.9 |
24.6 |
5.7 |
114.3 |
0.9 |
450.5 |
6.7 |
34.7 |
-16.2 |
62 |
31.5 |
| Est Rev Down |
-12.2 |
-20 |
12.9 |
-0.4 |
13.4 |
51.8 |
-43.8 |
26.7 |
-7.1 |
21.9 |
-15.0 |
-6.7 |
7.0 |
17.6 |
-23.3 |
199 |
79.1 |
| Est Rev Down 5% |
-10.1 |
-24.7 |
26.1 |
2.5 |
8.0 |
70.9 |
-61.5 |
28.3 |
-4.2 |
27.8 |
-3.9 |
-6.0 |
8.6 |
23.6 |
-23.2 |
73 |
89.1 |
| Est Rev Up |
-3.9 |
13.7 |
21.8 |
17.3 |
25.2 |
57.3 |
0.8 |
-3.5 |
2.2 |
38.2 |
29.9 |
448 |
5.7 |
12.2 |
-18.6 |
170 |
81.1 |
| Est Rev Up 5% |
-1.1 |
25.7 |
40.3 |
24.5 |
25.8 |
75.0 |
12.9 |
-8.1 |
3.6 |
107.1 |
43.3 |
1423.3 |
8.7 |
30.8 |
-21.7 |
43 |
92.4 |
| Graham - Defensive Investor (Utility) |
-1.9 |
1.8 |
29.4 |
18.5 |
16.2 |
16.6 |
-15.9 |
5.2 |
51.4 |
-8.4 |
14.6 |
191.7 |
4.3 |
12.0 |
-11.0 |
16 |
15.9 |
| Insider Net Purchases |
-12.6 |
-10.9 |
4.8 |
-14.6 |
33.5 |
86.8 |
-20.9 |
21.8 |
-38.3 |
7.5 |
nmf |
11.0 |
7.9 |
26.7 |
-19.0 |
28 |
28.4 |
| Murphy Technology |
-21.1 |
-15.8 |
-1.9 |
34.1 |
107.9 |
-33.7 |
-79.6 |
26.7 |
-52.1 |
139.7 |
29.7 |
-53.7 |
14.4 |
58.5 |
-44.9 |
11 |
23.6 |
| Indexes |
| Strategy |
Price
Change (%) |
Monthly
Variability (%) |
|
| YTD* |
2007 |
2006 |
2005 |
2004 |
2003 |
2002 |
2001 |
2000 |
1999 |
1998 |
Total* |
Std. Dev. |
High |
Low |
| All Exchange Listed Stocks |
-13.5 |
-4.5 |
17.2 |
4.5 |
22.8 |
81.1 |
-13.3 |
21.2 |
-14.2 |
35.1 |
5.9 |
190.2 |
6.1 |
23.9 |
-20.2 |
|
| Dow Jones 30 |
-14.2 |
6.4 |
16.3 |
-0.1 |
2.6 |
25.3 |
-16.8 |
-7.1 |
-6.2 |
25.2 |
16.1 |
43.9 |
4.4 |
11.8 |
-15.1 |
|
| Nasdaq 100 |
-11.3 |
18.7 |
6.8 |
1.5 |
10.4 |
49.1 |
-37.6 |
-32.7 |
-36.8 |
102.0 |
85.5 |
86.8 |
9.4 |
25.0 |
-27.5 |
|
| S&P 500 |
-13.7 |
3.5 |
13.6 |
3.0 |
9.0 |
26.4 |
-23.4 |
-13 |
-10.1 |
19.5 |
26.7 |
30.6 |
4.3 |
9.7 |
-14.6 |
|
| S&P/Barra 500 Growth (incl dividends) |
-10.6 |
9.1 |
11.0 |
1.1 |
7.0 |
27.1 |
-28.1 |
-16.1 |
-19.1 |
37.4 |
38.2 |
37.9 |
5.1 |
10.8 |
-15.8 |
|
| S&P/Barra 500 Value (incl dividends) |
-14.9 |
2.0 |
15.3 |
8.7 |
15.0 |
30.4 |
-16.6 |
-8.2 |
-0.5 |
4.9 |
18.9 |
55.0 |
3.9 |
9.6 |
-13.1 |
|
| S&P MidCap 400 |
-6.4 |
6.7 |
9.0 |
11.3 |
15.2 |
34.0 |
-15.4 |
-1.6 |
16.2 |
13.3 |
17.7 |
140.9 |
5.1 |
12.0 |
-18.7 |
|
| S&P MidCap Growth (incl dividends) |
-4.4 |
13.5 |
5.8 |
14.4 |
15.8 |
37.6 |
-19.7 |
-2.6 |
15.8 |
36.1 |
37.2 |
254.0 |
5.9 |
19.0 |
-22.2 |
|
| S&P MidCap Value (incl dividends) |
-5.9 |
2.7 |
13.4 |
10.8 |
17.2 |
33.8 |
-9.4 |
1.4 |
19.5 |
-2.6 |
3.7 |
111.0 |
4.4 |
10.9 |
-15.2 |
|
| S&P SmallCap 600 |
-5.8 |
-1.2 |
14.1 |
6.7 |
21.4 |
37.8 |
-15.3 |
5.7 |
11.0 |
11.5 |
-2.1 |
105.4 |
5.4 |
13.3 |
-19.4 |
|
| S&P SmallCap Growth (incl dividends) |
-4.7 |
5.6 |
10.6 |
7.3 |
24.3 |
38.5 |
-16.6 |
3.0 |
7.6 |
19.7 |
-0.1 |
127.3 |
5.8 |
17.0 |
-21.7 |
|
| S&P SmallCap Value (incl dividends) |
-5.7 |
-5.5 |
19.6 |
8.5 |
21.1 |
39.2 |
-12.9 |
9.5 |
15.8 |
4.9 |
-2.6 |
119.5 |
4.9 |
12.8 |
-16.9 |
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Unless otherwise stated, figures do not include dividends or transactions costs. * Through 7/31/2008 |