|
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 |
56.9 |
-38 |
7.7 |
17.2 |
-2.5 |
18.6 |
64.0 |
-9.4 |
20.1 |
40.5 |
37.1 |
-3.8 |
369.9 |
6.5 |
17.6 |
-20.7 |
32.0 |
24.9 |
| Dividend (High Relative Yield) |
16.4 |
-21.4 |
-9.6 |
14.5 |
-1.0 |
19.1 |
27.9 |
0.4 |
24.1 |
23.3 |
-2.1 |
6.3 |
128.4 |
4.6 |
12.5 |
-14.2 |
42.0 |
20.0 |
| Dividend Screen - DRPs |
29.4 |
-24.2 |
-21.2 |
20.9 |
-1.5 |
17.4 |
28.3 |
-1.2 |
38.9 |
27.7 |
-1.1 |
-4.1 |
130.4 |
5.5 |
20.5 |
-18.2 |
30.0 |
26.4 |
| Dividend Screen - Non-DRPs |
25.4 |
-31.7 |
-7.6 |
17.1 |
7.1 |
22.8 |
40.5 |
28.6 |
54.7 |
16.5 |
-3.6 |
0.6 |
284.6 |
4.5 |
17.6 |
-15.3 |
30.0 |
29.1 |
| Dogs of the Dow |
8.1 |
-45.4 |
-1.8 |
26.8 |
-9.8 |
-1.3 |
20.4 |
-9.8 |
-1.2 |
4.1 |
5.7 |
9.8 |
-15.3 |
6.1 |
17.1 |
-23.4 |
10.0 |
7.1 |
| Dogs of the Dow - Low Priced 5 |
-7.7 |
-58.7 |
-2.7 |
34.9 |
-11.8 |
6.1 |
17.6 |
-6.5 |
7.2 |
3.2 |
-2.0 |
24.6 |
-30.4 |
8.1 |
27.6 |
-34.8 |
5.0 |
15.6 |
| Dreman |
37.2 |
-34.9 |
-17.5 |
19.3 |
18.7 |
24.2 |
37.7 |
8.3 |
26.4 |
38.0 |
-3.0 |
-1.5 |
222.5 |
5.8 |
23.9 |
-22.2 |
20.0 |
32.8 |
| Dreman With Est Revisions |
62.9 |
-37.1 |
4.3 |
39.8 |
9.3 |
35.0 |
69.2 |
16.6 |
-29.9 |
38.7 |
6.7 |
10.7 |
399.4 |
6.4 |
15.2 |
-26.2 |
13.0 |
82.5 |
| Fundamental Rule of Thumb |
92.1 |
-41.5 |
4.1 |
31.0 |
5.0 |
49.6 |
83.3 |
4.7 |
42.3 |
28.7 |
11.7 |
-9.4 |
756.0 |
8.1 |
33.8 |
-19.2 |
50.0 |
21.7 |
| Graham - Defensive Investor (Non-Utility) |
57.9 |
-32.0 |
20.6 |
26.6 |
26.2 |
11.7 |
32.7 |
3.1 |
61.5 |
12.0 |
3.6 |
9.6 |
548.6 |
6.6 |
25.8 |
-17.3 |
20.0 |
20.8 |
| Graham - Enterprising Investor |
48.5 |
-40.7 |
28.1 |
72.3 |
21.3 |
18.9 |
25.9 |
43.5 |
55.3 |
24.2 |
-5.0 |
-7.3 |
759.8 |
8.6 |
33.1 |
-23.4 |
4.0 |
38.9 |
| Lakonishok |
53.5 |
-23.7 |
15.1 |
14.4 |
14.0 |
31.2 |
39.9 |
-5.2 |
-3.5 |
36.7 |
14.8 |
7.3 |
397.4 |
5.6 |
16.6 |
-17.9 |
28.0 |
90.1 |
| Neff |
52.5 |
-33.6 |
-13.9 |
13.9 |
7.7 |
29.5 |
85.1 |
15.0 |
65.2 |
37.3 |
17.4 |
9.3 |
758.4 |
7.8 |
32.6 |
-21.7 |
22.0 |
34.3 |
| O'Shaughnessy - Value |
31.5 |
-49.1 |
-4.2 |
24.4 |
2.2 |
20.2 |
47.2 |
-12.1 |
10.6 |
22.3 |
-3.9 |
7.2 |
76.9 |
6.4 |
22.0 |
-23.8 |
50.0 |
18.4 |
| P/E Relative |
51.8 |
-15.8 |
3.9 |
21.2 |
17.2 |
24.7 |
51.1 |
11.1 |
16.1 |
20.3 |
-6.0 |
26.5 |
556.4 |
5.1 |
14.9 |
-18.3 |
33.0 |
77.2 |
| Piotroski |
78.3 |
32.6 |
-1.3 |
-15.8 |
-8.5 |
82.2 |
154.6 |
-15.9 |
100.2 |
-0.9 |
27.1 |
17.9 |
1985.2 |
8.8 |
38.2 |
-17.2 |
5.0 |
34.5 |
| Price-to-Free-Cash-Flow |
147.2 |
-41.5 |
-21.2 |
26.6 |
10.6 |
30.9 |
61.7 |
13.6 |
63.8 |
17.8 |
10.0 |
2.6 |
735.7 |
8.5 |
51.2 |
-31.7 |
30.0 |
23.0 |
| Schloss |
57.5 |
-23.1 |
-8.1 |
30.1 |
20.0 |
-26.6 |
140.7 |
-0.1 |
20.5 |
14.9 |
18.8 |
18.8 |
499.1 |
8.7 |
27.1 |
-40.4 |
13.0 |
55.2 |
| Weiss Blue Chip Div Yield |
27.9 |
-26.2 |
4.5 |
14.2 |
6.4 |
13.6 |
48.9 |
-14.1 |
25.6 |
18.8 |
3.9 |
3.3 |
179 |
5.8 |
14.3 |
-16.8 |
13.0 |
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 |
30.0 |
-25.8 |
14.4 |
11.3 |
11.4 |
27.6 |
35.2 |
-8.7 |
13.9 |
11.4 |
31.4 |
27.5 |
358.3 |
5.3 |
13.2 |
-19.0 |
30.0 |
21.2 |
| Buffettology - EPS Growth |
57.5 |
-36.9 |
5.8 |
8.8 |
11.9 |
13.2 |
32.8 |
-10.9 |
25.7 |
5.9 |
17.7 |
4.0 |
179.8 |
5.9 |
15.1 |
-20.8 |
46.0 |
11.6 |
| Buffettology - Sustainable Growth |
68.0 |
-28.9 |
3.9 |
8.7 |
9.5 |
17.5 |
37.6 |
-11.9 |
29.7 |
3.3 |
14.6 |
7.4 |
246.6 |
6.2 |
16.5 |
-20.4 |
33.0 |
13.4 |
| Fisher (Philip) |
107.9 |
-43.1 |
8.2 |
-1.2 |
-11.7 |
-3.9 |
78.1 |
-10.7 |
70.7 |
-16.7 |
5.4 |
2.6 |
162.7 |
10.3 |
32.8 |
-27.9 |
23.0 |
33.0 |
| Foolish Small Cap 8 Revised |
161 |
-60.6 |
13.5 |
44.6 |
15.3 |
-3.9 |
67.8 |
22.2 |
29.5 |
51.5 |
36.5 |
12.4 |
1055.3 |
9.7 |
28.1 |
-24.2 |
7.0 |
30.5 |
| Kirkpatrick Bargain |
22.2 |
-25.3 |
44.2 |
25.2 |
29.1 |
33.4 |
14.6 |
-18.4 |
-5.3 |
22.6 |
-15.8 |
0.0 |
159.9 |
6.6 |
21.1 |
-21.7 |
14.0 |
65.3 |
| Kirkpatrick Value |
-8.9 |
-3.7 |
77.8 |
18.5 |
88.2 |
16.6 |
45.6 |
-36.3 |
40.8 |
63.9 |
-24.4 |
0.0 |
556.7 |
9.9 |
36.1 |
-20.5 |
2.0 |
73.7 |
| Lynch |
82.8 |
-37.3 |
11.7 |
15.6 |
7.8 |
59.8 |
59.0 |
-7.2 |
39.3 |
3.2 |
8.9 |
1.3 |
496.8 |
5.7 |
18.9 |
-21.3 |
25.0 |
22.8 |
| Magic Formula |
97 |
-36.3 |
-5.6 |
27.9 |
-9.2 |
6.5 |
66.6 |
6.3 |
76.1 |
1.0 |
9.3 |
-9.9 |
354.4 |
7.8 |
30.7 |
-22.4 |
30.0 |
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 |
13.7 |
63.0 |
-27.3 |
2.0 |
68.4 |
| MAGNET Simple |
339.5 |
-70.2 |
-17.0 |
72.1 |
58.1 |
38.1 |
62.1 |
-6.7 |
-21.7 |
-26.7 |
168.1 |
25.1 |
1086 |
14.0 |
52.1 |
-30.0 |
3.0 |
66.8 |
| Muhlenkamp |
45.2 |
-24.5 |
-20.8 |
2.0 |
23.6 |
31.0 |
41.2 |
5.9 |
43.5 |
22.2 |
12.8 |
-6.6 |
295.8 |
6.0 |
21.0 |
-17.6 |
21.0 |
23.8 |
| Oberweis Octagon |
2.1 |
-56.8 |
29.1 |
24.0 |
4.1 |
42.3 |
67.8 |
-17.5 |
20.2 |
18.4 |
33.4 |
15.6 |
218.1 |
9.0 |
23.3 |
-23.2 |
17.0 |
41.9 |
| O'Shaughnessy - All Cap |
23.3 |
-40.9 |
12.5 |
24.1 |
21.9 |
47.4 |
28.7 |
-11.8 |
63.7 |
6.3 |
-15.3 |
18.2 |
261.4 |
5.9 |
15.2 |
-21.5 |
25.0 |
34.4 |
| O'Shaughnessy - Growth |
22.4 |
-38.2 |
12.6 |
17.2 |
14.4 |
45.1 |
90.3 |
10.1 |
19.2 |
11.5 |
19.5 |
19.4 |
558.2 |
6.8 |
18.6 |
-17.9 |
50.0 |
37.7 |
| O'Shaughnessy - Growth Market Leaders |
12.6 |
-44.5 |
15.5 |
9.6 |
18.9 |
6.7 |
26.2 |
-8.9 |
5.7 |
-9.0 |
16.8 |
35.3 |
75.2 |
5.5 |
13.6 |
-18.6 |
10.0 |
41.8 |
| O'Shaughnessy - Small Cap Growth and Value |
-3.3 |
-32.4 |
29.6 |
36.2 |
19.1 |
26.8 |
107.5 |
0.8 |
13.4 |
13.2 |
21.1 |
33.6 |
656.7 |
7.1 |
18.5 |
-18.2 |
25.0 |
48.1 |
| O'Shaughnessy - Tiny Titans |
71.1 |
-56.4 |
2.2 |
35.2 |
7.5 |
45.8 |
154.8 |
51.9 |
84.1 |
-6.6 |
53.8 |
38.1 |
2185 |
9.1 |
37.4 |
-21.0 |
25.0 |
42.4 |
| Price-to-Sales |
47.1 |
-38.5 |
2.4 |
16.6 |
16.9 |
11.1 |
69.8 |
1.3 |
43.3 |
23.3 |
21.1 |
13.2 |
484.1 |
6.3 |
18.3 |
-20.6 |
52.0 |
39.6 |
| Rule #1 Investing |
99.8 |
-43.2 |
-11.7 |
2.5 |
-6.7 |
13.5 |
48.0 |
-29.4 |
38.0 |
15.0 |
41.4 |
7.9 |
175.1 |
8.3 |
27.0 |
-26.8 |
15.0 |
26.4 |
| Stock Market Winners |
-9.0 |
-34.7 |
13.0 |
-5.5 |
25.9 |
9.6 |
131.5 |
32.1 |
41.6 |
27.6 |
21.7 |
-12.0 |
418.1 |
7.2 |
22.0 |
-23.4 |
13.0 |
62.8 |
| T. Rowe Price |
40.1 |
-47.8 |
-7.1 |
-11.3 |
23.1 |
44.9 |
39.2 |
-15.1 |
8.4 |
35.2 |
-4.5 |
1.8 |
81.0 |
7.4 |
28.2 |
-20.0 |
10.0 |
30.8 |
| Templeton |
54.7 |
-36.6 |
4.6 |
5.3 |
4.7 |
22.2 |
46.8 |
-32.6 |
22.0 |
20.3 |
8.1 |
16.2 |
152.0 |
6.0 |
14.5 |
-23.1 |
25.0 |
27.6 |
| Value on the Move - PEG with Est Growth |
24.2 |
-37.2 |
29.5 |
18.3 |
23.1 |
54.1 |
87.0 |
7.9 |
34.8 |
22.9 |
11.0 |
2.1 |
759.6 |
6.4 |
15.7 |
-23.1 |
45.0 |
44.1 |
| Value on the Move - PEG with Hist Growth |
23.9 |
-38.3 |
20.7 |
9.1 |
17.2 |
32.5 |
50.1 |
12.1 |
22.4 |
19.4 |
18.0 |
1.5 |
360.3 |
5.0 |
12.7 |
-19.1 |
92.0 |
36.7 |
| Wanger (Revised) |
24.7 |
-36.3 |
15.9 |
16.5 |
14.5 |
22.5 |
53.2 |
-13.1 |
21.1 |
-2.8 |
3.2 |
-2.4 |
137.9 |
6.8 |
22.8 |
-19.8 |
31.0 |
27.7 |
| Zweig |
-13.3 |
-33.9 |
20.7 |
18.6 |
27.8 |
49.5 |
88.8 |
16.9 |
57.9 |
46.2 |
17.1 |
54.5 |
1343 |
8.7 |
32.7 |
-24.2 |
14.0 |
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 |
106 |
-42.7 |
28.9 |
41.4 |
4.3 |
-10.8 |
87.8 |
-42.6 |
-27.4 |
-8.3 |
107.4 |
nmf |
198.1 |
10.9 |
51.3 |
-25.7 |
14.0 |
63.6 |
| Foolish Small Cap 8 |
48.1 |
-53.5 |
-2.8 |
9.4 |
22.6 |
10.1 |
107.7 |
-19.4 |
-8.6 |
24.2 |
80.9 |
17.7 |
300.2 |
9.8 |
38.8 |
-22.5 |
21.0 |
36.5 |
| IBD Stable 70 |
56.0 |
-37.2 |
-10.6 |
6.9 |
1.8 |
29.0 |
48.4 |
-11.0 |
9.5 |
23.9 |
3.6 |
21.9 |
178.2 |
5.7 |
18.4 |
-21.9 |
48.0 |
12.1 |
| Inve$tware Quality Growth |
39.6 |
-24.1 |
-10.9 |
0.9 |
14.9 |
18.0 |
33.3 |
-25.0 |
8.0 |
18.5 |
-3.0 |
14.5 |
83.9 |
5.9 |
18.2 |
-22.0 |
24.0 |
11.7 |
| Kirkpatrick Growth |
80.2 |
-34.0 |
87.2 |
16.2 |
35.2 |
-1.5 |
100.3 |
-9.1 |
-9.8 |
-11.4 |
113.5 |
0.0 |
971.6 |
10.8 |
64.1 |
-23.1 |
12.0 |
60.8 |
| O'Neil's CAN SLIM |
97.3 |
-10.5 |
30.4 |
29.5 |
24.1 |
-3.8 |
79.0 |
20.5 |
54.4 |
38.0 |
36.6 |
28.2 |
2763.6 |
8.8 |
69.6 |
-23.1 |
8.0 |
57.1 |
| 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 |
8.5 |
52.7 |
-26.7 |
9.0 |
65.4 |
| Return on Equity |
40.0 |
-33.8 |
7.2 |
8.7 |
17.6 |
23.9 |
46.9 |
-3.8 |
18.1 |
31.4 |
1.0 |
18.8 |
314.0 |
5.9 |
13.0 |
-22.2 |
34.0 |
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 |
53.2 |
-58.7 |
25.3 |
44.7 |
12.9 |
14.5 |
82.3 |
-4.4 |
-5.3 |
9.9 |
4.0 |
2.3 |
186.6 |
7.1 |
31.1 |
-29.7 |
26.0 |
42.7 |
| Dual Cash Flow |
76.0 |
-46.8 |
-7.3 |
20.4 |
10.4 |
24.7 |
66.9 |
-13.9 |
24.6 |
5.7 |
114.3 |
0.9 |
488.9 |
7.5 |
34.7 |
-23.6 |
68.0 |
31.0 |
| Est Rev Down |
57.6 |
-42.6 |
-20.0 |
12.9 |
-0.4 |
13.4 |
51.8 |
-43.8 |
26.7 |
-7.1 |
21.9 |
-15.0 |
-4.0 |
7.7 |
25 |
-25.3 |
213.0 |
78.8 |
| Est Rev Down 5% |
76.0 |
-47.8 |
-24.7 |
26.1 |
2.5 |
8.0 |
70.9 |
-61.5 |
28.3 |
-4.2 |
27.8 |
-3.9 |
-4.1 |
9.5 |
33.5 |
-30.5 |
80.0 |
88.7 |
| Est Rev Up |
53.9 |
-31.2 |
13.7 |
21.8 |
17.3 |
25.2 |
57.3 |
0.8 |
-3.5 |
2.2 |
38.2 |
29.9 |
504.3 |
6.0 |
12.2 |
-18.6 |
169.0 |
81.0 |
| Est Rev Up 5% |
86.3 |
-18.4 |
25.7 |
40.3 |
24.5 |
25.8 |
75.0 |
12.9 |
-8.1 |
3.6 |
107.1 |
43.3 |
2243.4 |
8.6 |
30.8 |
-21.7 |
43.0 |
91.8 |
| Graham - Defensive Investor (Utility) |
7.9 |
-18.4 |
1.8 |
29.4 |
18.5 |
16.2 |
16.6 |
-15.9 |
5.2 |
51.4 |
-8.4 |
14.6 |
161.6 |
4.4 |
12.0 |
-13.4 |
18.0 |
14.7 |
| Insider Net Purchases |
59.0 |
-51.7 |
-10.9 |
4.8 |
-14.6 |
33.5 |
86.8 |
-20.9 |
21.8 |
-38.3 |
7.5 |
nmf |
-2.4 |
8.8 |
27.8 |
-27.2 |
28.0 |
28.6 |
| Murphy Technology |
28.8 |
-49.7 |
-15.8 |
-1.9 |
34.1 |
107.9 |
-33.7 |
-79.6 |
26.7 |
-52.1 |
139.7 |
29.7 |
-62.0 |
14 |
58.5 |
-44.9 |
11.0 |
22.9 |
| 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 |
65.8 |
-46.3 |
-4.5 |
17.2 |
4.5 |
22.8 |
81.1 |
-13.3 |
21.2 |
-14.2 |
35.1 |
5.9 |
198.7 |
6.7 |
23.9 |
-22.1 |
|
| Dow Jones 30 |
18.8 |
-33.8 |
6.4 |
16.3 |
-0.1 |
2.6 |
25.3 |
-16.8 |
-7.1 |
-6.2 |
25.2 |
16.1 |
31.9 |
4.7 |
11.8 |
-15.1 |
|
| Nasdaq 100 |
53.5 |
-41.9 |
18.7 |
6.8 |
1.5 |
10.4 |
49.1 |
-37.6 |
-32.7 |
-36.8 |
102.0 |
85.5 |
87.9 |
9.2 |
25.0 |
-27.5 |
|
| S&P 500 |
23.5 |
-38.5 |
3.5 |
13.6 |
3.0 |
9.0 |
26.4 |
-23.4 |
-13.0 |
-10.1 |
19.5 |
26.7 |
14.9 |
4.7 |
9.7 |
-16.8 |
|
| S&P/Barra 500 Growth (incl dividends) |
31.6 |
-33.9 |
9.1 |
11.0 |
1.1 |
7.0 |
27.1 |
-28.1 |
-16.1 |
-19.1 |
37.4 |
38.2 |
34.1 |
5.3 |
10.8 |
-16.5 |
|
| S&P/Barra 500 Value (incl dividends) |
21.2 |
-38.5 |
2.0 |
15.3 |
8.7 |
15.0 |
30.4 |
-16.6 |
-8.2 |
-0.5 |
4.9 |
18.9 |
35.7 |
4.7 |
11.0 |
-17.1 |
|
| S&P MidCap 400 |
35.0 |
-37.3 |
6.7 |
9.0 |
11.3 |
15.2 |
34.0 |
-15.4 |
-1.6 |
16.2 |
13.3 |
17.7 |
118 |
5.7 |
14.8 |
-21.8 |
|
| S&P MidCap Growth (incl dividends) |
38.1 |
-36.9 |
13.5 |
5.8 |
14.4 |
15.8 |
37.6 |
-19.7 |
-2.6 |
15.8 |
36.1 |
37.2 |
222.8 |
6.3 |
19.0 |
-22.2 |
|
| S&P MidCap Value (incl dividends) |
33.7 |
-33.4 |
2.7 |
13.4 |
10.8 |
17.2 |
33.8 |
-9.4 |
1.4 |
19.5 |
-2.6 |
3.7 |
99.5 |
5.2 |
15.7 |
-21.8 |
|
| S&P SmallCap 600 |
23.8 |
-32.0 |
-1.2 |
14.1 |
6.7 |
21.4 |
37.8 |
-15.3 |
5.7 |
11.0 |
11.5 |
-2.1 |
83.6 |
6.0 |
17.3 |
-20.2 |
|
| S&P SmallCap Growth (incl dividends) |
30.7 |
-32.2 |
5.6 |
10.6 |
7.3 |
24.3 |
38.5 |
-16.6 |
3.0 |
7.6 |
19.7 |
-0.1 |
111.2 |
6.3 |
17.0 |
-21.7 |
|
| S&P SmallCap Value (incl dividends) |
20.6 |
-28.9 |
-5.5 |
19.6 |
8.5 |
21.1 |
39.2 |
-12.9 |
9.5 |
15.8 |
4.9 |
-2.6 |
99.8 |
5.7 |
18.4 |
-19.6 |
|
Unless otherwise stated, figures do not include dividends or transactions costs. * Through 12/31/2009 |