Thursday, September 09, 2010

My Ranking of Stocks

I have built a spreadsheet which ranks over 2000 stocks per the MFI formulas. So in essence I have re-created the website. I got a large assist from Randy Harmelink. My list differs a bit from the official list. I think most of this is due to timing (like I have HRB , which I was off the list until today), my inclusion of all foreign stocks (so I get GAME and GA, which are Chinese stocks) and then a few squirrely exceptions which I attribute to some sort of data difference (like I have a bio tech Aria and mfi doesn't). Recall they are not infallable, we have caught errors on the list in the past. Anyway, here are my top 100 stocks over 300m market cap:

Ticker Sector Country Market Cap P/E Earnings Yield ROIC Combined Rank
ARIA Healthcare USA 396 5.03 31% 1068% 28
ELNK Technology USA 936 3.37 32% 614% 44
GAME Consumer Goods China 1,659 7.48 22% 1486% 48
PDLI Healthcare USA 692 6.42 20% 259717% 51
IDCC Technology USA 1,144 7.66 34% 475% 56
UEPS Services South Africa 532 14.13 30% 426% 67
BPI Services USA 811 8.37 26% 326% 90
ESI Services USA 1,882 5.81 30% 296% 92
FRX Healthcare USA 8,441 16.7 23% 313% 102
SOLR Technology USA 1,317 13.3 17% 789% 120
OSK Consumer Goods USA 2,422 3.28 38% 215% 121
AMED Healthcare USA 719 4.94 30% 217% 128
IPXL Healthcare USA 1,103 5.33 42% 193% 137
SNDA Technology China 2,623 13.52 17% 347% 147
APOL Services USA 6,695 11.46 21% 228% 151
HRB Services USA 4,300 8.87 18% 272% 155
USMO Technology USA 336 10.01 27% 189% 163
SNDK Technology USA 8,612 8.19 18% 268% 167
UIS Technology USA 1,087 5.01 27% 183% 167
VPHM Healthcare USA 1,055 13.69 18% 224% 188
UNTD Technology USA 475 8.5 18% 202% 204
CYOU Technology China 1,438 4.67 15% 334% 214
GA Services China 1,396 12.79 14% 484% 218
TSRA Technology USA 830 19.22 19% 152% 223
PPD Services USA 584 10.52 17% 204% 226
ARO Services USA 2,073 9.05 23% 135% 229
MRX Healthcare USA 1,793 14.61 14% 806% 230
RST Technology USA 361 18.05 15% 225% 241
CSGS Technology USA 667 21.53 17% 178% 244
JCOM Technology USA 1,026 13.98 13% 902% 259
LO Consumer Goods USA 12,244 13.04 13% 682% 262
RTN Industrial Goods USA 17,086 10.67 17% 152% 264
NOK Technology Finland 34,641 28.03 15% 196% 266
MD Healthcare USA 2,299 12.22 13% 681% 274
CECO Services USA 1,516 7.38 25% 109% 278
EME Industrial Goods USA 1,623 12.94 19% 116% 283
TNDM Technology USA 382 10.13 34% 99% 284
DLX Services USA 946 7.49 14% 214% 286
GTIV Healthcare USA 650 10.24 18% 119% 287
MHP Services USA 9,174 11.69 14% 245% 304
MSFT Technology USA 210,195 11.51 13% 317% 306
LHCG Healthcare USA 391 8.15 20% 106% 307
AZN Healthcare United Kingdom 73,424 8.71 17% 121% 316
GXDX Healthcare USA 315 11.71 27% 90% 322
ARRS Technology USA 1,089 12.08 25% 90% 329
LPS Services USA 2,931 9.97 14% 194% 331
CBST Healthcare USA 1,322 14.09 14% 187% 335
COCO Services USA 453 3.12 40% 82% 334
GILD Healthcare USA 28,530 10.31 14% 171% 343
RIMM Technology Canada 24,741 9.8 17% 107% 347
SCSS Consumer Goods USA 348 5.75 15% 142% 349
GME Services USA 2,858 8.12 21% 88% 349
PETS Healthcare USA 393 15.59 13% 241% 353
STX Technology Ireland 5,275 3.56 35% 78% 356
FSYS Consumer Goods USA 622 8.65 21% 84% 359
MFW Services USA 492 4.81 14% 138% 359
PBH Healthcare USA 397 12.03 13% 201% 366
NSR Technology USA 1,768 16.83 13% 189% 368
AOL Technology USA 2,460
23% 81% 371
EGY Basic Materials USA 323 14.67 28% 75% 378
DELL Technology USA 24,484 15.94 14% 148% 380
GRMN Technology Cayman Islands 5,527 8.58 19% 84% 380
FWLT Industrial Goods Switzerland 2,976 10.42 16% 103% 386
DGIT Services USA 466 13.11 18% 88% 387
BKE Services USA 1,264 10.04 18% 85% 391
CRME Healthcare Canada 388 12.74 11% 1681% 393
JCG Services USA 2,154 13.57 14% 124% 394
CA Technology USA 9,850 12.48 12% 294% 396
RAI Consumer Goods USA 16,745 13.81 12% 243% 401
WDC Technology USA 6,098 4.48 41% 70% 400
PWRD Technology China 1,257 8.43 15% 103% 403
TRLG Consumer Goods USA 499 10.82 22% 74% 404
MANT Technology USA 1,334 11.23 14% 116% 408
CEPH Healthcare USA 4,570 12.15 17% 88% 407
LINC Services USA 324 5.25 33% 69% 411
DV Services USA 2,922 10.67 15% 106% 417
KLIC Technology USA 435 4.94 28% 69% 421
MCK Services USA 15,674 12.86 13% 134% 422
MA Services USA 27,085 16.37 11% 593% 423
DECK Consumer Goods USA 1,860 14.62 13% 128% 428
LMT Industrial Goods USA 25,636 9.23 15% 96% 438
CMTL Technology USA 604 12.55 26% 66% 445
VCLK Services USA 965 15.73 11% 885% 446
IOSP Basic Materials United Kingdom 321 20.72 29% 64% 446
ABC Services USA 7,830 13 12% 154% 446
MYGN Healthcare USA 1,515 10.46 12% 203% 448
CUB Technology USA 1,066 16.13 13% 116% 448
CRI Consumer Goods USA 1,433 9.92 17% 74% 450
KBR Services USA 3,818 13.21 15% 87% 453
ROST Services USA 6,422 12.41 15% 90% 455
INTC Technology USA 102,618 11.04 16% 79% 459
TKLC Technology USA 767 15.77 16% 79% 463
ENDP Healthcare USA 3,311 10.91 12% 167% 468
WTW Services USA 2,239 13.32 11% 1250% 467
VG Technology USA 474
13% 111% 469
HRS Technology USA 5,656 10.24 15% 83% 471
BR Technology USA 2,825 13.76 12% 172% 475
AFCE Services USA 303 15.01 12% 192% 481
PRX Healthcare USA 967 11.7 17% 72% 481
EDMC Services USA 625 5.19 18% 67% 483

Then here is the official top 50 list and where each stock appears on my list:

Ticker My Rank
AOL 59
ARO 26
AMED 12
APOL 15
ARRS 45
HRB 16
CSGS 29
CRME 66
CECO 35
CMTL 82
COCO 48
CBST 47
DLX 38
EME 36
ELNK 2
FRX 9
FSYS 55
SOLR 10
GME 52
GXDX 44
GTIV 39
GILD 49
IPXL 13
IDCC 5
LHCG 42
LPS 46
LO 31
MFW 56
MHP 40
MRX 27
MD 34
MSFT 41
TNDM 37
OSK 11
PDLI 4
PETS 53
PPD 25
RTN 32
RST 28
SNDK 18
STX 54
TSRA 24
USMO 17
UIS 19
UNTD 21
EGY 60
VIA B #N/A
VPHM 20
WDC 70
JCOM 30

I think that is pretty darned good that all the MFI top 50 stocks were in my top 100. There are some very strange omissions from the MFI list that are highlighted by my work. Such as ESI and BPI, for profit schools that were on the list a year ago, have had good earnings since then and have seen their stock prices drop. I am convinced they should be on the list (we have seen similar things happen as RAI was not on the list for years when their stats showed they should have been... the official list may kick out a stock for a reason we do not understand).

Anyway, I hope everyone finds this as cool as I do. It was a good deal of work and sucked up some serious resources. I do find it interesting to see some adrs (such as AZN) on the list.

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