Sunday, June 30, 2013

Top 200 List - June 28th, 2013

Top 200 List - June 28th, 2013

I have had a prolific weekend on a slow Summer day in New England. As my readers know, I like to replicate the official MFI site (Magic Formula Investing) every now and then.  I add a few extra elements such as (1) country, (2) yahoo yield, (3) my calculated stats, (4) ranking and (5) 200 stocks.

I think my approach is pretty darned accurate.  I use Compustat as well and formulas that were devised by a team on the Yahoo Groups board and detailed in my blog (MFI Diary: The Calculation).  I also cross reference my list with the official top 50 and they are almost always within my top 100 (I have more on my list as I do not exclude some stocks the official site excludes, such as some stocks in other countries).

Be aware that this is all formula driven, the dividend yields should definitely be verified as they come from Yahoo Finance which is not always reliable.  The main financials (from Compustat) have seemed very reliable to me.

Ticker Rank  Stock Price  Market Cap Earnings Yield ROIC Dividend Yield Country
PDLI 1           7.72        1,151 29% 648782% 7.8%   USA
IDCC 2         44.65        1,837 28% 5456% 4.3%   USA
EBIX 3           9.26            359 19% 803% 1.3%   USA
SPPI 4           7.46            441 14% 2433% 2.0%   USA
BPI 5         12.18            670 57% 198% 0.0%   USA
TNH 6      213.99        3,959 16% 427% 7.8%   USA
AAPL 7      396.53    375,131 15% 348% 2.0%   USA
CYOU 8         30.44        1,628 25% 171% 12.7%   China
ESI 9         24.40            573 47% 153% 0.0%   USA
ATVI 10         14.26      15,971 13% 1147% 1.4%   USA
UIS 11         22.07            972 25% 148% 0.0%   USA
HLF 12         45.14        4,878 14% 267% 2.6%   Cayman Islands
DLX 13         34.65        1,773 13% 307% 2.9%   USA
APOL 14         17.72        2,009 40% 120% 0.0%   USA
KLIC 15         11.06            847 47% 111% 0.0%   USA
GA 16           8.01        1,972 12% 384% 5.3%   China
AUXL 17         16.63            819 13% 244% 0.0%   USA
TARO 18         55.90        2,502 18% 115% 0.0%   Israel
VG 19           2.83            632 13% 159% 0.0%   USA
AZN 20         47.30      59,125 14% 142% 5.8%   United Kingdom
QCOR 21         45.44        2,739 12% 678% 1.4%   USA
GTIV 22           9.96            307 14% 129% 0.0%   USA
RGR 23         48.04            951 14% 145% 3.4%   USA
RTN 24         66.12      21,701 13% 154% 3.1%   USA
LO 25         43.68      16,573 11% 698% 4.9%   USA
CPLA 26         41.65            520 14% 129% 0.0%   USA
SWHC 27           9.98            653 22% 100% 0.0%   USA
LPS 28         32.35        2,754 12% 265% 1.3%   USA
VCI 29         24.59            979 15% 107% 3.8%   USA
STX 30         44.83      16,542 16% 102% 2.8%   Ireland
RDA 31         11.08            533 12% 179% 10.3%   China
NTES 32         63.17        8,204 11% 473% 1.6%   China
NVDA 33         14.04        8,695 14% 119% 1.1%   USA
NOC 34         82.80      19,955 14% 109% 2.7%   USA
MSFT 35         34.55    291,180 11% 294% 2.5%   USA
HFC 36         42.78        8,736 40% 78% 6.9%   USA
STRA 37         48.83            530 17% 87% 6.3%   USA
MYGN 38         26.87        2,215 11% 249% 0.0%   USA
SAI 39         13.93        4,680 14% 100% 10.9%   USA
ABT 40         34.88      55,320 16% 87% 2.2%   USA
CTCM 41         11.12        1,758 13% 103% 4.8%   Russia
GDOT 42         19.95            724 13% 118% 0.0%   USA
ORCL 43         30.71    146,057 11% 466% 1.0%   USA
RPXC 44         16.80            885 10% 2254% 0.0%   USA
PBI 45         14.68        2,968 13% 114% 8.6%   USA
DELL 46         13.33      23,465 12% 134% 1.8%   USA
ENDP 47         36.79        4,164 12% 162% 0.0%   USA
CF 48      171.50      10,770 27% 72% 0.9%   USA
GME 49         42.03        5,018 13% 105% 2.6%   USA
CSCO 50         24.34    131,093 11% 331% 2.2%   USA
CRUS 51         17.36        1,166 21% 73% 0.0%   USA
UTHR 52         65.82        3,447 14% 93% 0.0%   USA
BAH 53         17.38        2,540 12% 137% 39.3%   USA
USNA 54         72.38        1,006 11% 171% 0.0%   USA
CA 55         28.62      12,879 10% 439% 3.5%   USA
SIMO 56         10.59            361 24% 69% 1.4%   Taiwan
CHE 57         72.43        1,376 11% 156% 1.0%   USA
HPQ 58         24.80      48,286 14% 78% 2.2%   USA
MANT 59         26.12            968 16% 71% 3.3%   USA
FLR 60         59.31        9,726 13% 92% 1.1%   USA
WTW 61         46.00        2,587 10% 603% 1.5%   USA
CACI 62         63.49        1,505 13% 88% 0.0%   USA
XLS 63         13.79        2,617 18% 69% 3.0%   USA
EGY 64           5.72            338 32% 63% 0.0%   USA
WCRX 65         19.91        5,001 10% 396% 21.4%   Ireland
EXPR 66         20.97        1,793 13% 80% 0.0%   USA
WNR 67         28.07        3,062 28% 63% 6.7%   USA
GAME 68           3.95        1,067 24% 63% 0.0%   China
ACAT 69         44.98            593 13% 87% 0.0%   USA
CVI 70         47.40        4,116 33% 61% 27.1%   USA
VGR 71         16.22        1,408 10% 235% 9.7%   USA
GD 72         78.33      27,690 13% 83% 2.7%   USA
RRGB 73         55.18            791 28% 60% 0.0%   USA
LF 74           9.84            667 14% 70% 0.0%   USA
KLAC 75         55.73        9,428 12% 99% 2.8%   USA
APEI 76         37.16            669 12% 84% 0.0%   USA
HRS 77         49.25        5,477 13% 74% 3.0%   USA
WDC 78         62.09      15,212 19% 61% 1.2%   USA
GTN 79           7.20            415 12% 88% 0.0%   USA
BKE 80         52.02        2,493 11% 118% 10.2%   USA
DHX 81           9.21            563 9% 460% 0.0%   USA
NSU 82           2.95            591 94% 54% 4.4%   Canada
COH 83         57.09      16,249 10% 149% 2.2%   USA
ETM 84           9.44            351 11% 113% 0.0%   USA
DNB 85         97.45        3,986 9% 1196% 1.6%   USA
EGL 86         28.42            494 15% 60% 0.0%   USA
MO 87         34.99      70,085 9% 378% 5.0%   USA
BLC 88         13.95        1,453 11% 113% 2.3%   USA
NTE 89           5.60            256 125% 52% 9.2%   China
MHFI 90         53.19      15,122 9% 398% 2.0%   USA
LMT 91      108.46      35,390 11% 93% 4.1%   USA
CRWN 92           2.47            888 10% 126% 0.0%   USA
NUS 93         61.12        3,702 10% 133% 1.6%   USA
LNN 94         74.98            971 13% 62% 0.6%   USA
AVG 95         19.45        1,062 9% 778% 0.0%   Netherlands
KFY 96         18.74            906 10% 131% 0.0%   USA
BCOR 97         18.54            821 9% 659% 0.0%   USA
GCI 98         24.46        5,752 13% 60% 3.2%   USA
RECN 99         11.60            475 12% 66% 2.0%   USA
CATO 100         24.96            720 19% 51% 10.5%   USA
RIOM 101           1.81            326 37% 47% 0.0%   Canada
JOY 102         48.53        5,213 18% 51% 1.4%   USA
VCLK 103         24.71        1,917 9% 269% 0.0%   USA
ARDNA 104      110.39            339 11% 88% 19.3%   USA
REV 105         22.06        1,155 10% 144% 0.0%   USA
NSP 106         30.30            755 11% 77% 2.3%   USA
FL 107         35.13        5,364 14% 53% 2.2%   USA
MCRS 108         43.15        3,474 9% 608% 0.0%   USA
NTGR 109         30.54        1,193 15% 51% 0.0%   USA
DK 110         28.78        1,745 31% 45% 2.7%   USA
BR 111         26.58        3,323 9% 191% 2.7%   USA
RAI 112         48.37      26,770 9% 265% 4.9%   USA
CSGS 113         21.78            708 11% 71% 0.0%   USA
TEO 114         14.88        2,930 32% 44% 0.0%   Argentina
SYNT 115         62.87        2,630 10% 102% 3.8%   USA
PHMD 116         15.94            337 12% 63% 0.0%   USA
JCOM 117         42.51        1,941 8% 652% 2.7%   USA
AGI 118         12.08        1,533 16% 47% 1.8%   Canada
LHCG 119         19.58            334 13% 54% 0.0%   USA
BRCD 120           5.76        2,689 12% 62% 0.0%   USA
ABBV 121         41.34      66,351 9% 198% 1.9%   USA
SHOO 122         48.38        2,167 10% 105% 0.0%   USA
DGX 123         60.63        9,665 10% 109% 1.8%   USA
SCCO 124         27.62      23,354 13% 52% 12.4%   USA
NDZ 125           7.40            458 13% 53% 0.0%   Canada
CJES 126         19.37        1,066 21% 43% 0.0%   USA
IILG 127         19.92        1,144 9% 221% 2.0%   USA
AEO 128         18.26        3,592 12% 53% 10.8%   USA
DLB 129         33.45        3,435 10% 89% 11.9%   USA
SCSS 130         25.06        1,409 9% 132% 0.0%   USA
IPG 131         14.55        6,027 9% 135% 1.8%   USA
GPS 132         41.73      19,655 11% 65% 1.0%   USA
TRLG 133         31.66            810 12% 56% 3.2%   USA
XIN 134           4.32            312 11500% 40% 4.3%   China
VIAB 135         68.03      34,035 9% 230% 0.4%   USA
INFY 136         41.19      23,536 10% 78% 1.9%   India
FFIV 137         68.80        5,443 8% 670% 0.0%   USA
ALDW 138         23.80        1,488 13% 48% 8.7%   USA
QSII 139         18.71        1,114 9% 128% #NAME?   USA
EZPW 140         16.91            917 17% 43% 0.0%   USA
FWLT 141         21.71        2,272 11% 65% 0.0%   Switzerland
GPN 142         46.32        3,628 9% 101% 0.2%   USA
NCMI 143         16.89            922 8% 290% 5.2%   USA
CHKP 144         49.68      10,065 8% 2000% 0.0%   Israel
TW 145         81.94        5,824 9% 141% 0.7%   USA
BBBY 146         70.95      15,491 11% 59% 0.0%   USA
MED 147         25.76            358 10% 73% 0.0%   USA
ABC 148         55.83      13,097 9% 165% 1.4%   USA
SFUN 149         24.82        2,068 9% 101% 4.0%   China
ITRN 150         16.87            354 10% 71% 4.8%   Israel
HHS 151           8.60            539 11% 61% 3.8%   USA
EDMC 152           5.62            700 14% 44% 0.0%   USA
SPLS 153         15.87      10,539 14% 46% 2.9%   USA
ROST 154         64.81      14,161 10% 83% 0.9%   USA
PBH 155         29.14        1,513 8% 329% 0.0%   USA
GORO 156           8.71            484 9% 128% 8.1%   USA
HAS 157         44.83        5,798 10% 75% 3.2%   USA
CAH 158         47.20      16,284 11% 62% 2.3%   USA
SEM 159           8.20        1,128 12% 50% 19.3%   USA
MDP 160         47.70        2,150 9% 118% 3.3%   USA
SAVE 161         31.72        2,309 9% 128% 0.0%   USA
IGTE 162         16.42            969 12% 53% 0.0%   USA
STO 163         20.69      65,831 43% 37% 5.6%   Norway
TGA 164           6.20            510 37% 38% 0.0%   Canada
EME 165         40.65        2,768 10% 64% 1.2%   USA
ACN 166         71.96      51,450 8% 469% 2.0%   Ireland
LH 167      100.10        9,459 9% 100% 0.0%   USA
GRMN 168         36.17        7,106 10% 65% 5.0%   Cayman Islands
DOX 169         37.09        6,041 9% 96% 1.4%   Channel Islands
MD 170         91.58        4,615 8% 152% 0.0%   USA
CROX 171         16.50        1,463 12% 47% 0.0%   USA
TRW 172         66.44        8,431 12% 45% 0.0%   USA
MPC 173         71.06      23,663 24% 37% 2.0%   USA
LEA 174         60.46        5,796 14% 41% 1.0%   USA
TGD 175           2.18            318 22% 37% 0.0%   Canada
MDT 176         51.47      52,654 9% 77% 2.0%   USA
VDSI 177           8.31            325 10% 70% 0.0%   USA
EMR 178         54.54      39,558 10% 69% 2.9%   USA
LTD 179         49.25      14,539 9% 80% 4.3%   USA
DPS 180         45.93        9,475 9% 83% 3.1%   USA
IGT 181         16.71        4,438 10% 67% 1.8%   USA
LXK 182         30.57        1,978 17% 38% 3.9%   USA
OMC 183         62.87      16,547 8% 240% 2.2%   USA
EC 184         42.06      86,468 13% 41% 7.9%   Colombia
CBPO 185         23.19            647 11% 50% 0.0%   China
TWX 186         57.82      55,299 9% 101% 1.9%   USA
LLL 187         85.74        7,845 12% 47% 2.4%   USA
FICO 188         45.83        1,672 8% 269% 0.2%   USA
IBM 189      191.11    214,808 9% 96% 1.8%   USA
VIV 190         22.82      16,931 18% 37% 6.2%   Brazil
TVL 191         15.30            794 10% 60% 0.0%   USA
MCO 192         60.93      13,843 8% 369% 1.2%   USA
DV 193         31.02        1,994 13% 42% 1.1%   USA
FCN 194         32.89        1,336 10% 57% 0.0%   USA
CHS 195         17.06        2,722 12% 47% 1.3%   USA
OSK 196         37.97        3,363 12% 46% 0.0%   USA
QLGC 197           9.56            871 14% 38% 0.0%   USA
VAR 198         67.45        7,463 9% 80% 0.0%   USA
NCI 199         12.00            616 11% 48% 0.0%   USA
CEO 200      167.48      75,044 22% 35% 3.7%   Hong Kong

Here is the current top 50 over 300m market cap and where they fall on my list:

Ticker Mkt Cap Date My Ranking
ABT 54,373.04 28-Jun 40
ATVI 15,927.18 28-Jun 10
APOL 1,997.75 28-Jun 14
AAPL 372,775.50 28-Jun 7
AUXL 820.01 28-Jun 17
BAH 2,411.06 28-Jun 53
CA 12,826.02 28-Jun 55
CACI 1,463.51 28-Jun 62
CPLA 516.17 28-Jun 26
CF 10,388.78 28-Jun 48
CHE 1,359.66 28-Jun 57
CRUS 1,098.73 28-Jun 51
CSCO 129,340.50 28-Jun 50
CVI 4,115.79 28-Jun 70
DELL 23,385.38 28-Jun 46
DLX 1,756.76 28-Jun 13
EBIX 344.18 28-Jun 3
ENDP 4,528.00 28-Jun 47
XLS 2,593.90 28-Jun 63
FLR 9,659.29 28-Jun 60
GME 5,001.57 28-Jun 49
GTIV 311.01 28-Jun 22
HLF 4,649.42 28-Jun 12
HPQ 47,690.40 28-Jun 58
IDCC 1,837.39 28-Jun 2
ESI 570.03 28-Jun 9
LPS 2,746.52 28-Jun 28
LO 16,511.04 28-Jun 25
MSFT 288,416.20 28-Jun 35
NSU 587.07 28-Jun 82
NOC 19,466.53 28-Jun 34
PDLI 1,079.38 28-Jun 1
PBI 2,957.58 28-Jun 45
QCOR 2,706.13 28-Jun 21
RTN 21,422.88 28-Jun 24
RPXC 899.10 28-Jun 44
SAI 4,764.06 28-Jun 39
STX 16,061.87 28-Jun 30
SWHC 663.79 28-Jun 27
SPPI 447.66 28-Jun 4
STRA 527.90 28-Jun 37
RGR 928.08 28-Jun 23
UIS 973.29 28-Jun 11
UTHR 3,307.13 28-Jun 52
USNA 972.21 28-Jun 54
EGY 331.25 28-Jun 64
VCI 955.57 28-Jun 29
VG 604.10 28-Jun 19
WTW 2,586.76 28-Jun 61
WNR 2,960.88 28-Jun 67