Sunday, August 18, 2013

Top 200 MFI List - August 16th 2013

August 16th, 2013

I have had a relaxing weekend on a slow Summer day in London. 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
IDCC 1         35.53        1,473 40% 5154% 5.3%   USA
PDLI 2           7.99        1,216 29% 715836% 7.4%   USA
EBIX 3         11.00            427 15% 796% 1.1%   USA
TNH 4      219.38        4,059 15% 371% 7.3%   USA
USMO 5         14.22            310 18% 219% 3.5%   USA
GA 6           8.09        1,999 13% 387% 0.0%   China
CYOU 7         29.76        1,592 26% 169% 0.0%   China
ASCMA 8         73.52        1,075 3% 114% 0.0%   USA
BPI 9         16.61            924 24% 143% 0.0%   USA
ESI 10         26.86            633 37% 133% 0.0%   USA
NTES 11         63.57        8,277 12% 496% 1.6%   China
RGR 12         52.12        1,034 15% 180% 2.8%   USA
LO 13         42.16      15,878 12% 681% 4.9%   USA
MSFT 14         31.80    268,456 13% 275% 2.9%   USA
ATVI 15         17.30      19,497 11% 1309% 1.1%   USA
APOL 16         19.19        2,176 36% 120% 0.0%   USA
MYGN 17         27.41        2,265 12% 307% 0.0%   USA
UIS 18         24.25        1,072 18% 124% 0.0%   USA
DLX 19         42.36        2,160 12% 318% 2.4%   USA
CSCO 20         24.27    131,956 11% 347% 2.5%   USA
LPS 21         32.25        2,759 11% 342% 1.2%   USA
GTIV 22         12.86            402 13% 137% 0.0%   USA
TARO 23         65.00        2,910 15% 116% 0.0%   Israel
AAPL 24      502.33    464,286 11% 306% 2.3%   USA
USNA 25         77.15        1,088 12% 196% 0.0%   USA
AZN 26         49.99      62,687 12% 140% 5.6%   United Kingdom
CHE 27         70.93        1,345 12% 185% 1.0%   USA
SWHC 28         11.24            736 20% 100% 0.0%   USA
RPXC 29         15.70            839 10% 1887% 0.0%   USA
RDA 30         11.35            545 12% 152% 10.8%   China
ENDP 31         36.81        4,315 12% 169% 0.0%   USA
CTCM 32         10.86        1,714 14% 115% 5.2%   Russia
COH 33         51.90      14,808 12% 174% 2.3%   USA
VCI 34         27.73        1,080 14% 114% 2.2%   USA
NOC 35         94.02      22,330 13% 112% 2.4%   USA
CRUS 36         20.16        1,334 20% 82% 0.0%   USA
NTE 37           7.71            349 61% 76% 5.6%   China
RTN 38         76.74      24,987 12% 133% 2.7%   USA
VCLK 39         21.58        1,671 11% 207% 0.0%   USA
STRA 40         42.52            448 19% 81% 4.7%   USA
PETS 41         15.36            307 11% 161% 4.0%   USA
ORCL 42         32.41    154,142 10% 466% 0.9%   USA
SAI 43         15.35        5,158 13% 100% 3.1%   USA
CACI 44         68.80        1,673 13% 99% 0.0%   USA
PBI 45         17.49        3,547 12% 121% 8.6%   USA
HLF 46         64.94        6,954 10% 281% 1.8%   Cayman Islands
VGR 47         16.05        1,397 10% 249% 9.8%   USA
DHX 48           8.52            519 10% 398% 0.0%   USA
UTHR 49         71.21        3,749 13% 94% 0.0%   USA
BAH 50         20.90        3,077 11% 137% 41.2%   USA
EXPR 51         20.62        1,763 14% 80% 0.0%   USA
XLS 52         14.66        2,793 18% 70% 2.8%   USA
KLIC 53         11.39            871 29% 66% 0.0%   USA
CA 54         30.55      13,776 10% 462% 2.4%   USA
HPQ 55         26.42      51,440 14% 78% 2.0%   USA
CVRR 56         26.71        3,942 30% 65% 0.0%   USA
MO 57         34.29      68,649 10% 388% 5.0%   USA
STX 58         39.20      14,543 14% 75% 3.7%   Ireland
GME 59         47.58        5,681 11% 105% 1.9%   USA
APEI 60         39.71            708 12% 85% 0.0%   USA
BKE 61         52.77        2,529 11% 118% 10.0%   USA
CF 62      187.84      11,176 22% 64% 0.8%   USA
BCOR 63         20.12            860 9% 761% 0.0%   USA
AVG 64         21.29        1,170 9% 773% 0.0%   Netherlands
GAME 65           4.51        1,218 20% 63% 0.0%   China
ABC 66         56.53      13,322 10% 186% 1.2%   USA
FLR 67         66.19      10,864 11% 91% 1.0%   USA
LF 68         10.39            709 13% 70% 0.0%   USA
MANT 69         28.04        1,041 15% 66% 3.0%   USA
WNR 70         29.75        3,116 25% 59% 6.1%   USA
HRB 71         29.68        8,154 9% 286% 2.7%   USA
GD 72         83.75      29,558 12% 81% 2.5%   USA
HRS 73         57.29        6,222 12% 80% 2.5%   USA
STRZA 74         24.57        3,030 10% 118% 0.0%   USA
GDOT 75         24.52            900 10% 120% 0.0%   USA
NVDA 76         15.19        8,992 11% 102% 1.5%   USA
CPLA 77         55.31            691 10% 133% 0.0%   USA
RAI 78         48.42      26,534 9% 273% 4.8%   USA
DNB 79      102.28        4,071 9% 1225% 1.5%   USA
BLC 80         14.25        1,490 10% 106% 2.3%   USA
MHFI 81         60.66      16,882 9% 437% 1.7%   USA
WCRX 82         21.39        5,407 9% 298% 21.0%   Ireland
ABT 83         34.97      55,137 12% 67% 2.2%   USA
CVI 84         42.66        3,704 35% 54% 12.9%   USA
QCOR 85         65.32        4,017 9% 1013% 1.4%   USA
GTN 86           6.69            388 11% 77% 0.0%   USA
GCI 87         24.46        5,739 13% 62% 3.3%   USA
PHMD 88         14.72            310 14% 59% 0.0%   USA
KFY 89         18.74            906 10% 130% 0.0%   USA
SAVE 90         31.23        2,280 10% 134% 0.0%   USA
PRSC 91         27.43            375 10% 136% 0.0%   USA
DGX 92         58.09        8,949 10% 105% 1.6%   USA
PFMT 93         11.04            546 9% 195% 0.0%   USA
LNN 94         75.18            973 13% 59% 0.6%   USA
MED 95         25.81            360 11% 78% 0.0%   USA
HRG 96           8.70        3,188 11% 78% 0.0%   USA
TW 97         81.73        5,819 9% 146% 0.8%   USA
BR 98         30.57        3,785 9% 178% 2.3%   USA
ABBV 99         43.00      69,187 9% 241% 1.9%   USA
WDC 100         64.60      15,698 16% 53% 1.5%   USA
OSK 101         45.75        4,037 13% 58% 0.0%   USA
EGL 102         33.93            598 13% 56% 0.0%   USA
FWLT 103         24.10        2,416 10% 81% 0.0%   Switzerland
FL 104         34.65        5,291 15% 53% 1.6%   USA
AEO 105         16.30        3,207 14% 53% 11.7%   USA
JOY 106         52.26        5,613 17% 51% 1.3%   USA
MDP 107         44.75        2,022 9% 120% 3.5%   USA
REV 108         24.23        1,269 9% 135% 0.0%   USA
CATO 109         27.09            781 17% 51% 10.1%   USA
CRWN 110           2.94        1,057 9% 129% 0.0%   USA
LMT 111      122.20      39,825 10% 94% 3.5%   USA
SCSS 112         21.71        1,215 10% 104% 0.0%   USA
OMC 113         61.48      15,936 9% 249% 2.1%   USA
WSTC 114         22.05        1,873 10% 104% 2.0%   USA
GORO 115           8.52            474 9% 128% 8.5%   USA
KLAC 116         56.54        9,537 10% 83% 2.9%   USA
ITRN 117         18.35            385 10% 76% 4.5%   Israel
DELL 118         13.82      24,378 9% 103% 2.3%   USA
ACN 119         71.65      51,229 8% 469% 2.3%   Ireland
NSP 120         33.49            832 10% 78% 2.0%   USA
NDZ 121           7.51            465 12% 53% 1.3%   Canada
ARTC 122         33.13            930 9% 102% 0.0%   USA
ROST 123         64.76      14,150 10% 83% 1.0%   USA
CROX 124         13.19        1,172 16% 45% 0.0%   USA
MCK 125      121.82      28,262 8% 183% 0.7%   USA
WINA 126         69.67            362 8% 277% 0.3%   USA
NSU 127           3.40            679 50% 41% 3.0%   Canada
DLB 128         32.51        3,350 9% 91% 12.1%   USA
SYNT 129         71.49        2,992 9% 116% 3.3%   USA
MD 130         97.34        4,920 8% 203% 0.0%   USA
MCO 131         64.44      14,576 8% 404% 1.1%   USA
DK 132         26.76        1,601 31% 41% 2.4%   USA
NCI 133         14.26            728 11% 57% 0.0%   USA
CSGS 134         24.90            808 10% 78% 0.6%   USA
VIAB 135         78.51      38,619 8% 245% 1.4%   USA
DOX 136         38.50        6,263 9% 98% 1.0%   Channel Islands
BBBY 137         73.45      16,037 11% 59% 0.0%   USA
DPS 138         44.83        9,213 9% 82% 3.1%   USA
TWX 139         60.86      57,866 9% 103% 1.7%   USA
HURN 140         50.02        1,138 9% 83% 0.0%   USA
PBH 141         31.66        1,648 8% 276% 0.0%   USA
LH 142         96.86        9,076 9% 91% 0.0%   USA
EME 143         39.27        2,674 10% 62% 1.2%   USA
CO 144           4.27            316 14% 43% 0.0%   Hong Kong
DV 145         28.91        1,843 14% 43% 1.1%   USA
CHS 146         15.88        2,533 13% 47% 1.0%   USA
SPLS 147         16.84      11,183 13% 46% 2.8%   USA
PBF 148         22.17            614 43% 38% 1.3%   USA
NTGR 149         29.67        1,159 13% 44% 0.0%   USA
SNDK 150         55.81      13,719 9% 80% 0.4%   USA
CAH 151         51.32      17,500 10% 66% 2.0%   USA
GPN 152         47.98        3,678 9% 83% 0.2%   USA
PM 153         85.75    139,858 8% 140% 3.9%   USA
SYNA 154         40.88        1,437 9% 81% 0.0%   USA
IGT 155         18.67        4,914 10% 73% 1.4%   USA
CBPO 156         23.08            644 11% 50% 0.0%   China
IACI 157         49.99        4,327 8% 127% 1.9%   USA
GRMN 158         37.78        7,416 9% 84% 4.7%   Cayman Islands
JCOM 159         51.25        2,358 8% 622% 2.3%   USA
TRW 160         70.58        8,879 12% 45% 0.0%   USA
VECO 161         33.58        1,315 11% 52% 0.0%   USA
ARB 162         45.50        1,249 8% 161% 0.9%   USA
ARDNA 163      130.10            400 9% 88% 16.1%   USA
SEM 164           8.56        1,171 12% 48% 18.0%   USA
RECN 165         12.96            525 10% 68% 1.9%   USA
VRA 166         20.14            818 12% 45% 0.0%   USA
SHOO 167         52.35        2,344 9% 87% 0.0%   USA
LHCG 168         23.99            411 11% 55% 0.0%   USA
LXK 169         39.86        2,555 14% 40% 3.0%   USA
CMTL 170         25.97            437 13% 40% 4.2%   USA
IBM 171      185.34    205,616 9% 90% 1.8%   USA
DTV 172         59.57      33,419 10% 59% 0.0%   USA
FCN 173         32.66        1,316 10% 53% 0.0%   USA
TJX 174         50.48      36,979 9% 84% 0.9%   USA
KONG 175           9.62            408 7% 748% 0.0%   China
HAS 176         44.90        5,925 9% 68% 3.4%   USA
STO 177         21.70      69,034 34% 35% 5.2%   Norway
LLY 178         52.86      57,302 9% 66% 3.7%   USA
AAP 179         80.80        5,926 11% 47% 0.3%   USA
MDT 180         53.91      55,150 9% 77% 1.9%   USA
FORTY 181         24.10            340 11% 46% 1.6%   Israel
IGTE 182         22.28        1,312 10% 57% 0.0%   USA
NSR 183         51.96        3,481 8% 171% 0.0%   USA
PLT 184         44.06        1,923 9% 64% 0.9%   USA
LLL 185         91.20        8,308 11% 46% 2.2%   USA
CR 186         59.48        3,499 10% 56% 1.9%   USA
VAR 187         71.72        7,872 9% 84% 0.0%   USA
LEA 188         70.88        6,064 12% 41% 0.8%   USA
PIR 189         21.79        2,349 10% 59% 0.8%   USA
TI 190           6.90      13,349 13% 38% 12.2%   Italy
EDMC 191           6.99            871 12% 41% 0.0%   USA
MCRS 192         49.51        3,986 7% 608% 0.0%   USA
MWW 193           4.53            507 10% 50% 0.0%   USA
FRAN 194         23.30        1,046 8% 112% 0.0%   USA
SCCO 195         28.80      24,336 11% 45% 12.8%   USA
CBS 196         51.68      32,248 8% 93% 0.9%   USA
LQDT 197         32.50        1,058 7% 659% 0.0%   USA
EZPW 198         17.77            964 15% 36% 0.0%   USA
MX 199         19.69            731 17% 35% 0.0%   South Korea
CEO 200      191.70      85,897 19% 35% 2.9%   Hong Kong



Definitely some names moving up/on the list, such as VCLK and MO.  I do a cross compare with the official list.  As you can see, we are pretty darned close! 

Ticker Mkt Cap Date My Ranking
ATVI 11,937.26 16-Aug 14
MO 68,744.80 16-Aug 55
APEI 700.72 16-Aug 59
APOL 2,165.30 16-Aug 16
AAPL 456,337.70 16-Aug 23
BCOR 827.80 16-Aug 62
BAH 2,909.87 16-Aug 49
BKE 2,550.01 16-Aug 60
CA 13,762.26 16-Aug 53
CACI 1,591.76 16-Aug 45
CF 10,894.72 16-Aug 61
CHE 1,316.46 16-Aug 26
CRUS 1,279.25 16-Aug 35
CSCO 127,854.40 16-Aug 19
COH 14,600.87 16-Aug 32
DLX 2,134.94 16-Aug 18
DHX 503.74 16-Aug 47
EBIX 406.74 16-Aug 3
ENDP 4,537.86 16-Aug 30
XLS 2,757.55 16-Aug 51
EXPR 1,760.74 16-Aug 50
FLR 10,791.16 16-Aug 66
GME 5,662.02 16-Aug 58
GTIV 402.71 16-Aug 21
HLF 6,688.82 16-Aug 44
HPQ 50,805.66 16-Aug 54
IDCC 1,463.13 16-Aug 1
ESI 627.66 16-Aug 9
LPS 2,750.93 16-Aug 20
LO 15,810.00 16-Aug 12
MSFT 264,830.40 16-Aug 13
MYGN 2,422.69 16-Aug 15
NOC 21,700.00 16-Aug 34
PDLI 1,354.04 16-Aug 2
PETS 308.87 16-Aug 39
PBI 3,529.53 16-Aug 43
RTN 24,710.28 16-Aug 37
RPXC 849.79 16-Aug 28
SAI 5,249.70 16-Aug 42
STX 14,089.93 16-Aug 57
SWHC 722.70 16-Aug 27
STRA 462.21 16-Aug 40
RGR 1,008.05 16-Aug 11
UIS 1,059.73 16-Aug 17
UTHR 3,549.18 16-Aug 48
USMO 308.09 16-Aug 5
USNA 1,036.28 16-Aug 24
VCI 1,077.59 16-Aug 33
VCLK 1,603.37 16-Aug 38
VGR 1,442.86 16-Aug 46

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