Top 200 list 4/5/18

Top 200 List 4/5/18

I thought it was time to put together another top 200 list as we head towards q1 earnings.  I also want to start noodling about the 5 stocks for my MFI Select tranche which expires 5/6/18.  As a reminder, I allow myself totally freeform on picking stocks for my Select portfolio.  A key starting point for me is the top 200 list.

This is my version of the official magic formula screener from Joel Greenblatt's book.  I believe I come very close to matching the actual calculations.  When I first developed this, the official screen gave more earnings yield and ROIC data - so that is a large reason for confidence.

The formula details can be found in my blog post "The Calculation" if you want to see more.  I had a lot of help developing it from people on the Yahoo MFI board back in the day.  Also Randy Harmelink, of SMF fame, helped me automate workbook once the formulae were all working well.

I do give more info than official site.  I use Fidelity for data source and they use Compustat, so that matches what official website uses.  I do provide earnings yield and ROIC.  I also typically have more names as I do not throw out as many non-US firms and I keep some insurers and investment firms.

Here is my list:

Ticker	Rank	Stock Price	Market Cap	Earnings Yield	ROIC	Dividend Yield
VVUS	1	0.38	40	178%	1990%	0.00%
NHTC	2	18.92	213	42%	3748%	2.43%
CNCE	3	21.66	496	31%	4279%	0.00%
AVDL	4	7.47	294	23%	1989%	0.00%
AGX	5	43.42	686	32%	838%	2.30%
BPT	6	24.80	531	15%	38514%	13.48%
IDCC	7	75.10	2,668	16%	2858%	1.73%
QTRH	8	1.46	173	39%	445%	2.70%
ICON	9	1.07	61	23%	427%	0.00%
EVC	10	4.90	449	58%	305%	3.69%
NTIP	11	2.55	67	34%	284%	3.92%
GILD	12	75.41	98,561	13%	438%	2.82%
CERC	13	4.28	122	12%	6945%	0.00%
PTN	14	1.16	235	11%	12741%	0.00%
BPI	15	6.57	186	27%	176%	0.00%
UTHR	16	116.34	5,096	23%	167%	0.00%
MSB	17	25.50	335	10%	16407%	#VALUE!
YRD	18	37.00	2,289	15%	176%	1.44%
EGOV	19	13.75	912	10%	760%	2.33%
ESRX	20	70.04	39,811	10%	1018%	0.00%
CJREF	21	4.70	972	14%	165%	#VALUE!
SQBG	22	2.02	127	13%	190%	0.00%
MSGN	23	22.65	1,716	11%	265%	0.00%
DFIN	24	17.17	577	12%	187%	0.00%
DHX	25	1.70	82	17%	128%	0.00%
MPAA	26	21.86	417	11%	246%	0.00%
WU	27	19.09	8,774	10%	513%	3.75%
ACOR	28	23.70	1,096	10%	308%	0.00%
DISCK	29	20.66	11,735	11%	167%	0.00%
TRNC	30	16.58	557	15%	105%	0.00%
LEXEA	31	39.99	2,279	14%	109%	0.00%
VIAB	32	30.57	12,307	12%	128%	2.62%
DISCA	33	22.54	12,803	11%	167%	0.00%
SJT	34	6.91	322	9%	13785%	11.55%
DLX	35	75.66	3,639	9%	471%	1.59%
LFVN	36	3.35	47	16%	96%	0.00%
NTRI	37	28.75	870	10%	175%	2.70%
VEC	38	37.54	422	10%	207%	0.00%
EGRX	39	52.90	823	10%	197%	0.00%
TUP	40	47.89	2,442	12%	124%	5.68%
VIA	41	35.75	14,393	11%	128%	2.24%
HUM	42	286.90	40,876	9%	223%	0.59%
NLS	43	13.80	424	12%	120%	0.00%
AEIS	44	62.97	2,522	10%	197%	0.00%
AMCX	45	51.53	3,225	13%	95%	0.00%
OMC	46	72.01	16,728	9%	283%	3.19%
HPQ	47	21.55	35,967	9%	203%	2.53%
RPXC	48	10.83	537	8%	712%	0.92%
LEE	49	2.10	117	14%	81%	0.00%
FTD	50	4.32	119	11%	103%	0.00%
MIK	51	19.78	3,605	12%	90%	0.00%
SYNT	52	25.38	2,113	10%	127%	0.00%
AMGN	53	173.54	125,643	9%	210%	2.75%
TGNA	54	11.03	2,387	10%	101%	2.56%
NVMI	55	26.49	763	9%	129%	0.00%
FUJHY	56	16.93	25,961	20%	63%	3.79%
COH	57	0.91	143	69%	63%	0.00%
SP	58	36.00	811	8%	290%	0.00%
BIIB	59	272.30	57,728	9%	137%	0.00%
SYX	60	28.66	1,086	8%	474%	1.43%
KLIC	61	24.96	1,762	14%	70%	0.00%
IPG	62	23.13	9,095	9%	146%	3.24%
JNPR	63	24.16	8,975	11%	92%	1.99%
ANTM	64	228.40	60,138	8%	246%	1.23%
AET	65	170.39	56,092	8%	860%	1.17%
KLAC	66	109.24	17,106	8%	195%	2.11%
BKE	67	22.60	1,096	15%	64%	4.42%
ALSN	68	39.31	5,582	9%	143%	1.53%
HRB	69	25.67	5,367	10%	96%	3.74%
JILL	70	4.78	208	18%	61%	0.00%
INVA	71	16.68	1,988	8%	310%	0.00%
MDCA	72	7.05	400	9%	134%	0.00%
GPP	73	17.80	566	9%	120%	10.22%
TARO	74	99.50	3,988	13%	68%	0.00%
THO	75	111.75	5,907	11%	75%	1.29%
CELG	76	90.46	69,971	8%	525%	0.00%
WDC	77	92.50	27,380	10%	88%	2.16%
NCR	78	31.34	3,820	10%	89%	0.00%
ASYS	79	7.83	120	29%	55%	0.00%
EME	80	77.99	4,626	9%	127%	0.41%
CVS	81	64.30	65,457	11%	73%	3.11%
CRUS	82	39.47	2,588	12%	65%	0.00%
UIS	83	10.60	770	11%	75%	0.00%
CRTO	84	26.70	1,809	10%	86%	0.00%
PBH	85	34.06	1,824	8%	149%	0.00%
TWX	86	95.91	75,922	9%	122%	1.68%
BBY	87	72.86	21,618	10%	81%	2.02%
QIWI	88	19.01	1,164	7%	728%	3.26%
ORCL	89	45.51	187,592	8%	235%	1.67%
ABC	90	86.25	19,046	9%	112%	1.73%
LEA	91	190.77	13,068	12%	61%	1.15%
MO	92	63.35	120,682	7%	507%	4.15%
DNB	93	117.75	4,392	7%	1077%	1.72%
MDP	94	54.25	2,474	9%	92%	3.89%
VVV	95	22.35	4,515	9%	80%	1.11%
LRCX	96	201.71	32,503	9%	101%	0.94%
CSCO	97	41.20	202,869	7%	406%	2.82%
SBH	98	16.54	2,128	13%	54%	0.00%
PBI	99	11.09	2,085	9%	82%	6.76%
BLBD	100	23.85	571	8%	157%	0.00%
UCTT	101	18.37	634	14%	51%	0.00%
LB	102	38.22	10,875	11%	59%	6.28%
MAN	103	114.34	7,695	10%	63%	1.63%
ZAGG	104	11.90	338	12%	57%	0.00%
OMAB	105	39.54	1,945	8%	121%	4.26%
YUM	106	85.41	29,466	7%	167%	1.48%
MCFT	107	24.91	466	7%	211%	0.00%
AYI	108	129.48	5,373	9%	79%	0.40%
WGO	109	36.95	1,177	10%	63%	1.08%
SNE	110	48.96	63,286	9%	88%	0.41%
BGSF	111	18.62	163	9%	85%	5.37%
WCG	112	194.85	8,795	7%	197%	0.00%
ESIO	113	18.36	661	10%	63%	0.00%
MANH	114	41.88	2,881	7%	1217%	0.00%
BOJA	115	13.80	530	8%	111%	0.00%
CA	116	33.84	13,976	7%	475%	3.01%
CKHUY	117	11.78	45,443	13%	49%	2.24%
ODP	118	2.11	1,133	19%	42%	4.74%
AMAT	119	56.09	60,072	7%	169%	0.72%
SHI	120	62.30	6,736	18%	43%	5.82%
MU	121	52.60	65,119	17%	44%	0.00%
EBF	122	20.10	510	11%	55%	3.86%
STRL	123	11.49	315	12%	53%	0.00%
CPLA	124	88.50	1,029	7%	181%	1.90%
TPB	125	19.98	391	9%	81%	0.40%
LPX	126	29.85	4,376	14%	46%	0.44%
YY	127	103.29	6,634	7%	249%	0.00%
XCRA	128	11.72	650	13%	47%	0.00%
FFIV	129	143.48	8,975	7%	496%	0.00%
TER	130	44.58	8,738	7%	148%	0.67%
CBS	131	53.78	21,243	9%	71%	0.00%
AVP	132	2.92	1,285	12%	50%	0.00%
TVTY	133	39.65	1,722	7%	1160%	0.00%
HLF	134	97.71	7,123	7%	160%	0.00%
CLCT	135	16.13	144	7%	121%	7.59%
USNA	136	92.65	2,225	7%	143%	0.00%
MLHR	137	32.55	1,965	10%	57%	2.18%
MEET	138	1.88	135	7%	256%	0.00%
PBT	139	9.64	449	7%	14593%	6.55%
KBAL	140	17.53	662	9%	65%	1.54%
FL	141	47.81	5,766	16%	40%	2.59%
NATH	142	73.70	308	7%	329%	0.00%
CPB	143	43.23	13,012	10%	56%	3.24%
ROCK	144	34.65	1,123	9%	61%	0.00%
MD	145	55.21	5,143	7%	198%	0.00%
NLSN	146	31.35	11,204	7%	215%	4.34%
ITRN	147	31.95	670	9%	70%	3.00%
SWKS	148	99.63	18,481	8%	85%	1.24%
PLUS	149	76.85	1,075	10%	55%	0.00%
GPS	150	31.88	12,529	12%	45%	0.00%
PPC	151	24.68	6,145	14%	39%	0.00%
QCOM	152	54.98	81,205	7%	156%	4.15%
GNTX	153	23.75	6,766	9%	67%	1.66%
GIB	154	58.29	16,996	7%	236%	0.00%
EGL	155	24.17	890	7%	101%	0.00%
MMS	156	66.31	4,388	7%	92%	0.27%
JMEI	157	2.88	433	70%	34%	0.00%
BAH	158	39.19	5,744	7%	126%	1.79%
HI	159	45.35	2,907	7%	121%	1.82%
SAFM	160	117.37	2,641	18%	35%	0.94%
ATTO	161	8.05	594	12%	40%	#VALUE!
OSB	162	38.50	3,330	15%	36%	4.05%
RHI	163	58.55	7,253	7%	95%	1.71%
CR	164	91.91	5,459	8%	83%	0.00%
MCK	165	141.35	29,401	8%	77%	0.92%
UEPS	166	9.62	538	13%	39%	0.00%
SRNE	167	5.45	419	7%	161%	0.00%
RECN	168	15.50	474	9%	62%	3.03%
TJX	169	83.97	53,607	8%	82%	1.49%
BC	170	58.61	5,181	10%	49%	0.00%
HCKT	171	16.07	515	7%	119%	1.87%
AAPL	172	171.59	885,025	7%	191%	0.00%
LCI	173	15.55	595	13%	37%	0.00%
MTOR	174	20.56	1,822	10%	45%	0.00%
SIMO	175	48.50	1,746	7%	92%	2.06%
TLYS	176	11.18	329	14%	36%	0.00%
WINA	177	129.85	534	6%	268%	0.34%
MAS	178	40.70	12,780	8%	74%	1.01%
GME	179	13.34	1,355	11%	40%	11.39%
GENC	180	15.60	230	9%	54%	0.00%
GHC	181	603.10	3,322	7%	84%	0.85%
SNA	182	150.56	8,717	9%	51%	2.05%
IMBBY	183	36.06	34,506	7%	140%	6.35%
ACCO	184	12.90	1,409	10%	43%	0.47%
GTN	185	12.20	949	9%	49%	0.00%
AAOI	186	24.29	490	20%	32%	0.00%
JCOM	187	77.46	3,752	6%	327%	2.01%
ENR	188	58.18	3,578	7%	87%	1.94%
ENDP	189	5.56	1,242	7%	124%	0.00%
FOX	190	35.67	66,168	7%	95%	0.00%
COHR	191	181.76	4,549	9%	50%	0.00%
GNC	192	3.58	251	14%	34%	0.00%
WSM	193	51.22	4,340	11%	38%	3.05%
CRHM	194	2.45	185	6%	223%	0.00%
MBT	195	11.38	10,974	11%	37%	7.79%
DIN	196	70.50	1,252	7%	90%	0.00%
TECD	197	79.44	3,061	14%	33%	0.00%
TEVA	198	17.26	17,553	9%	53%	4.93%
CHKP	199	100.55	16,524	6%	1200%	0.00%
DGX	200	99.29	13,801	7%	94%	1.86%

People should always do their own due diligence as always possible I make mistakes.  The yields should also always be checked as sometimes they are backwards looking, exclude special dividends etc.

Here is the official top 200 list.  This may be my best matching ever.  All 50 of the official list are within my top 90!  Woo-woo.

Ticker	Mkt Cap	Date	My Ranking	Price	EY	ROIC
ACOR	1,097	4-Apr	28	23.70	10%	308%
AEIS	2,494	4-Apr	44	62.97	10%	197%
AMCX	3,163	4-Apr	45	51.53	13%	95%
ABC	18,846	4-Apr	90	86.25	9%	112%
AMGN	126,080	4-Apr	53	173.54	9%	210%
AGX	675	4-Apr	5	43.42	32%	838%
BIIB	57,585	4-Apr	59	272.30	9%	137%
HRB	5,368	4-Apr	69	25.67	10%	96%
BPT	531	4-Apr	6	24.80	15%	38514%
BKE	1,103	4-Apr	67	22.60	15%	64%
CELG	68,694	4-Apr	76	90.46	8%	525%
CERC	134	4-Apr	13	4.28	12%	6945%
CNCE	532	4-Apr	3	21.66	31%	4279%
CJREF	973	4-Apr	21	4.70	14%	165%
DLX	3,628	4-Apr	35	75.66	9%	471%
DISCA	12,803	4-Apr	33	22.54	11%	167%
EGRX	845	4-Apr	39	52.90	10%	197%
EVC	443	4-Apr	10	4.90	58%	305%
ESRX	39,531	4-Apr	20	70.04	10%	1018%
GILD	98,548	4-Apr	12	75.41	13%	438%
HPQ	34,959	4-Apr	47	21.55	9%	203%
INVA	1,700	4-Apr	71	16.68	8%	310%
IDCC	2,600	4-Apr	7	75.10	16%	2858%
IPG	8,863	4-Apr	62	23.13	9%	146%
JNPR	8,827	4-Apr	63	24.16	11%	92%
LEE	120	4-Apr	49	2.10	14%	81%
MDCA	412	4-Apr	72	7.05	9%	134%
MSB	335	4-Apr	17	25.50	10%	16407%
MIK	3,598	4-Apr	51	19.78	12%	90%
MPAA	417	4-Apr	26	21.86	11%	246%
MSGN	1,705	4-Apr	23	22.65	11%	265%
NHTC	215	4-Apr	2	18.92	42%	3748%
NLS	418	4-Apr	43	13.80	12%	120%
EGOV	911	4-Apr	19	13.75	10%	760%
NTRI	864	4-Apr	37	28.75	10%	175%
OMC	16,570	4-Apr	46	72.01	9%	283%
PTN	231	4-Apr	14	1.16	11%	12741%
QTRH	173	4-Apr	8	1.46	39%	445%
RPXC	537	4-Apr	48	10.83	8%	712%
SQBG	128	4-Apr	22	2.02	13%	190%
SP	801	4-Apr	58	36.00	8%	290%
SYNT	2,106	4-Apr	52	25.38	10%	127%
SYX	1,063	4-Apr	60	28.66	8%	474%
TGNA	2,337	4-Apr	54	11.03	10%	101%
TRNC	558	4-Apr	30	16.58	15%	105%
TUP	2,445	4-Apr	40	47.89	12%	124%
UIS	535	4-Apr	83	10.60	11%	75%
UTHR	5,324	4-Apr	16	116.34	23%	167%
VEC	417	4-Apr	38	37.54	10%	207%
VIAB	12,304	4-Apr	32	30.57	12%	128%