Saturday, June 23, 2018

Top 200 List 6/23/18

Top 200 List 6/23/18

I thought it was time to put together another top 200 list as it has been over 2 months since I last created one. I also want to peruse the list.  We are clearly (post this recent OPEC meeting) entering a phase (barring a recession caused by trade war sabre rattling) in which companies associated with selling/transporting oil stand to do very well.

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
OPHT 1            2.66               96 5280% 30011%
NHTC 2         24.00            271 26% 3857%
AVDL 3            6.27            247 29% 1986%
AGX 4         35.75            560 32% 454%
IDCC 5         83.90         2,987 14% 2960%
EVC 6            5.05            456 54% 286%
BPT 7         28.45            609 13% 38514%
PTN 8            1.09            221 12% 12741%
QTRH 9            1.13            134 47% 231%
HRB 10         23.00         4,842 15% 324%
MSB 11         24.75            325 12% 18164%
ICON 12            0.67               40 18% 217%
GILD 13         71.07       93,812 13% 376%
SJT 14            6.01            280 11% 1417%
UTHR 15       116.47         5,113 26% 170%
IMMR 16         16.31            499 11% 1349%
UIS 17         13.65            996 18% 160%
CJREF 18            4.75            985 14% 190%
SQBG 19            1.74            110 13% 184%
MSGN 20         23.10         1,756 11% 251%
DLX 21         67.52         3,242 10% 482%
YRD 22         22.60         1,398 32% 110%
INVA 23         14.15         1,607 10% 385%
ESRX 24         79.23       44,931 9% 1014%
MPAA 25         19.08            371 12% 176%
LEXEA 26         45.92         2,617 14% 118%
VIAB 27         30.28       12,200 13% 122%
ESIO 28         16.78            601 19% 92%
AEIS 29         60.85         2,434 11% 153%
WU 30         21.14         9,801 9% 515%
DHX 31            2.45            120 12% 120%
VIA 32         35.65       14,363 11% 122%
TUP 33         41.76         2,142 12% 106%
SRNE 34            6.55            544 9% 260%
ACOR 35         29.45         1,370 9% 317%
HPQ 36         23.80       39,175 9% 204%
BPI 37            6.67            184 14% 89%
QIWI 38         15.60            954 9% 414%
HUM 39       299.90       41,635 9% 216%
OMC 40         75.91       17,573 9% 284%
EGOV 41         16.25         1,078 9% 419%
WDC 42         79.68       24,541 12% 91%
GTS 43         42.39            992 10% 132%
LEE 44            2.30            128 14% 81%
TRNC 45         17.59            612 12% 91%
KLAC 46       106.56       16,751 9% 190%
LRCX 47       174.70       31,407 10% 119%
BIIB 48       296.00       62,663 10% 130%
ALSN 49         41.64         5,830 9% 139%
AMAT 50         47.96       49,878 9% 141%
NLS 51         16.15            494 10% 129%
FUJHY 52         14.68       22,511 24% 63%
PERI 53            1.19               92 13% 77%
MO 54         57.02    108,281 8% 516%
AMCX 55         65.40         4,036 11% 86%
CERC 56            4.91            154 8% 6466%
IPG 57         23.91         9,167 9% 151%
THO 58       102.16         5,400 13% 73%
TGNA 59         11.24         2,439 10% 96%
AET 60       190.92       62,927 8% 932%
DNB 61       128.82         4,805 8% 1261%
MIK 62         19.74         3,606 11% 79%
DFIN 63         18.35            622 11% 84%
COH 64            0.65            143 69% 63%
SP 65         38.85            876 8% 301%
GPP 66         17.40            554 9% 120%
TVTY 67         35.55         1,550 8% 1105%
KLIC 68         24.01         1,715 15% 61%
ASYS 69            6.98            107 36% 55%
CASA 70         17.70         1,657 8% 180%
CASA 71         17.70         1,657 8% 180%
MCFT 72         29.13            546 8% 253%
VEC 73         31.47            357 10% 87%
GME 74         15.52         1,583 22% 54%
YUM 75         80.36       27,322 8% 176%
CVS 76         72.18       73,551 10% 77%
CRUS 77         37.60         2,428 12% 64%
LFVN 78            5.48               78 9% 96%
SYNT 79         32.01         2,669 9% 119%
AMGN 80       185.15    131,642 8% 205%
ZAGG 81         18.20            522 10% 78%
PBH 82         38.13         2,026 8% 159%
NVMI 83         29.47            847 9% 120%
AYI 84       121.41         5,039 10% 79%
ANTM 85       244.80       64,333 8% 238%
BBY 86         76.26       21,986 9% 82%
OMAB 87         39.98         1,966 9% 119%
BKE 88         28.10         1,364 12% 61%
AVP 89            1.63            719 15% 52%
CBS 90         56.70       21,886 9% 83%
BLBD 91         22.30            560 8% 152%
JILL 92            9.27            402 12% 56%
PBI 93            9.24         1,739 9% 78%
PBT 94            9.14            426 7% 14716%
MU 95         57.10       70,519 18% 48%
EBF 96         19.25            489 12% 58%
CELG 97         78.80       60,542 7% 413%
UCTT 98         17.16            643 18% 48%
SBH 99         16.22         2,028 13% 53%
LEA 100       195.70       13,222 12% 54%
SNE 101         50.37       63,724 9% 90%
NCR 102         31.22         3,865 9% 72%
WGO 103         45.05         1,430 10% 68%
CA 104         36.15       14,966 7% 484%
MAN 105         91.74         6,137 13% 51%
CRTO 106         33.86         2,285 8% 101%
VVV 107         21.30         4,260 9% 73%
TARO 108       117.50         4,668 9% 68%
LPX 109         26.80         3,932 17% 45%
NTRI 110         37.60         1,133 7% 239%
CAH 111         53.98       17,004 9% 74%
MD 112         44.97         4,205 8% 121%
ANIK 113         30.97            455 14% 47%
TSQ 114            6.24            115 11% 53%
EME 115         78.03         4,609 8% 87%
ITRN 116         31.25            655 9% 72%
MTOR 117         21.47         1,958 12% 50%
JNPR 118         26.71         9,632 9% 79%
CKHUY 119         10.78       41,586 13% 46%
LB 120         36.69       10,331 11% 53%
SHI 121         62.08         6,711 18% 43%
KBAL 122         16.19            608 9% 62%
MCK 123       148.88       30,669 8% 117%
MKSI 124         99.10         5,479 9% 69%
STRL 125         13.59            368 11% 49%
FL 126         54.58         6,500 14% 45%
TER 127         38.80         7,895 8% 93%
ODP 128            2.90         1,633 14% 43%
SWKS 129         98.55       18,163 8% 87%
BGSF 130         21.80            198 8% 88%
MMS 131         63.15         4,185 8% 94%
PNR 132         42.57         7,726 9% 63%
CSCO 133         43.20    209,261 7% 410%
PPC 134         19.65         4,893 16% 39%
PM 135         80.19    124,615 7% 125%
GNTX 136         24.04         6,671 9% 67%
NOMD 137         19.31         3,389 8% 102%
COHR 138       154.92         3,875 11% 47%
ABC 139         93.50       20,785 8% 101%
MLHR 140         35.10         2,119 9% 57%
CALL 141            8.58            139 7% 324%
GHC 142       603.90         3,305 8% 90%
CMCM 143         10.44         1,496 6% 469%
UEPS 144            8.73            489 14% 39%
OSB 145         40.65         3,537 16% 37%
VGR 146         19.07         2,536 7% 265%
CRT 147         14.25               86 8% 78%
XCRA 148         14.16            790 11% 45%
GIB 149         63.00       18,333 6% 291%
ABBV 150         93.49    149,210 6% 364%
MBT 151            8.48         8,177 14% 37%
ACCO 152         13.50         1,485 10% 47%
NVO 153         46.84    114,397 7% 131%
KRO 154         22.60         2,619 15% 36%
CHKP 155         97.48       15,764 6% 1188%
XRX 156         26.40         6,797 10% 45%
SNA 157       159.67         9,223 9% 53%
BOJA 158         15.15            578 7% 105%
STX 159         58.22       16,942 8% 84%
HCKT 160         16.40            522 7% 113%
AAPL 161       184.92    937,266 7% 188%
HI 162         47.40         3,000 7% 106%
SYX 163         34.31         1,300 7% 124%
NLSN 164         31.12       11,118 7% 141%
GPS 165         33.39       13,122 11% 39%
IMBBY 166         36.23       34,491 7% 136%
LYB 167       111.02       43,853 12% 36%
LCI 168         14.05            538 14% 33%
WINA 169       145.60            601 6% 409%
LZB 170         29.80         1,423 10% 39%
PLUS 171         95.70         1,318 8% 63%
KORS 172         66.63       10,278 7% 80%
PINC 173         35.95         1,924 7% 76%
YY 174       115.54         7,420 6% 249%
CPLA 175         99.25         1,186 6% 184%
GTN 176         12.80         1,147 9% 48%
GURE 177            1.38               65 2582% 28%
OSK 178         70.00         5,285 10% 38%
CHS 179            8.50         1,065 15% 30%
HON 180       144.00    109,584 7% 98%
HLF 181         54.06         8,250 6% 160%
ATTO 182            7.05            521 12% 34%
GNC 183            4.16            347 12% 33%
MEI 184         40.20         1,499 10% 40%
EPC 185         48.99         2,650 9% 48%
CSGS 186         42.41         1,404 8% 66%
BAH 187         44.60         6,493 6% 130%
ASR 188       159.55         4,787 6% 1249%
IGLD 189            2.74               53 20% 28%
WBA 190         67.61       67,306 8% 49%
MBUU 191         42.66            881 7% 127%
SAFM 192       100.51         2,263 19% 28%
HOLI 193         22.74         1,394 12% 33%
MOH 194       101.48         6,616 7% 122%
ROCK 195         38.80         1,259 8% 54%
CC 196         47.00         8,852 11% 34%
GIS 197         45.22       26,350 7% 71%
INFY 198         18.72       40,712 7% 73%
TSN 199         69.38       25,671 9% 38%
ENR 200         62.14         3,797 7% 85%


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 one of my best matching ever.  All 50 of the official list are within my top 80!  Woo-woo.


Ticker Mkt Cap Date My Ranking Price EY ROIC
ACOR 1,374 22-Jun 37        29.45 9% 317%
AEIS 2,406 22-Jun 31        60.85 11% 153%
ALSN 5,724 22-Jun 52        41.64 9% 139%
MO 107,986 22-Jun 58        57.02 8% 516%
AMCX 3,915 22-Jun 60        65.40 11% 86%
AMAT 48,346 22-Jun 54        47.96 9% 141%
AGX 557 22-Jun 5        35.75 32% 454%
BIIB 62,316 22-Jun 51      296.00 10% 130%
HRB 4,810 22-Jun 11        23.00 15% 324%
BPT 609 22-Jun 8        28.45 13% 38514%
CASA 1,448 22-Jun 74        17.70 8% 180%
CERC 154 22-Jun 59          4.91 8% 6466%
CJREF 991 22-Jun 19          4.75 14% 190%
DLX 3,230 22-Jun 22        67.52 10% 482%
DHX 127 22-Jun 33          2.45 12% 120%
DNB 4,766 22-Jun 65      128.82 8% 1261%
EVC 454 22-Jun 7          5.05 54% 286%
ESRX 44,527 22-Jun 25        79.23 9% 1014%
FTSI 1,676 22-Jun 30        15.34 18% 93%
GILD 92,888 22-Jun 14        71.07 13% 376%
HPQ 38,330 22-Jun 38        23.80 9% 204%
IMMR 495 22-Jun 17        16.31 11% 1349%
INVA 1,614 22-Jun 24        14.15 10% 385%
IDCC 2,915 22-Jun 6        83.90 14% 2960%
KLAC 16,610 22-Jun 48      106.56 9% 190%
LRCX 30,411 22-Jun 50      174.70 10% 119%
LEE 131 22-Jun 46          2.30 14% 81%
MCFT 544 22-Jun 76        29.13 8% 253%
MSB 325 22-Jun 12        24.75 12% 18164%
MIK 3,594 22-Jun 67        19.74 11% 79%
MPAA 360 22-Jun 26        19.08 12% 176%
MSGN 1,739 22-Jun 21        23.10 11% 251%
NHTC 273 22-Jun 2        24.00 26% 3857%
NLS 487 22-Jun 55        16.15 10% 129%
EGOV 1,081 22-Jun 43        16.25 9% 419%
OMC 17,232 22-Jun 42        75.91 9% 284%
PTN 213 22-Jun 9          1.09 12% 12741%
QTRH 134 22-Jun 10          1.13 47% 231%
SRNE 543 22-Jun 36          6.55 9% 260%
SP 868 22-Jun 69        38.85 8% 301%
TVTY 1,417 22-Jun 71        35.55 8% 1105%
TRNC 621 22-Jun 47        17.59 12% 91%
TUP 2,135 22-Jun 35        41.76 12% 106%
UIS 696 22-Jun 18        13.65 18% 160%
UTHR 5,330 22-Jun 16      116.47 26% 170%
EGY 152 22-Jun 49          2.58 12% 86%
VIAB 12,191 22-Jun 28        30.28 13% 122%
HCC 1,346 22-Jun 53        25.27 34% 64%
WDC 23,824 22-Jun 44        79.68 12% 91%
XOMA 172 22-Jun 4        20.66 16% 12121%


2 comments:

Unknown said...

Forget COH. Ticker changed to TPR last year.

Marsh_Gerda said...

Thanks! Saw I have CASA in there 2x as well