Quick MFI Top 200 List - 9/5/2018

Quick MFI Top 200 List - 9/5/2018

Fall is just around the corner, so thought I'd crank out a quick top 200 list as Shane Kelly (thanks Shane) helped me figure out why my top 200 wasn't working (Fidelity changed from http to https).

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.

Ticker	Rank	Stock Price	Market Cap	Earnings Yield	ROIC	Dividend Yield
OPHT	1	2.52	91	5808%	34517%	0.00%
FNJN	2	4.38	135	55%	20682%	0.00%
IMMR	3	11.31	345	21%	1685%	0.00%
NHTC	4	25.80	292	20%	3644%	2.11%
AGX	5	38.80	607	27%	454%	3.87%
PTN	6	1.02	201	15%	13988%	0.00%
XOMA	7	18.70	156	14%	9469%	0.00%
EVC	8	5.10	459	53%	296%	3.92%
BPT	9	31.00	663	13%	42889%	13.48%
QTRH	10	1.44	171	29%	231%	2.74%
UIS	11	19.15	984	22%	235%	0.00%
IDCC	12	81.75	2,913	11%	2233%	1.69%
CJREF	13	2.78	580	17%	201%	#VALUE!
ACOR	14	28.25	1,333	12%	377%	0.00%
HRB	15	26.72	5,549	12%	333%	3.62%
UTHR	16	119.45	5,184	24%	145%	0.00%
DLX	17	59.22	2,829	11%	479%	2.03%
MSB	18	27.80	365	10%	18164%	#VALUE!
MOH	19	137.72	9,186	11%	329%	0.00%
CMCM	20	9.72	1,412	10%	808%	0.00%
GILD	21	74.29	97,171	11%	297%	2.93%
YY	22	76.81	4,903	12%	205%	0.00%
EGY	23	2.44	146	18%	118%	0.00%
LEXEA	24	45.09	2,570	16%	126%	0.00%
QIWI	25	14.21	863	10%	432%	1.47%
CALL	26	8.62	140	10%	525%	0.00%
INVA	27	14.71	1,668	10%	329%	0.00%
MSGN	28	24.15	1,836	11%	251%	0.00%
FTSI	29	10.91	1,192	27%	97%	0.00%
SQBG	30	1.80	115	12%	153%	0.00%
AEIS	31	59.14	2,342	12%	158%	0.00%
DHX	32	2.15	105	14%	115%	0.00%
SJT	33	5.79	270	9%	492%	11.80%
WU	34	18.86	8,668	9%	453%	3.86%
VIAB	35	29.39	11,853	13%	121%	2.71%
PERI	36	3.45	89	16%	98%	0.00%
OMC	37	67.99	15,509	10%	284%	3.46%
CASA	38	14.65	1,375	10%	224%	0.00%
ESRX	39	86.95	49,170	9%	1111%	0.00%
TGS	40	12.27	1,950	17%	93%	2.27%
NKTR	41	67.90	12,378	9%	2098%	0.00%
VIA	42	33.50	13,511	12%	121%	2.39%
TUP	43	31.17	1,580	15%	95%	8.72%
CRTO	44	26.03	1,757	13%	111%	0.00%
ESIO	45	21.38	768	18%	86%	0.00%
WDC	46	60.24	18,494	16%	87%	3.31%
LRCX	47	171.96	30,167	12%	117%	1.47%
AMAT	48	42.62	42,833	11%	121%	1.39%
EGOV	49	16.65	1,108	9%	392%	1.92%
LEE	50	2.90	163	14%	85%	0.00%
PFMT	51	2.35	126	17%	75%	0.00%
TVTY	52	34.30	1,485	8%	1011%	0.00%
SGH	53	31.36	731	18%	74%	0.00%
HPQ	54	24.81	40,143	9%	202%	2.22%
GPP	55	15.35	488	10%	126%	12.25%
IPG	56	22.93	8,931	9%	166%	3.53%
BPI	57	11.66	319	9%	188%	0.00%
UEPS	58	6.64	377	20%	67%	0.00%
VEC	59	32.58	371	11%	106%	0.00%
FUJHY	60	14.40	22,082	25%	63%	4.48%
THO	61	95.57	5,051	14%	73%	1.55%
NLS	62	14.30	436	10%	107%	0.00%
AMCX	63	62.98	3,677	12%	84%	0.00%
ALSN	64	50.14	6,769	9%	152%	1.21%
KLAC	65	118.19	18,535	9%	203%	2.28%
COH	66	#VALUE!	143	69%	63%	0.00%
DNB	67	142.93	5,317	8%	1485%	1.45%
KLIC	68	26.23	1,844	15%	64%	0.47%
ZAGG	69	15.80	453	12%	80%	0.00%
MO	70	59.11	111,777	8%	516%	4.61%
TGNA	71	11.53	2,496	10%	98%	2.43%
CO	72	6.61	735	38%	56%	1.21%
MCFT	73	27.92	523	8%	253%	0.00%
HCC	74	23.94	1,271	27%	56%	0.84%
PETS	75	35.26	721	9%	164%	2.75%
CVS	76	74.00	75,332	11%	84%	2.71%
BKE	77	26.20	1,273	13%	65%	3.80%
SDI	78	15.58	259	11%	74%	0.00%
JILL	79	5.96	267	15%	59%	0.00%
MIK	80	16.21	2,889	12%	69%	0.00%
ASYS	81	5.30	80	71%	53%	0.00%
STX	82	49.41	14,477	10%	96%	0.00%
GME	83	14.05	1,433	23%	54%	10.82%
AVP	84	1.92	849	15%	59%	0.00%
WGO	85	36.25	1,151	12%	68%	1.08%
LEA	86	160.48	10,705	15%	58%	1.60%
MTOR	87	21.46	1,927	13%	60%	0.00%
MAN	88	93.53	6,182	13%	59%	2.07%
MKSI	89	92.80	5,129	11%	73%	0.83%
SP	90	38.80	879	8%	295%	0.00%
LPX	91	28.94	4,231	18%	53%	1.36%
TARO	92	103.43	4,061	11%	69%	0.00%
PBT	93	8.89	414	7%	14752%	7.25%
SRNE	94	5.55	558	8%	219%	0.00%
PBH	95	37.50	1,985	8%	165%	0.00%
SNE	96	56.18	72,777	9%	104%	0.45%
PNR	97	42.90	7,662	8%	140%	2.83%
AET	98	199.30	65,729	7%	890%	1.00%
CBS	99	52.59	20,037	10%	78%	0.00%
AMGN	100	196.73	129,842	8%	162%	2.59%
MU	101	51.93	64,134	20%	48%	0.00%
PM	102	77.64	120,730	8%	159%	5.60%
YUM	103	87.02	28,804	8%	190%	1.59%
ANTM	104	263.70	69,749	7%	231%	1.10%
NVMI	105	29.05	836	8%	103%	0.00%
MCK	106	123.90	25,028	9%	87%	1.15%
ICHR	107	25.19	658	11%	62%	0.00%
NTRI	108	36.68	1,089	7%	229%	2.53%
HUM	109	333.00	46,146	7%	197%	0.53%
VGR	110	15.82	2,104	7%	254%	10.00%
BIIB	111	346.70	71,871	8%	128%	0.00%
TUSK	112	27.12	1,222	23%	44%	0.46%
BBY	113	80.68	22,889	9%	82%	1.94%
SBH	114	15.51	1,887	13%	52%	0.00%
PBI	115	7.38	1,388	10%	66%	10.18%
MD	116	48.13	4,502	8%	146%	0.00%
DFIN	117	20.91	711	10%	68%	0.00%
TSQ	118	9.34	258	10%	63%	1.60%
STRL	119	14.25	387	12%	52%	0.00%
OSB	120	37.06	3,232	21%	43%	13.13%
SHI	121	57.68	6,235	20%	43%	8.25%
FL	122	48.34	5,661	16%	44%	2.72%
CERC	123	4.78	154	7%	5582%	0.00%
NCR	124	28.37	3,345	9%	66%	0.00%
SWKS	125	90.00	16,452	9%	74%	1.49%
CKHUY	126	11.53	44,479	13%	46%	3.23%
ORCL	127	48.58	201,558	7%	240%	1.56%
BOJA	128	14.30	547	7%	139%	0.00%
ABC	129	89.17	19,685	8%	102%	1.69%
EME	130	77.53	4,549	9%	76%	0.40%
SDXAY	131	20.94	15,764	7%	188%	3.26%
KRO	132	19.90	2,306	19%	41%	3.31%
KNMCY	133	41.74	5,732	9%	63%	1.46%
GNTX	134	22.86	6,266	9%	67%	1.86%
GENC	135	12.65	186	15%	43%	0.00%
CRT	136	15.22	91	8%	89%	8.46%
EBF	137	21.55	547	10%	56%	3.83%
VVV	138	21.46	4,206	9%	69%	1.39%
UCTT	139	14.76	580	19%	39%	0.00%
ODP	140	3.40	1,921	13%	43%	2.95%
ABBV	141	94.56	148,648	7%	427%	3.47%
GHC	142	559.40	3,000	8%	83%	0.93%
SBR	143	43.35	632	6%	19712%	24.04%
TRNC	144	16.07	567	12%	44%	0.00%
ITRN	145	34.40	721	8%	77%	2.80%
SYNT	146	40.70	3,397	7%	140%	0.00%
DMLP	147	18.55	599	8%	68%	8.76%
NLSN	148	26.06	9,287	7%	145%	5.31%
GIB	149	64.70	18,604	7%	256%	0.00%
MMS	150	65.85	4,341	8%	93%	0.27%
KBAL	151	17.37	647	9%	58%	1.62%
ALV	152	88.34	7,721	11%	44%	2.75%
GPS	153	30.37	11,844	12%	40%	0.00%
SGU	154	9.59	517	10%	51%	4.75%
GORO	155	5.03	293	13%	38%	0.41%
XRX	156	27.57	7,112	10%	47%	3.63%
BTI	157	47.96	109,876	7%	160%	4.05%
RECN	158	16.45	529	8%	63%	2.98%
MGLN	159	73.70	1,872	8%	81%	0.00%
NCMI	160	8.97	692	7%	133%	8.11%
XCRA	161	14.39	803	11%	45%	0.00%
CDK	162	61.93	8,200	6%	329%	0.96%
LCI	163	5.55	207	19%	35%	0.00%
CAH	164	51.23	15,881	9%	59%	3.63%
CELG	165	91.61	67,113	6%	304%	0.00%
ENTA	166	90.95	1,911	7%	177%	0.00%
FF	167	14.83	648	13%	37%	1.62%
AYI	168	150.72	6,104	8%	78%	0.34%
KORS	169	72.06	10,982	8%	84%	0.00%
IMBBY	170	35.01	33,330	7%	136%	6.74%
CSVI	171	53.00	739	7%	119%	2.44%
ATLKY	172	28.77	34,970	8%	60%	5.94%
HOLI	173	21.11	1,294	13%	36%	0.57%
CC	174	43.84	8,059	13%	37%	1.43%
CSCO	175	47.73	225,381	6%	426%	2.59%
YRD	176	18.81	1,163	23%	32%	1.49%
OMAB	177	50.63	2,490	7%	132%	3.23%
PPC	178	18.61	4,635	15%	35%	0.00%
WINA	179	150.80	623	6%	380%	0.35%
HI	180	51.15	3,248	7%	127%	1.62%
CA	181	43.81	18,181	6%	486%	2.33%
REGI	182	26.85	1,130	20%	31%	0.00%
DLPH	183	34.40	3,063	14%	34%	0.00%
VHI	184	3.49	1,194	15%	33%	2.30%
ATTO	185	7.40	552	11%	38%	#VALUE!
CLF	186	10.11	3,046	11%	38%	0.00%
LYB	187	111.01	43,516	12%	36%	3.44%
SBGI	188	28.10	2,894	8%	57%	2.58%
APEI	189	34.95	582	9%	45%	0.00%
UTMD	190	89.65	337	7%	123%	1.19%
SNA	191	178.22	10,219	8%	54%	1.86%
HSII	192	43.35	838	7%	114%	1.85%
NVR	193	2,638.00	10,927	9%	49%	0.00%
MLHR	194	38.00	2,284	8%	54%	1.94%
JCOM	195	81.68	4,020	6%	310%	2.01%
TECD	196	72.39	2,792	15%	31%	0.00%
SEDG	197	47.90	2,313	7%	79%	0.00%
PMD	198	19.45	108	8%	60%	3.40%
OSK	199	69.73	5,206	11%	38%	1.39%
JNPR	200	28.39	9,973	7%	71%	2.25%

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

Ticker	Mkt Cap	Date	My Ranking	Price	EY	ROIC
ACOR	1,332	4-Sep	14	28.25	12%	377%
AEIS	2,321	4-Sep	31	59.14	12%	158%
ALSN	6,580	4-Sep	64	50.14	9%	152%
MO	111,497	4-Sep	70	59.11	8%	516%
AMCX	3,585	4-Sep	63	62.98	12%	84%
ABC	19,341	4-Sep	129	89.17	8%	102%
AMAT	41,895	4-Sep	48	42.62	11%	121%
AGX	604	4-Sep	5	38.80	27%	454%
HRB	5,591	4-Sep	15	26.72	12%	333%
BPT	663	4-Sep	9	31.00	13%	42889%
CASA	1,263	4-Sep	38	14.65	10%	224%
CJREF	578	4-Sep	13	2.78	17%	201%
DLX	2,820	4-Sep	17	59.22	11%	479%
DNB	5,303	4-Sep	67	142.93	8%	1485%
ESIO	738	4-Sep	45	21.38	18%	86%
EVC	453	4-Sep	8	5.10	53%	296%
ESRX	48,875	4-Sep	39	86.95	9%	1111%
FTSI	1,192	4-Sep	29	10.91	27%	97%
GILD	96,280	4-Sep	21	74.29	11%	297%
HPQ	39,260	4-Sep	54	24.81	9%	202%
IMMR	348	4-Sep	3	11.31	21%	1685%
INVA	1,668	4-Sep	27	14.71	10%	329%
IDCC	2,846	4-Sep	12	81.75	11%	2233%
IPG	8,801	4-Sep	56	22.93	9%	166%
KLAC	18,443	4-Sep	65	118.19	9%	203%
LRCX	28,674	4-Sep	47	171.96	12%	117%
LEE	166	4-Sep	50	2.90	14%	85%
MCFT	522	4-Sep	73	27.92	8%	253%
MSB	365	4-Sep	18	27.80	10%	18164%
MSGN	1,802	4-Sep	28	24.15	11%	251%
NHTC	294	4-Sep	4	25.80	20%	3644%
NLS	432	4-Sep	62	14.30	10%	107%
NKTR	11,809	4-Sep	41	67.90	9%	2098%
EGOV	1,108	4-Sep	49	16.65	9%	392%
OMC	15,255	4-Sep	37	67.99	10%	284%
PTN	199	4-Sep	6	1.02	15%	13988%
PCOA	166	4-Sep	#N/A	#N/A	#N/A	#N/A
PETS	726	4-Sep	75	35.26	9%	164%
SGH	719	4-Sep	53	31.36	18%	74%
SP	867	4-Sep	90	38.80	8%	295%
SDI	259	4-Sep	78	15.58	11%	74%
TGNA	2,479	4-Sep	71	11.53	10%	98%
TVTY	1,371	4-Sep	52	34.30	8%	1011%
TUP	1,559	4-Sep	43	31.17	15%	95%
UIS	979	4-Sep	11	19.15	22%	235%
UTHR	5,616	4-Sep	16	119.45	24%	145%
EGY	145	4-Sep	23	2.44	18%	118%
VEC	366	4-Sep	59	32.58	11%	106%
VIAB	11,847	4-Sep	35	29.39	13%	121%
WDC	17,831	4-Sep	46	60.24	16%	87%

Pretty good.  Not concerned with PCOA as they are going away any day.