Monday, November 05, 2018

Top 200 List 11/3/18

Top 200 List 11/3/18

Well, I felt like running a top 200 list this weekend.  I only have ten days to go until I have to pick 5 new stocks and I wanted a second list to look at as the markets have been going through a lot of turmoil lately.

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
FNJN 1            3.83            135 55% 20682% 0.00%
IMMR 2         10.19            314 25% 1813% 0.00%
NHTC 3         23.23            263 23% 3713% 2.34%
XOMA 4         12.79            107 22% 9469% 0.00%
NKTR 5         39.05         7,118 17% 2098% 0.00%
EVC 6            5.14            463 53% 296% 3.88%
PTN 7            0.92            194 16% 12963% 0.00%
ACOR 8         19.46            918 21% 335% 0.00%
UIS 9         18.19            935 23% 235% 0.00%
AGX 10         44.21            693 16% 331% 1.70%
BPT 11         31.41            672 13% 42889% 13.48%
QTRH 12            1.28            152 24% 173% 3.05%
CMCM 13            8.69         1,262 12% 808% 0.00%
CJREF 14            3.95            831 16% 207% #VALUE!
MSB 15         27.26            358 12% 472% #VALUE!
MOH 16       123.00         8,204 13% 329% 0.00%
IDCC 17         74.31         2,646 11% 2120% 1.88%
YY 18         68.61         4,380 14% 205% 0.00%
HRB 19         27.13         5,634 12% 333% 3.59%
DLX 20         49.98         2,339 12% 336% 2.41%
EGY 21            1.87            112 24% 118% 0.00%
UTHR 22       114.64         5,044 20% 123% 0.00%
QIWI 23         13.08            795 11% 432% 0.00%
BPI 24            9.51            260 13% 188% 0.00%
LEXEA 25         43.14         2,459 16% 126% 0.00%
SJT 26            5.15            240 11% 492% 10.53%
EGOV 27         14.00            932 11% 411% 2.29%
INVA 28         15.88         1,800 11% 369% 0.00%
FTSI 29         13.06         1,427 24% 97% 0.00%
SRNE 30            3.68            370 12% 219% 0.00%
SQBG 31            1.25               80 13% 154% 0.00%
KLAC 32         93.29       14,561 12% 205% 2.87%
AEIS 33         46.87         1,837 14% 124% 0.00%
ESIO 34         29.01         1,043 14% 126% 0.00%
MSGN 35         25.52         1,933 11% 278% 0.00%
AMAT 36         35.27       35,446 13% 121% 1.70%
WU 37         17.91         8,042 10% 416% 4.17%
DHX 38            1.82               92 15% 108% 0.00%
LRCX 39       151.51       25,049 13% 110% 2.13%
VIAB 40         31.67       12,773 12% 121% 2.53%
AVP 41            1.92            849 19% 80% 0.00%
ALSN 42         44.64         5,870 11% 163% 1.33%
CASA 43         14.64         1,374 10% 224% 0.00%
VEC 44         27.28            311 13% 106% 0.00%
THO 45         74.74         3,952 17% 78% 2.01%
STX 46         44.27       12,927 12% 109% 0.00%
TGS 47         15.55         2,471 13% 93% 3.32%
WDC 48         47.74       14,227 18% 76% 4.20%
VIA 49         35.86       14,462 11% 121% 2.23%
CRTO 50         22.07         1,515 14% 85% 0.00%
SP 51         31.24            707 10% 295% 0.00%
UEPS 52            7.00            398 20% 71% 0.00%
LEE 53            2.76            155 14% 85% 0.00%
IPG 54         22.80         8,856 10% 176% 3.56%
PBT 55            7.40            345 9% 14752% 8.90%
PETS 56         28.37            582 11% 126% 3.42%
HSII 57         34.91            677 10% 161% 1.85%
ZAGG 58         12.63            362 14% 80% 0.00%
PFMT 59            1.73               89 19% 69% 0.00%
DXC 60         70.63       20,433 12% 93% 1.05%
KLIC 61         21.77         1,530 20% 64% 1.11%
OMC 62         74.69       16,872 9% 294% 3.21%
GPP 63         14.90            474 11% 126% 12.71%
GME 64         15.61         1,594 21% 61% 9.73%
CELG 65         74.19       53,395 9% 356% 0.00%
TPR 66         42.81            143 69% 63% 0.00%
BKE 67         21.41         1,040 16% 65% 4.66%
SGH 68         31.01            722 19% 62% 0.00%
SHI 69         45.73         4,951 33% 56% 10.40%
AMCX 70         58.98         3,444 12% 84% 0.00%
MCFT 71         31.11            582 9% 262% 0.00%
CO 72            6.92            769 30% 56% 1.16%
HCC 73         27.22         1,445 24% 56% 0.73%
HPQ 74         24.63       39,851 9% 202% 2.28%
MKSI 75         78.24         4,300 13% 72% 0.98%
ESRX 76         96.74       54,939 8% 1151% 0.00%
TVTY 77         34.78         1,505 8% 1011% 0.00%
NVMI 78         24.57            707 10% 103% 0.00%
JILL 79            5.38            241 16% 59% 0.00%
CECO 80         13.42            963 9% 234% 0.00%
MTOR 81         16.89         1,517 16% 60% 0.00%
MU 82         40.32       49,029 32% 53% 0.00%
LPX 83         23.22         3,395 24% 53% 1.68%
MAN 84         79.27         5,153 15% 58% 2.45%
NANO 85         33.50            820 12% 72% 0.00%
CVS 86         73.09       74,406 11% 84% 2.75%
SNE 87         53.66       69,574 10% 113% 0.46%
ICHR 88         19.41            507 13% 62% 0.00%
LEA 89       138.87         9,147 17% 54% 1.89%
TSQ 90            7.04            194 12% 67% 3.19%
TARO 91         99.56         3,909 12% 69% 0.00%
TGNA 92         12.15         2,631 10% 98% 2.30%
MIK 93         16.47         2,935 12% 69% 0.00%
BIIB 94       312.70       63,134 9% 122% 0.00%
WGO 95         29.15            926 13% 58% 1.37%
SBR 96         36.52            532 7% 19712% 24.04%
FUJHY 97         13.32       20,425 23% 49% 4.86%
TUSK 98         26.96         1,215 30% 47% 0.45%
MD 99         39.24         3,585 8% 166% 0.00%
VGR 100         13.17         1,839 8% 254% 11.71%
DFIN 101         15.82            538 11% 68% 0.00%
AMGN 102       187.06    121,402 8% 177% 2.74%
OMAB 103         43.02         2,116 9% 136% 3.79%
BBY 104         71.89       20,395 10% 82% 2.34%
STRL 105         11.96            324 15% 52% 0.00%
OSB 106         28.29         2,467 27% 43% 17.08%
WTW 107         48.13         3,385 7% 746% 0.00%
EXEL 108         17.41         5,438 8% 309% 0.00%
AET 109       198.21       65,449 7% 900% 1.00%
SDI 110         16.98            282 10% 69% 0.00%
CBS 111         56.17       21,288 10% 83% 0.00%
PBH 112         37.73         1,968 8% 157% 0.00%
SEDG 113         37.75         1,823 10% 79% 0.00%
KRO 114         15.00         1,739 25% 41% 4.40%
MO 115         63.67    119,891 7% 509% 4.48%
MCK 116       125.41       24,957 9% 107% 1.12%
GENC 117         11.70            172 19% 43% 0.00%
HUM 118       323.00       44,760 8% 197% 0.58%
KORS 119         58.29         8,883 9% 84% 0.00%
CERC 120            4.41            142 7% 5551% 0.00%
ANTM 121       268.00       71,127 8% 219% 1.11%
ENTA 122         79.88         1,679 8% 177% 0.00%
EME 123         72.89         4,267 9% 76% 0.44%
UCTT 124         11.52            453 26% 39% 0.00%
FL 125         48.80         5,714 15% 44% 2.75%
ODP 126            2.68         1,514 15% 43% 3.72%
SWKS 127         85.27       15,587 9% 74% 1.58%
CKHUY 128         10.25       39,541 14% 45% 3.65%
CSVI 129         51.30            715 8% 129% 2.52%
LFVN 130         11.29            171 8% 156% 0.00%
YUM 131         86.90       28,243 7% 192% 1.58%
SBH 132         18.53         2,255 12% 52% 0.00%
TNET 133         47.32         3,435 7% 329% 0.00%
MBUU 134         42.39            878 8% 146% 0.68%
LB 135         33.85         9,444 11% 53% 7.11%
MAS 136         31.32         9,584 10% 62% 1.41%
KFY 137         47.00         2,603 9% 80% 0.87%
PBI 138            8.09         1,524 9% 68% 9.27%
NTRI 139         37.57         1,111 7% 221% 2.46%
CRT 140         14.86               89 8% 89% 9.10%
ABC 141         88.57       19,553 8% 102% 1.72%
KNMCY 142         41.14         5,650 10% 63% 1.48%
ATLKY 143         25.20       30,618 8% 120% 6.77%
SYX 144         30.91         1,171 8% 117% 1.38%
VVV 145         20.40         3,998 9% 69% 1.48%
RHI 146         62.29         7,565 8% 115% 1.76%
GHC 147       612.16         3,267 8% 90% 0.87%
CC 148         34.37         6,251 16% 38% 1.79%
NVR 149   2,258.00         9,158 11% 52% 0.00%
TEN 150         35.82         1,841 18% 37% 2.80%
ROCK 151         32.86         1,070 10% 54% 0.00%
NLS 152         12.86            391 9% 63% 0.00%
OSK 153         64.73         4,774 13% 41% 1.52%
GPS 154         27.91       10,885 13% 40% 0.00%
MGLN 155         67.32         1,710 8% 81% 0.00%
COHR 156       135.07         3,360 12% 44% 0.00%
NATH 157         72.01            304 7% 252% 0.69%
USNA 158       112.59         2,815 7% 193% 0.00%
DMLP 159         17.81            575 9% 68% 9.76%
LCI 160            4.24            158 20% 35% 0.00%
ORCL 161         48.83    195,271 7% 238% 1.53%
GIB 162         61.30       17,626 7% 256% 0.00%
TER 163         36.11         6,879 8% 96% 0.94%
BTI 164         43.51       99,681 7% 160% 6.02%
CLF 165         10.73         3,328 13% 40% 0.47%
MOMO 166         35.41         7,491 7% 942% 0.00%
IBM 167       115.67    105,861 9% 60% 5.30%
MMS 168         63.87         4,211 8% 93% 0.28%
CDK 169         57.51         7,614 7% 329% 1.03%
DLPH 170         21.91         1,951 19% 34% 0.00%
ALV 171         86.77         7,584 11% 44% 2.80%
HOLI 172         19.62         1,202 15% 36% 0.91%
JCOM 173         71.60         3,524 7% 310% 2.29%
YRD 174         17.80         1,101 25% 32% 1.57%
AYI 175       131.01         5,254 9% 68% 0.40%
JOUT 176         75.88            759 10% 49% 0.63%
RTN 177       181.55       51,923 8% 97% 0.00%
CTSH 178         69.50       40,310 8% 96% 0.00%
KBAL 179         16.55            616 9% 57% 1.75%
XRX 180         28.32         7,195 10% 48% 3.53%
FCN 181         67.30         2,608 9% 66% 0.00%
MEI 182         30.28         1,140 13% 37% 1.45%
ATEYY 183         20.94         4,155 10% 49% 3.12%
VHI 184            2.36            807 18% 33% 3.41%
EBF 185         19.93            512 10% 46% 4.26%
PPC 186         18.73         4,665 14% 35% 0.00%
RTEC 187         21.28            690 12% 40% 0.00%
SGU 188            9.63            519 10% 51% 4.79%
BLBD 189         19.03            543 7% 103% 0.00%
TLYS 190         16.68            495 10% 47% 0.00%
PM 191         88.75    138,006 7% 138% 4.98%
SNA 192       157.26         9,016 9% 53% 2.10%
CSCO 193         45.48    214,757 6% 425% 2.80%
SERV 194         42.88         5,823 7% 231% 0.00%
TXN 195         95.06       94,014 7% 115% 2.77%
ACCO 196            8.95            967 12% 39% 2.00%
REGI 197         28.69         1,207 19% 31% 0.00%
ATTO 198            6.44            480 12% 38% #VALUE!
PNR 199         41.63         7,314 7% 112% 2.52%
CAH 200         51.44       15,946 9% 59% 3.64%


Here is my comparison against the official top 50

Ticker Mkt Cap Date My Ranking Price EY ROIC
ACOR 918 2-Nov 8        19.46 21% 335%
AEIS 1,827 2-Nov 33        46.87 14% 124%
ALSN 5,858 2-Nov 42        44.64 11% 163%
AMCX 3,354 2-Nov 70        58.98 12% 84%
AMAT 34,670 2-Nov 36        35.27 13% 121%
AGX 688 2-Nov 10        44.21 16% 331%
AVP 849 2-Nov 41          1.92 19% 80%
HRB 5,575 2-Nov 19        27.13 12% 333%
BPT 672 2-Nov 11        31.41 13% 42889%
CECO 936 2-Nov 80        13.42 9% 234%
CASA 1,262 2-Nov 43        14.64 10% 224%
CELG 51,851 2-Nov 65        74.19 9% 356%
CJREF 837 2-Nov 14          3.95 16% 207%
DLX 2,314 2-Nov 20        49.98 12% 336%
DXC 19,918 2-Nov 60        70.63 12% 93%
EVC 457 2-Nov 6          5.14 53% 296%
ESRX 54,523 2-Nov 76        96.74 8% 1151%
FTSI 1,427 2-Nov 29        13.06 24% 97%
GME 1,591 2-Nov 64        15.61 21% 61%
HSII 662 2-Nov 57        34.91 10% 161%
HPQ 38,975 2-Nov 74        24.63 9% 202%
IDT 172 2-Nov #N/A #N/A #N/A #N/A
IMMR 313 2-Nov 2        10.19 25% 1813%
INVA 1,801 2-Nov 28        15.88 11% 369%
IDCC 2,575 2-Nov 17        74.31 11% 2120%
IPG 8,763 2-Nov 54        22.80 10% 176%
KLAC 14,481 2-Nov 32        93.29 12% 205%
LRCX 24,309 2-Nov 39      151.51 13% 110%
LEE 158 2-Nov 53          2.76 14% 85%
MCFT 581 2-Nov 71        31.11 9% 262%
MSB 358 2-Nov 15        27.26 12% 472%
MSGN 1,910 2-Nov 35        25.52 11% 278%
NHTC 264 2-Nov 3        23.23 23% 3713%
NKTR 6,733 2-Nov 5        39.05 17% 2098%
EGOV 918 2-Nov 27        14.00 11% 411%
OMC 16,790 2-Nov 62        74.69 9% 294%
PTN 185 2-Nov 7          0.92 16% 12963%
PETS 587 2-Nov 56        28.37 11% 126%
STX 12,705 2-Nov 46        44.27 12% 109%
SRNE 428 2-Nov 30          3.68 12% 219%
SP 710 2-Nov 51        31.24 10% 295%
THO 3,938 2-Nov 45        74.74 17% 78%
TVTY 1,390 2-Nov 77        34.78 8% 1011%
TUP 1,897 2-Nov #N/A #N/A #N/A #N/A
UIS 930 2-Nov 9        18.19 23% 235%
UTHR 5,392 2-Nov 22      114.64 20% 123%
VEC 307 2-Nov 44        27.28 13% 106%
VIAB 12,766 2-Nov 40        31.67 12% 121%
WDC 13,940 2-Nov 48        47.74 18% 76%
ZAGG 356 2-Nov 58        12.63 14% 80%

So a couple snafus this run.    I only had IDT at about #370.  I will take a deeper dive this week and see if I see an issue (perhaps some special income defined differently).

Then TUP is clearly a stock that should be on the list.  I suspect this is timing as my Fidelity data base had n/a for some balance sheet items like A/R so it was dropped from my calc.  I expect Fidelity will fill those items in next week or so.

1 comment:

StarIndia Equity Tips said...
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