Top 200 List - January 21, 2019

Top 200 List - January 21, 2019

Well, I felt like running a top 200 list this morning, given long weekend and upcoming tranche (plus it is like 5 degrees with 25 mph winds outside). 

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
SIGA	1	7.34	609	62%	71876%	0.00%
FNJN	2	2.83	135	55%	20682%	0.00%
LTRPA	3	17.39	1,304	95%	792%	0.00%
IMMR	4	9.80	302	26%	1811%	0.00%
AKG	5	0.68	154	23%	16301%	0.00%
BPT	6	25.02	535	18%	49074%	13.48%
CMCM	7	6.55	944	21%	921%	0.00%
ACOR	8	16.26	767	25%	335%	0.00%
UIS	9	13.11	678	29%	233%	0.00%
MSB	10	28.88	379	12%	21815%	#VALUE!
LEXEA	11	41.23	2,350	22%	152%	0.00%
TVTY	12	23.58	1,010	12%	893%	0.00%
DLX	13	44.03	2,061	13%	336%	2.73%
IDCC	14	72.34	2,576	12%	2120%	1.94%
NKTR	15	46.20	7,979	11%	1729%	0.00%
HRB	16	25.63	5,267	12%	313%	3.86%
MOH	17	136.96	9,300	12%	381%	0.00%
CJREF	18	4.24	899	15%	155%	#VALUE!
UTHR	19	115.75	5,093	20%	123%	0.00%
FTSI	20	8.05	880	33%	102%	0.00%
EGY	21	1.94	118	30%	101%	0.00%
MSGN	22	22.50	1,703	12%	272%	0.00%
AGX	23	40.69	639	16%	119%	1.84%
MCFT	24	22.65	425	12%	247%	0.00%
EGOV	25	13.81	920	11%	411%	2.32%
VIAB	26	30.08	12,131	13%	141%	2.66%
BPI	27	8.08	223	17%	105%	0.00%
PETS	28	23.44	481	14%	126%	4.44%
DFIN	29	13.57	464	13%	136%	0.00%
SQBG	30	0.99	63	13%	145%	0.00%
AEIS	31	48.00	1,881	14%	124%	0.00%
VIA	32	33.12	13,357	13%	141%	2.42%
KLAC	33	95.73	14,942	11%	205%	2.97%
GILD	34	69.18	90,418	11%	255%	3.30%
ESIO	35	29.99	1,078	13%	120%	0.00%
QIWI	36	14.35	878	10%	422%	0.00%
YY	37	73.97	4,795	11%	190%	0.00%
LRCX	38	147.55	24,394	13%	110%	2.58%
LEE	39	2.51	142	15%	97%	0.00%
PBT	40	6.96	324	9%	15329%	9.49%
CASA	41	11.20	1,031	11%	162%	0.00%
AMAT	42	35.71	35,139	13%	115%	1.96%
GME	43	15.93	1,628	22%	76%	9.54%
VEC	44	24.10	275	16%	91%	0.00%
HEAR	45	16.76	272	15%	93%	0.00%
STX	46	40.23	11,747	13%	109%	0.00%
WDC	47	39.20	11,682	20%	76%	5.10%
WU	48	18.26	8,199	10%	416%	4.16%
DHX	49	2.06	104	13%	108%	0.00%
SJT	50	4.82	225	10%	422%	9.52%
EAF	51	13.79	4,084	14%	95%	1.70%
HPQ	52	21.75	34,757	11%	197%	2.66%
UEPS	53	5.22	292	20%	73%	0.00%
HSII	54	33.25	645	11%	161%	1.85%
TUP	55	38.03	1,879	13%	102%	7.15%
SGH	56	22.71	528	28%	65%	0.00%
CO	57	6.11	679	88%	62%	1.31%
MO	58	48.31	90,968	9%	509%	6.21%
WTW	59	34.30	2,412	9%	746%	0.00%
IPG	60	22.25	8,642	10%	176%	3.78%
DXC	61	62.62	17,896	13%	91%	1.20%
GPP	62	14.32	456	11%	133%	13.23%
TPR	63	37.08	143	69%	63%	0.00%
TGS	64	16.41	2,583	12%	105%	3.14%
SYX	65	24.19	917	11%	117%	1.82%
BKE	66	18.12	881	20%	63%	5.52%
ALSN	67	49.90	6,537	10%	161%	1.20%
LGORF	68	2.30	1,490	12%	88%	0.00%
NLS	69	7.02	214	19%	63%	0.00%
NANO	70	29.41	720	14%	72%	0.00%
SHI	71	46.55	5,039	32%	56%	10.24%
TGNA	72	11.78	2,549	11%	118%	2.38%
MKSI	73	74.16	4,075	14%	72%	1.05%
STRL	74	13.30	363	15%	65%	0.00%
INVA	75	19.67	2,230	9%	369%	0.00%
AMCX	76	63.84	3,689	12%	89%	0.00%
CRTO	77	24.95	1,712	12%	86%	0.00%
THO	78	66.61	3,524	16%	63%	2.28%
VGR	79	10.78	1,504	9%	255%	14.49%
HCC	80	26.03	1,372	25%	56%	0.77%
OMC	81	76.00	17,168	9%	294%	3.16%
ZAGG	82	11.11	317	17%	60%	0.00%
CECO	83	12.85	923	9%	234%	0.00%
KLIC	84	21.79	1,496	19%	57%	1.65%
SP	85	34.38	778	9%	295%	0.00%
MU	86	35.76	41,982	39%	52%	0.00%
PFMT	87	1.98	104	15%	61%	0.00%
LPX	88	24.07	3,464	24%	53%	2.16%
ATEYY	89	20.58	4,106	15%	60%	3.15%
SNE	90	50.18	65,061	10%	113%	0.54%
MAN	91	74.44	4,839	16%	58%	2.71%
BBY	92	58.71	16,398	12%	78%	3.07%
NVMI	93	23.63	680	11%	86%	0.00%
PBH	94	27.87	1,454	9%	157%	0.00%
WGO	95	30.62	974	13%	61%	1.34%
CVS	96	65.52	66,961	11%	75%	3.05%
CRT	97	13.41	80	10%	100%	10.64%
TUSK	98	22.77	1,027	36%	47%	1.10%
MBUU	99	38.91	807	9%	142%	0.68%
LEA	100	151.56	9,983	16%	54%	1.85%
MTOR	101	20.00	1,780	14%	56%	0.00%
MD	102	36.79	3,361	9%	166%	0.00%
TARO	103	93.84	3,679	12%	63%	0.00%
KFY	104	45.61	2,565	10%	97%	0.88%
CBS	105	49.24	18,662	10%	83%	0.00%
MIK	106	16.21	2,700	12%	65%	0.00%
PTN	107	0.70	144	8%	4532%	0.00%
SWKS	108	70.07	12,627	11%	67%	2.00%
EME	109	64.90	3,799	11%	76%	0.49%
JILL	110	6.34	282	15%	53%	0.00%
OSB	111	28.50	2,485	26%	44%	16.86%
JOUT	112	66.83	669	12%	59%	0.78%
ICHR	113	19.30	476	13%	55%	0.00%
CCE	114	-	-	32%	42%	0.00%
HUM	115	295.50	40,979	8%	189%	0.68%
AAPL	116	156.82	760,192	8%	171%	0.00%
MOMO	117	30.26	6,746	8%	944%	0.00%
BTI	118	32.90	75,374	8%	160%	8.08%
CELG	119	86.27	62,089	8%	356%	0.00%
DNB	120	144.46	5,388	7%	1574%	1.09%
ODP	121	2.99	1,686	14%	49%	3.34%
GTN	122	16.50	1,461	11%	67%	0.00%
SEDG	123	37.18	1,795	10%	71%	0.00%
JAZZ	124	129.07	7,984	8%	228%	0.00%
GENC	125	12.54	185	19%	42%	0.00%
BIIB	126	337.40	68,121	9%	122%	0.00%
CDK	127	50.24	6,551	7%	447%	1.19%
AVP	128	2.01	889	12%	52%	0.00%
VHI	129	3.45	1,180	21%	39%	2.32%
PM	130	73.79	114,743	8%	138%	6.08%
CKHUY	131	10.12	39,040	14%	45%	3.70%
TNET	132	45.41	3,297	7%	329%	0.00%
OMAB	133	45.76	2,251	8%	136%	3.57%
MCK	134	126.67	25,207	9%	107%	1.15%
DMLP	135	17.10	552	9%	75%	10.16%
CSVI	136	51.72	719	8%	137%	2.59%
KRO	137	13.14	1,523	25%	36%	5.18%
ABBV	138	89.50	135,593	7%	416%	4.41%
ANTM	139	266.12	70,628	8%	219%	1.13%
PBI	140	7.15	1,347	10%	68%	10.49%
TER	141	32.90	6,268	9%	96%	1.09%
AMGN	142	203.80	132,266	8%	177%	2.59%
SBR	143	41.91	611	7%	21099%	24.04%
SBH	144	18.08	2,178	12%	51%	0.00%
HI	145	41.27	2,625	8%	128%	2.02%
AYI	146	120.57	4,835	9%	70%	0.43%
NCMI	147	7.04	546	8%	160%	9.66%
REGI	148	27.99	1,274	21%	36%	0.00%
LCI	149	7.65	288	18%	37%	0.00%
CLF	150	9.01	2,795	14%	40%	0.55%
JEC	151	62.51	8,889	9%	84%	0.96%
NATH	152	73.22	310	7%	528%	1.02%
XRX	153	23.43	5,952	12%	48%	4.27%
RTN	154	165.41	47,307	8%	97%	0.00%
TSQ	155	5.83	163	11%	53%	5.15%
CC	156	34.95	6,357	15%	37%	2.40%
AE	157	40.43	171	20%	35%	2.18%
HOLI	158	21.16	1,296	14%	38%	0.85%
FF	159	17.08	747	12%	44%	1.41%
RHI	160	60.87	7,392	8%	115%	1.84%
MAS	161	32.22	9,859	10%	62%	1.40%
COHR	162	120.33	2,947	13%	40%	0.00%
ALV	163	79.51	6,949	12%	44%	3.09%
SAIC	164	66.01	2,852	8%	107%	1.88%
VSM	165	30.29	3,326	10%	57%	0.83%
SVA	166	6.55	385	15%	36%	0.00%
PCOM	167	9.87	141	7%	404%	0.00%
MGLN	168	62.34	1,554	9%	69%	0.00%
YRD	169	11.73	732	31%	31%	2.39%
LB	170	27.33	7,516	12%	44%	8.78%
KBAL	171	14.86	556	10%	54%	2.02%
SIMO	172	36.77	1,330	11%	48%	3.26%
EPC	173	39.07	2,118	10%	53%	0.00%
APEI	174	30.79	513	11%	45%	0.00%
CSCO	175	45.03	207,768	7%	449%	2.93%
ATLKY	176	25.60	31,104	8%	120%	6.67%
FUJHY	177	11.59	17,773	19%	33%	5.57%
NCS	178	7.86	521	17%	34%	0.00%
CAH	179	49.05	15,009	9%	69%	3.86%
COHU	180	17.76	529	12%	42%	1.35%
SERV	181	37.99	5,167	7%	221%	0.00%
YUM	182	92.36	30,017	7%	204%	1.56%
PATK	183	38.95	944	11%	44%	0.00%
GNTX	184	22.95	6,141	9%	64%	1.92%
DLPH	185	15.94	1,418	21%	31%	0.00%
GPRK	186	16.25	1,070	14%	35%	0.00%
CTSH	187	67.82	39,336	8%	96%	0.00%
ABC	188	79.86	17,369	8%	93%	1.93%
BLD	189	48.49	1,735	9%	61%	0.00%
FL	190	58.37	6,713	12%	41%	2.36%
CVGI	191	7.25	222	19%	31%	0.00%
IMBBY	192	32.38	31,266	7%	140%	7.46%
LYB	193	87.86	34,265	14%	35%	4.55%
GPS	194	26.01	10,066	14%	35%	0.00%
SUPN	195	38.05	2,064	6%	2005%	0.00%
FFIV	196	158.64	9,688	7%	420%	0.00%
CVRR	197	10.49	1,548	26%	30%	24.02%
VSH	198	18.94	2,897	18%	31%	1.70%
ORCL	199	49.27	188,064	7%	232%	1.54%
ACCO	200	8.83	935	12%	38%	2.72%

Here is how my list compares/maps to official list:

Ticker	Mkt Cap	Date	My Ranking	Price	EY	ROIC
ACOR	767	18-Jan	8	16.26	25%	335%
AEIS	1,858	18-Jan	31	48.00	14%	124%
ALSN	6,469	18-Jan	67	49.90	10%	161%
MO	90,826	18-Jan	58	48.31	9%	509%
AMAT	34,460	18-Jan	42	35.71	13%	115%
AGX	634	18-Jan	23	40.69	16%	119%
AKG	154	18-Jan	5	0.68	23%	16301%
HRB	5,268	18-Jan	16	25.63	12%	313%
BPT	535	18-Jan	6	25.02	18%	49074%
CASA	950	18-Jan	41	11.20	11%	162%
CJREF	899	18-Jan	18	4.24	15%	155%
DLX	2,039	18-Jan	13	44.03	13%	336%
DXC	17,614	18-Jan	61	62.62	13%	91%
ESIO	1,041	18-Jan	35	29.99	13%	120%
FTSI	880	18-Jan	20	8.05	33%	102%
GME	1,628	18-Jan	43	15.93	22%	76%
GILD	89,657	18-Jan	34	69.18	11%	255%
EAF	4,007	18-Jan	51	13.79	14%	95%
HSII	630	18-Jan	54	33.25	11%	161%
HPQ	33,843	18-Jan	52	21.75	11%	197%
IDT	166	18-Jan	#N/A	#N/A	#N/A	#N/A
IMMR	302	18-Jan	4	9.80	26%	1811%
IDCC	2,507	18-Jan	14	72.34	12%	2120%
IPG	8,552	18-Jan	60	22.25	10%	176%
KLAC	14,654	18-Jan	33	95.73	11%	205%
LRCX	23,674	18-Jan	38	147.55	13%	110%
LGORF	1,206	18-Jan	68	2.30	12%	88%
LTRPA	1,305	18-Jan	3	17.39	95%	792%
TUSK	1,019	18-Jan	98	22.77	36%	47%
MCFT	424	18-Jan	24	22.65	12%	247%
MSB	379	18-Jan	10	28.88	12%	21815%
MSGN	1,684	18-Jan	22	22.50	12%	272%
NKTR	7,995	18-Jan	15	46.20	11%	1729%
EGOV	905	18-Jan	25	13.81	11%	411%
OMC	17,085	18-Jan	81	76.00	9%	294%
PETS	485	18-Jan	28	23.44	14%	126%
STX	11,511	18-Jan	46	40.23	13%	109%
SIGA	590	18-Jan	1	7.34	62%	71876%
SGH	513	18-Jan	56	22.71	28%	65%
SP	771	18-Jan	85	34.38	9%	295%
SYX	901	18-Jan	65	24.19	11%	117%
TVTY	944	18-Jan	12	23.58	12%	893%
TUP	1,848	18-Jan	55	38.03	13%	102%
HEAR	238	18-Jan	45	16.76	15%	93%
UIS	669	18-Jan	9	13.11	29%	233%
UTHR	5,445	18-Jan	19	115.75	20%	123%
VEC	271	18-Jan	44	24.10	16%	91%
VIAB	12,125	18-Jan	26	30.08	13%	141%
WTW	2,292	18-Jan	59	34.30	9%	746%
WDC	11,329	18-Jan	47	39.20	20%	76%

So IDT is the strange one... I just don't map them into top 200.  All other top 50 are in my top 100.  I'll call that pretty darned good.