Objective

The Price-to-Sales folio is designed for investors seeking moderate capital appreciation in return for moderate volatility, in line with the S&P 500.

Strategy

The Price-to-Sales folio is constructed from the largest 100 companies with the lowest price-to-sales ratio, utilizing the principles of fundamental investment analysis.

The price-to-sales ratio (P/S) is a measure of valuing a company by taking the price of the stock divided by the company’s total sales per share for the past year. Sales are generally less susceptible to manipulation than earnings, and therefore, the price-to-sales ratio may provide a better indication of corporate performance.

Last Updated: June 15, 2018

Category: Fundamental
Inception Date: 2008-09-22 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 0.96% 2.75%
Three-Month 0.02% 1.67%
Year-to-Date 0.09% 4.92%
One-Year 13.7% 16.52%
Three-Year (Annualized) 7.59% 12.38%
Five-Year (Annualized) 9.49% 13.64%
Since Inception 6.73% N/A
Volatility 11.73% 12.44%

Past performance is no guarantee of future results.
See how returns are calculated

* Returns reflect model performance from the Inception Date to the Date Funded, and funded performance since the Date Funded, if funded. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a strategy has been updated that you place orders to update your holdings.

#SymbolCompanyWeight
(% of Folio)
1AALamerican airls group inc com0.48%
2AAPLapple inc com2.59%
3ABCamerisourcebergen corp com cl a1.72%
4ADMarcher daniels midland co0.69%
5AETaetna inc new com0.69%
6AIGamerican intl group inc0.56%
7AMXamerica movil s a de c v adr l shs0.61%
8AMZNamazon com inc2.01%
9ANTManthem inc new1.02%
10BAboeing co1.06%
11BACbank of america corporation1.14%
12BAMbrookfield asset mgmt inc cl a ltd vt sh0.46%
13BBDObanco bradesco s a sponsored adr0.53%
14BBYbest buy inc0.47%
15BGbunge limited0.52%
16BPbp plc adr2.77%
17BUDanheuser busch inbev sa/nv adr0.64%
18Ccitigroup inc1.00%
19CATcaterpillar inc del0.51%
20CHAchina telecom ltd spon adr h shares0.61%
21CHLchina mobile limited adr1.24%
22CHTRcharter communications inc del cl a new0.47%
23CHUchina unicom ltd adr0.46%
24CIcigna corp0.47%
25CMCSAcomcast corp new class a0.96%
26CNCcentene corp del0.55%
27COSTcostco whsl corp new1.45%
28CSCOcisco sys inc0.53%
29CVScvs health corporation com2.09%
30CVXchevron corp new1.61%
31DALdelta air lines inc del new0.47%
32DISdisney walt co disney0.62%
33DVMTdell technologies inc com cl v class v0.89%
34DWDPdowdupont inc com0.71%
35Eeni s p a adr0.91%
36ESRXexpress scripts inc cl a1.13%
37ETEenergy transfer equity l p com ut ltd pt0.46%
38Fford mtr co del par $0.011.78%
39FBfacebook inc cl a0.46%
40FCAUat chrysler automobiles n v shs1.42%
41FDXfedex corp0.68%
42GEgeneral elec co1.38%
43GMgeneral mtrs co com1.65%
44GOOGalphabet inc cap stk cl c1.26%
45GOOGLalphabet inc cap stk cl a1.26%
46GSKglaxosmithkline plc sponsored adr adr0.44%
47HCAhca holdings inc com0.54%
48HDhome depot inc1.14%
49HONhoneywell intl inc0.46%
50HPQhewlett packard co0.59%
51HSBChsbc hldgs plc adr new0.61%
52HUMhumana inc0.61%
53IBMinternational business machs0.90%
54INTCintel corp0.71%
55JDjd com inc spon adr cl a0.63%
56JNJjohnson & johnson0.87%
57JPMj p morgan chase & co1.29%
58KEPkorea electric pwr adr0.61%
59KRkroger co1.39%
60LFCchina life ins co ltd adr rep h1.19%
61LMTlockheed martin corp0.58%
62LOWlowes cos inc0.78%
63METmetlife inc0.70%
64MFCmanulife finl corp0.51%
65MGAmagna intl inc cl a0.44%
66MPCmarathon pete corp com0.85%
67MRKmerck & co inc0.45%
68MSmorgan stanley new0.49%
69MSFTmicrosoft corp1.02%
70MTarcelormittal sa luxembourg ny registry0.78%
71NVSnovartis a g adr0.56%
72ORANorange sponsored adr adr0.53%
73PBRpetroleo brasileiro sa petrobr adr1.01%
74PEPpepsico inc0.72%
75PFEpfizer inc0.60%
76PGprocter & gamble co0.74%
77PKXposco adr0.62%
78PMphilip morris intl inc com0.88%
79PRUprudential finl inc0.61%
80PSXphillips 66 com new1.18%
81RDS.Aroyal dutch shell plc spons adr a3.46%
82RIOrio tinto plc adr0.45%
83RYroyal bk cda montreal que0.46%
84SYYsysco corp0.63%
85Tat&t inc com1.82%
86TEFtelefonica s a adr0.67%
87TGTtarget corp0.81%
88TMUSt-mobile us inc com0.46%
89TOTtotal s a adr1.94%
90UBSubs group ag shs0.50%
91UNunilever n v n y shs new0.69%
92UNHunitedhealth group2.28%
93UPSunited parcel service inc cl b0.75%
94UTXunited technologies corp0.68%
95VLOvalero energy corp new1.06%
96VZverizon communications inc.1.43%
97WBAwalgreens boots alliance inc new1.34%
98WFCwells fargo & co new1.11%
99WMTwal mart inc5.67%
100XOMexxon mobil corp2.77%

Steps to Create This Folio

  1. We screened for the largest 100 companies, based on market capitalization, that have the lowest price-to-sales ratio.
  2. Individual company weights were determined by dividing their market capitalization, adjusted for price-to-sales, by the total sales of the 100 companies.

Number of Securities

This folio is generally composed of 100 stocks, although the number may change.

Update Frequency

Quarterly.

If the characteristics of the folio have changed substantially, the securities included may change. Also, corporate actions, such as a merger, or other events may cause changes to the securities held at any time. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a folio has been updated that you place orders to update your holdings.