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: September 18, 2017

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

Folio S&P 500 Total Return
One-Month 3.77% 3.3%
Three-Month 4.67% 3.43%
Year-to-Date 11.52% 13.5%
One-Year 19.07% 19.48%
Three-Year (Annualized) 4.91% 9.85%
Five-Year (Annualized) 9.83% 13.78%
Since Inception 6.26% N/A
Volatility 8.66% 7.7%

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 com0.46%
2AAPLapple inc com2.47%
3ABCamerisourcebergen corp com cl a1.68%
4AETaetna inc new com0.73%
5AIGamerican intl group inc0.60%
6AMXamerica movil s a de c v adr l shs0.60%
7AMZNamazon com inc1.56%
8ANTManthem inc new0.97%
9BAboeing co1.08%
10BACbank of america corporation1.07%
11BBDObanco bradesco s a sponsored adr0.54%
12BBYbest buy inc0.45%
13BGbunge limited0.49%
14BPbp plc adr2.14%
15BRK.Aberkshire hathaway inc del cl a2.57%
16BUDanheuser busch inbev sa/nv adr0.52%
17Ccitigroup inc0.95%
18CATcaterpillar inc del0.44%
19CHAchina telecom ltd spon adr h shares0.61%
20CHLchina mobile limited adr1.22%
21CHUchina unicom ltd adr0.47%
22CIcigna corp0.46%
23CMCSAcomcast corp new class a0.92%
24CNCcentene corp del0.47%
25COSTcostco whsl corp new1.36%
26CSCOcisco sys inc0.56%
27CVScvs health corporation com2.04%
28CVXchevron corp new1.31%
29DALdelta air lines inc del new0.45%
30DISdisney walt co disney0.64%
31DOWdow chem co0.55%
32Eeni s p a adr0.72%
33ESRXexpress scripts inc cl a1.15%
34Fford mtr co del par $0.011.62%
35FCAUat chrysler automobiles n v shs1.41%
36FDXfedex corp0.69%
37GEgeneral elec co1.42%
38GMgeneral mtrs co com1.91%
39GOOGalphabet inc cap stk cl c1.04%
40GOOGLalphabet inc cap stk cl a1.05%
41GSKglaxosmithkline plc sponsored adr adr0.43%
42HCAhca holdings inc com0.48%
43HDhome depot inc1.09%
44HMChonda motor ltd amern shs1.43%
45HONhoneywell intl inc0.45%
46HPEhewlett packard enterprise co new0.57%
47HPQhewlett packard co0.55%
48HSBChsbc hldgs plc adr new0.58%
49HUMhumana inc0.62%
50IBMinternational business machs0.92%
51INTCintel corp0.68%
52JCIjohnson ctls intl plc shs0.43%
53JDjd com inc spon adr cl a0.43%
54JNJjohnson & johnson0.82%
55JPMj p morgan chase & co1.21%
56KOcoca cola co0.48%
57KRkroger co1.32%
58LMTlockheed martin corp0.54%
59LOWlowes cos inc0.75%
60MCKmckesson corporation2.28%
61METmetlife inc0.73%
62MFCmanulife finl corp0.46%
63MPCmarathon pete corp com0.73%
64MRKmerck & co inc0.46%
65MSmorgan stanley new0.44%
66MTarcelormittal sa luxembourg ny registry0.65%
67MTUmitsubishi ufj finl group inc sponsored0.60%
68NVSnovartis a g adr0.56%
69ORCLoracle corp0.43%
70PBRpetroleo brasileiro sa petrobr adr0.93%
71PEPpepsico inc0.72%
72PFEpfizer inc0.61%
73PKXposco adr0.52%
74PMphilip morris intl inc com0.86%
75PRUprudential finl inc0.59%
76PSXphillips 66 com new0.98%
77PUKprudential plc adr1.12%
78RDS.Aroyal dutch shell plc spons adr a2.68%
79SMFGsumitomo mitsui finl group inc sponsored0.54%
80SNEsony corp adr new0.78%
81SNYsanofi sponsored adr adr0.43%
82Tat&t inc com1.88%
83TGTtarget corp0.80%
84TMtoyota motor corp sp adr rep2com2.93%
85TMUSt-mobile us inc com0.43%
86TOTtotal s a adr1.72%
87TSNtyson foods inc cl a0.42%
88TTMtata mtrs ltd adr0.47%
89UALunited contl hldgs inc com0.42%
90UNunilever n v n y shs new0.67%
91UNHunitedhealth group2.12%
92UPSunited parcel service inc cl b0.70%
93UTXunited technologies corp0.66%
94VLOvalero energy corp new0.87%
95VODvodafone group plc adr0.60%
96VZverizon communications inc.1.45%
97WBAwalgreens boots alliance inc new1.35%
98WFCwells fargo & co new1.08%
99WMTwal mart stores inc5.57%
100XOMexxon mobil corp2.59%

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.