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: December 2, 2016

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

Folio S&P 500 Total Return
One-Month 6.04% 4.75%
Three-Month 2.18% 1.09%
Year-to-Date 8.74% 9.44%
One-Year 6.4% 7.71%
Three-Year (Annualized) 3.5% 9.05%
Five-Year (Annualized) 10.08% 14.41%
Since Inception 5.24% N/A
Volatility 15.36% 13.86%

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 com2.73%
3ABCamerisourcebergen corp com cl a1.59%
4ADMarcher daniels midland co0.79%
5AETaetna inc new com0.70%
6AIGamerican intl group inc0.68%
7ALLallstate corp0.42%
8AMZNamazon com inc1.25%
9ANTManthem inc new0.92%
10BAboeing co1.12%
11BACbank of america corporation1.09%
12BBYbest buy inc0.46%
13BCSbarclays plc adr0.46%
14BGbunge limited0.51%
15BPbp plc adr2.64%
16BRK.Aberkshire hathaway inc del cl a2.46%
17BUDanheuser busch inbev sa/nv adr0.51%
18Ccitigroup inc1.03%
19CAHcardinal health inc1.42%
20CATcaterpillar inc del0.55%
21CHAchina telecom ltd spon adr h shares0.62%
22CHLchina mobile limited adr1.27%
23CHUchina unicom ltd adr0.52%
24CIcigna corp0.44%
25CMCSAcomcast corp new class a0.87%
26CSCOcisco sys inc0.58%
27CVScvs health corporation com1.79%
28CVXchevron corp new1.62%
29DALdelta air lines inc del new0.48%
30DISdisney walt co disney0.61%
31DOWdow chem co0.57%
32Eeni s p a adr0.88%
33ESRXexpress scripts inc cl a1.19%
34ETEenergy transfer equity l p com ut ltd pt0.49%
35Fford mtr co del par $0.011.64%
36FDXfedex corp0.59%
37GEgeneral elec co1.37%
38GMgeneral mtrs co com1.78%
39GOOGalphabet inc cap stk cl c0.88%
40GOOGLalphabet inc cap stk cl a0.88%
41GSKglaxosmithkline plc sponsored adr adr0.43%
42HCAhca holdings inc com0.46%
43HDhome depot inc1.03%
44HMChonda motor ltd amern shs1.51%
45HONhoneywell intl inc0.45%
46HPEhewlett packard enterprise co new0.61%
47HPQhewlett packard co1.21%
48HUMhumana inc0.63%
49IBMinternational business machs0.95%
50IMingram micro inc cl a0.50%
51INTCintel corp0.65%
52JNJjohnson & johnson0.82%
53JPMj p morgan chase & co1.09%
54KOcoca cola co0.52%
55KRkroger co1.28%
56LFCchina life ins co ltd adr rep h0.95%
57LMTlockheed martin corp0.54%
58LOWlowes cos inc0.69%
59MCKmckesson corporation2.23%
60METmetlife inc0.81%
61MPCmarathon pete corp com0.84%
62MRKmerck & co inc0.46%
63MSmorgan stanley new0.44%
64MSFTmicrosoft corp1.00%
65MTarcelormittal sa luxembourg ny registry0.74%
66MTUmitsubishi ufj finl group inc sponsored0.58%
67NTTnippon teleg & tel corp adr1.12%
68NVSnovartis a g adr0.58%
69ORANorange sponsored adr adr0.52%
70ORCLoracle corp0.43%
71PEPpepsico inc0.74%
72PFEpfizer inc0.57%
73PGprocter & gamble co0.76%
74PKXposco adr0.61%
75PMphilip morris intl inc com0.86%
76PRUprudential finl inc0.57%
77PSXphillips 66 com new1.18%
78PUKprudential plc adr0.74%
79RDS.Aroyal dutch shell plc spons adr a3.09%
80SMFGsumitomo mitsui finl group inc sponsored0.46%
81SNEsony corp adr new0.84%
82SNYsanofi sponsored adr adr0.48%
83STOstatoil asa0.71%
84SYYsysco corp0.59%
85Tat&t inc com1.71%
86TGTtarget corp0.86%
87TOTtotal s a adr1.93%
88TSNtyson foods inc cl a0.48%
89TTMtata mtrs ltd adr0.49%
90UALunited contl hldgs inc com0.44%
91UNunilever n v n y shs new0.69%
92UNHunitedhealth group1.83%
93UPSunited parcel service inc cl b0.68%
94UTXunited technologies corp0.66%
95VLOvalero energy corp new1.03%
96VODvodafone group plc adr0.69%
97VZverizon communications inc.1.54%
98WFCwells fargo & co new1.05%
99WMTwal mart stores inc5.63%
100XOMexxon mobil corp3.14%

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.