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: November 16, 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 1.18% 1.3%
Three-Month 5.83% 5.28%
Year-to-Date 15.46% 17.57%
One-Year 20.12% 21.21%
Three-Year (Annualized) 7.12% 10.51%
Five-Year (Annualized) 12.1% 16.12%
Since Inception 6.55% N/A
Volatility 7.45% 6.8%

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%
2ADMarcher daniels midland co0.75%
3AETaetna inc new com0.76%
4AIGamerican intl group inc0.63%
5AMXamerica movil s a de c v adr l shs0.63%
6AMZNamazon com inc1.63%
7ANTManthem inc new1.02%
8BAboeing co1.13%
9BACbank of america corporation1.12%
10BBDObanco bradesco s a sponsored adr0.56%
11BBLbhp billiton plc adr0.46%
12BBYbest buy inc0.47%
13BGbunge limited0.51%
14BHPbhp ltd adr0.46%
15BPbp plc adr2.24%
16BUDanheuser busch inbev sa/nv adr0.55%
17Ccitigroup inc0.99%
18CAHcardinal health inc1.55%
19CATcaterpillar inc del0.46%
20CHAchina telecom ltd spon adr h shares0.64%
21CHLchina mobile limited adr1.28%
22CIcigna corp0.48%
23CMCSAcomcast corp new class a0.96%
24CNCcentene corp del0.49%
25CSCOcisco sys inc0.58%
26CVScvs health corporation com2.13%
27CVXchevron corp new1.37%
28DALdelta air lines inc del new0.48%
29DCMntt docomo inc spons adr0.51%
30DVMTdell technologies inc com cl v class v0.74%
31DWDPdowdupont inc com0.58%
32ESRXexpress scripts inc cl a1.20%
33Fford mtr co del par $0.011.70%
34FCAUat chrysler automobiles n v shs1.47%
35FDXfedex corp0.72%
36GEgeneral elec co1.48%
37GMgeneral mtrs co com2.00%
38GOOGalphabet inc cap stk cl c1.08%
39GOOGLalphabet inc cap stk cl a1.08%
40GSKglaxosmithkline plc sponsored adr adr0.45%
41HCAhca holdings inc com0.50%
42HDhome depot inc1.13%
43HMChonda motor ltd amern shs1.50%
44HONhoneywell intl inc0.47%
45HPEhewlett packard enterprise co new0.60%
46HPQhewlett packard co0.58%
47HSBChsbc hldgs plc adr new0.60%
48HUMhumana inc0.65%
49IBMinternational business machs0.96%
50INTCintel corp0.71%
51JDjd com inc spon adr cl a0.45%
52JNJjohnson & johnson0.86%
53JPMj p morgan chase & co1.26%
54KEPkorea electric pwr adr0.62%
55KOcoca cola co0.50%
56KRkroger co1.38%
57LFCchina life ins co ltd adr rep h0.98%
58LMTlockheed martin corp0.57%
59LOWlowes cos inc0.78%
60MCKmckesson corporation2.38%
61METmetlife inc0.76%
62MFCmanulife finl corp0.48%
63MPCmarathon pete corp com0.76%
64MRKmerck & co inc0.48%
65MSmorgan stanley new0.46%
66MSFTmicrosoft corp1.08%
67MTarcelormittal sa luxembourg ny registry0.68%
68MTUmitsubishi ufj finl group inc sponsored0.63%
69NVSnovartis a g adr0.58%
70ORCLoracle corp0.45%
71PBRpetroleo brasileiro sa petrobr adr0.98%
72PEPpepsico inc0.75%
73PFEpfizer inc0.63%
74PGprocter & gamble co0.78%
75PKXposco adr0.55%
76PMphilip morris intl inc com0.90%
77PRUprudential finl inc0.62%
78PSXphillips 66 com new1.03%
79PUKprudential plc adr1.17%
80RDS.Aroyal dutch shell plc spons adr a2.80%
81SMFGsumitomo mitsui finl group inc sponsored0.57%
82SNEsony corp adr new0.81%
83SNYsanofi sponsored adr adr0.45%
84SYYsysco corp0.66%
85Tat&t inc com1.96%
86TEFtelefonica s a adr0.69%
87TGTtarget corp0.83%
88TMtoyota motor corp sp adr rep2com3.06%
89TMUSt-mobile us inc com0.45%
90TOTtotal s a adr1.80%
91TTMtata mtrs ltd adr0.49%
92UNHunitedhealth group2.22%
93UPSunited parcel service inc cl b0.73%
94UTXunited technologies corp0.69%
95VLOvalero energy corp new0.91%
96VODvodafone group plc adr0.63%
97VZverizon communications inc.1.51%
98WFCwells fargo & co new1.13%
99WMTwal mart stores inc5.83%
100XOMexxon mobil corp2.71%

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.