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 27, 2016

Category: Fundamental
Inception Date: September 22, 2008
Date Funded: August 31, 2009*

Folio S&P 500 Total Return
One-Month -0.81% -0.26%
Three-Month 7.61% 8.55%
Year-to-Date 4.48% 7.38%
One-Year 8.98% 14.28%
Three-Year (Annualized) 4.29% 10.77%
Five-Year (Annualized) 10.76% 15.38%
Since Inception 4.83% N/A
Volatility 15.82% 14.51%

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 com0.47%
2AAPLapple inc com2.69%
3ABCamerisourcebergen corp com cl a1.57%
4AETaetna inc new com0.70%
5AIGamerican intl group inc0.67%
6AMXamerica movil s a de c v adr l shs0.65%
7AMZNamazon com inc1.23%
8ANTManthem inc new0.91%
9BAboeing co1.11%
10BACbank of america corporation1.07%
11BBYbest buy inc0.46%
12BCSbarclays plc adr0.46%
13BGbunge limited0.50%
14BPbp plc adr2.61%
15BRK.Aberkshire hathaway inc del cl a2.43%
16BUDanheuser busch inbev sa/nv adr0.50%
17Ccitigroup inc1.02%
18CAHcardinal health inc1.18%
19CHAchina telecom ltd spon adr h shares0.61%
20CHLchina mobile limited adr1.25%
21CHUchina unicom ltd adr0.51%
22CIcigna corp0.44%
23CMCSAcomcast corp new class a0.86%
24COSTcostco whsl corp new1.34%
25CSCOcisco sys inc0.57%
26CVScvs health corporation com1.77%
27CVXchevron corp new1.60%
28DALdelta air lines inc del new0.47%
29DCMntt docomo inc spons adr0.42%
30DISdisney walt co disney0.60%
31DOWdow chem co0.56%
32Eeni s p a adr0.87%
33ESRXexpress scripts inc cl a1.17%
34ETEenergy transfer equity l p com ut ltd pt0.49%
35Fford mtr co del par $0.011.62%
36FCAUat chrysler automobiles n v shs1.43%
37FDXfedex corp0.55%
38GEgeneral elec co1.35%
39GMgeneral mtrs co com1.76%
40GOOGalphabet inc cap stk cl c0.86%
41GOOGLalphabet inc cap stk cl a0.86%
42HCAhca holdings inc com0.46%
43HDhome depot inc1.02%
44HMChonda motor ltd amern shs1.22%
45HONhoneywell intl inc0.44%
46HPEhewlett packard enterprise co new0.60%
47HPQhewlett packard co1.19%
48HUMhumana inc0.63%
49IBMinternational business machs0.94%
50IMingram micro inc cl a0.50%
51INTCintel corp0.64%
52JCI.MERGEjohnson ctls inc0.43%
53JNJjohnson & johnson0.81%
54JPMj p morgan chase & co1.08%
55KOcoca cola co0.51%
56KRkroger co1.27%
57LFCchina life ins co ltd adr rep h0.94%
58LMTlockheed martin corp0.53%
59LOWlowes cos inc0.68%
60MCKmckesson corporation2.06%
61METmetlife inc0.80%
62MPCmarathon pete corp com0.83%
63MRKmerck & co inc0.46%
64MSmorgan stanley new0.44%
65MSFTmicrosoft corp1.08%
66MTUmitsubishi ufj finl group inc sponsored0.55%
67NTTnippon teleg & tel corp adr1.07%
68NVSnovartis a g adr0.57%
69ORANorange sponsored adr adr0.52%
70ORCLoracle corp0.44%
71PEPpepsico inc0.73%
72PFEpfizer inc0.56%
73PGprocter & gamble co0.88%
74PMphilip morris intl inc com0.85%
75PRUprudential finl inc0.56%
76PSXphillips 66 com new1.16%
77PUKprudential plc adr0.73%
78RDS.Aroyal dutch shell plc spons adr a3.05%
79SMFGsumitomo mitsui finl group inc sponsored0.47%
80SNEsony corp adr new0.79%
81SNYsanofi sponsored adr adr0.47%
82SYYsysco corp0.56%
83Tat&t inc com1.69%
84TGTtarget corp0.85%
85TOTtotal s a adr1.91%
86TSNtyson foods inc cl a0.48%
87TTMtata mtrs ltd adr0.48%
88UALunited contl hldgs inc com0.44%
89UBSubs group ag shs0.45%
90UNunilever n v n y shs new0.68%
91UNHunitedhealth group1.81%
92UPSunited parcel service inc cl b0.67%
93UTXunited technologies corp0.65%
94VLOvalero energy corp new1.01%
95VODvodafone group plc adr0.76%
96VZverizon communications inc.1.52%
97WBAwalgreens boots alliance inc new1.19%
98WFCwells fargo & co new1.04%
99WMTwal mart stores inc5.56%
100XOMexxon mobil corp3.10%

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.