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: May 19, 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 3.6% 2.06%
Three-Month 2.06% 2.0%
Year-to-Date 5.84% 7.24%
One-Year 18.44% 19.23%
Three-Year (Annualized) 4.24% 10.41%
Five-Year (Annualized) 12.25% 15.39%
Since Inception 5.87% N/A
Volatility 11.03% 9.67%

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 com2.50%
3ABCamerisourcebergen corp com cl a1.70%
4ADMarcher daniels midland co0.72%
5AETaetna inc new com0.72%
6AIGamerican intl group inc0.61%
7AMZNamazon com inc1.56%
8ANTManthem inc new0.98%
9BAboeing co1.09%
10BACbank of america corporation1.08%
11BBYbest buy inc0.46%
12BGbunge limited0.50%
13BPbp plc adr2.16%
14BRK.Aberkshire hathaway inc del cl a2.59%
15BUDanheuser busch inbev sa/nv adr0.53%
16Ccitigroup inc0.95%
17CAHcardinal health inc1.41%
18CATcaterpillar inc del0.45%
19CHLchina mobile limited adr1.24%
20CIcigna corp0.46%
21CMCSAcomcast corp new class a0.93%
22CNCcentene corp del0.47%
23COSTcostco whsl corp new1.37%
24CSCOcisco sys inc0.57%
25CVScvs health corporation com2.06%
26CVXchevron corp new1.33%
27DALdelta air lines inc del new0.46%
28DISdisney walt co disney0.64%
29DOWdow chem co0.56%
30Eeni s p a adr0.73%
31ESRXexpress scripts inc cl a1.16%
32Fford mtr co del par $0.011.64%
33FDXfedex corp0.58%
34GEgeneral elec co1.43%
35GMgeneral mtrs co com1.93%
36GOOGalphabet inc cap stk cl c1.04%
37GOOGLalphabet inc cap stk cl a1.04%
38GSKglaxosmithkline plc sponsored adr adr0.44%
39HCAhca holdings inc com0.48%
40HDhome depot inc1.10%
41HMChonda motor ltd amern shs1.50%
42HONhoneywell intl inc0.46%
43HPEhewlett packard enterprise co new0.58%
44HPQhewlett packard co0.56%
45HUMhumana inc0.63%
46IBMinternational business machs0.93%
47INTCintel corp0.69%
48JCIjohnson ctls intl plc shs0.44%
49JDjd com inc spon adr cl a0.43%
50JNJjohnson & johnson0.83%
51JPMj p morgan chase & co1.22%
52KOcoca cola co0.48%
53KRkroger co1.34%
54LFCchina life ins co ltd adr rep h0.94%
55LMTlockheed martin corp0.55%
56LOWlowes cos inc0.75%
57MCKmckesson corporation2.21%
58METmetlife inc0.73%
59MFCmanulife finl corp0.47%
60MPCmarathon pete corp com0.73%
61MRKmerck & co inc0.46%
62MSmorgan stanley new0.44%
63MSFTmicrosoft corp0.99%
64MTarcelormittal sa luxembourg ny registry0.66%
65MTUmitsubishi ufj finl group inc sponsored0.57%
66NVSnovartis a g adr0.56%
67ORANorange sponsored adr adr0.52%
68ORCLoracle corp0.43%
69PBRpetroleo brasileiro sa petrobr adr0.94%
70PEPpepsico inc0.73%
71PFEpfizer inc0.61%
72PGprocter & gamble co0.76%
73PKXposco adr0.55%
74PMphilip morris intl inc com0.87%
75PRUprudential finl inc0.60%
76PSXphillips 66 com new0.99%
77PUKprudential plc adr1.13%
78RDS.Aroyal dutch shell plc spons adr a2.70%
79SMFGsumitomo mitsui finl group inc sponsored0.46%
80SNEsony corp adr new0.83%
81SNYsanofi sponsored adr adr0.43%
82STOstatoil asa0.53%
83SYYsysco corp0.58%
84Tat&t inc com1.90%
85TEFtelefonica s a adr0.67%
86TGTtarget corp0.80%
87TMtoyota motor corp sp adr rep2com2.74%
88TMUSt-mobile us inc com0.43%
89TOTtotal s a adr1.73%
90TTMtata mtrs ltd adr0.49%
91UNunilever n v n y shs new0.68%
92UNHunitedhealth group2.14%
93UPSunited parcel service inc cl b0.71%
94UTXunited technologies corp0.66%
95VLOvalero energy corp new0.88%
96VODvodafone group plc adr0.68%
97VZverizon communications inc.1.46%
98WBAwalgreens boots alliance inc new1.36%
99WFCwells fargo & co new1.09%
100WMTwal mart stores inc5.63%

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.