For anyone interested in a company listing. I think this list is using 2-1 data I had available based on the date on the spreadsheet - but not sure.
Here's a ranking of stocks from a modified Greenblatt/Magic Formula approach, weighting various measures of return, valuation, and to a lesser degree growth components, and price action. Note: This is not Greenblatt's list from his website - it is simply a variation utilizing the same line of thought as what is in his book, but modified to include more factors in the ranking that I want the ranking to consider.
Note also - there will be some ADRs in there. I don't cull them from my list (except for smaller cap Chinese cos), but Greenblatt will exclude all ADR from his approach because financials can be considerably different. I leave them in just so I can see if they might be worth looking into.
I've also not manually removed all of the financials (some companies classified in certain financial sectors I have manually removed though).
- Top Big Companies over 2B in mkt cap using a Modified MF approach
1 CF CF Industries Holdings, Inc.
2 HFC HollyFrontier Corp
3 AAPL Apple Inc.
4 HYSNY Hysan Development Company Limi
5 HLF Herbalife Ltd.
6 WDC Western Digital Corp.
7 STX Seagate Technology PLC
8 CACC Credit Acceptance Corp.
9 RES RPC, Inc.
10 NUS Nu Skin Enterprises, Inc.
11 CBI Chicago Bridge & Iron Company
12 SYNT Syntel, Inc.
13 JOY Joy Global Inc.
14 SHOO Steven Madden, Ltd.
15 STO Statoil ASA(ADR)
16 BKE Buckle, Inc., The
17 DST DST Systems, Inc.
18 CEO CNOOC Limited (ADR)
19 WU Western Union Company, The
20 BBBY Bed Bath & Beyond Inc.
21 CVI CVR Energy, Inc.
22 PUBGY Publicis Groupe S.A. (ADR)
23 PII Polaris Industries Inc.
24 ORCL Oracle Corporation
25 COH Coach, Inc.
26 AAP Advance Auto Parts, Inc.
27 ROST Ross Stores, Inc.
28 TRW TRW Automotive Holdings Corp.
29 AGU Agrium Inc. (USA)
30 DK Delek US Holdings, Inc.
31 DLTR Dollar Tree, Inc.
32 CHL China Mobile Ltd. (ADR)
33 NTES NetEase, Inc (ADR)
34 YZC Yanzhou Coal Mining Co Ltd (AD
35 TJX TJX Companies, Inc., The
36 CHKP Check Point Software Technolog
37 CMI Cummins Inc.
38 SNN Smith & Nephew plc (ADR)
39 MD Mednax Inc.
40 VLKAY Volkswagen AG (ADR)
41 DELL Dell Inc.
42 UTHR United Therapeutics Corporatio
43 XOM Exxon Mobil Corporation
44 LH Laboratory Corp. of America Ho
45 GPS Gap Inc., The
46 ITW Illinois Tool Works Inc.
47 DAR Darling International Inc.
48 CVX Chevron Corporation
49 NEU NewMarket Corporation
50 ENS EnerSys
- Top companies including mkt caps below 2B. using Modified MF (see header for more info).
1 CF CF Industries Holdings, Inc.
2 IDCC InterDigital, Inc.
3 POZN POZEN Inc.
4 TEO Telecom Argentina S.A. (ADR)
5 HFC HollyFrontier Corp
6 AAPL Apple Inc.
7 QCOR Questcor Pharmaceuticals, Inc.
8 EBIX Ebix Inc
9 USNA USANA Health Sciences, Inc.
10 TARO Taro Pharmaceutical Industries
11 ZAGG Zagg Inc
12 HYSNY Hysan Development Company Limi
13 WDC Western Digital Corp.
14 HLF Herbalife Ltd.
15 STX Seagate Technology PLC
16 VCI Valassis Communications, Inc.
17 EZPW EZCORP Inc
18 NUS Nu Skin Enterprises, Inc.
19 CPLA Capella Education Company
20 CACC Credit Acceptance Corp.
21 STO Statoil ASA(ADR)
22 JOY Joy Global Inc.
23 KLIC Kulicke and Soffa Industries I
24 SYNT Syntel, Inc.
25 IEC IEC Electronics Corp.
26 JCOM J2 Global Inc
27 CSTR Coinstar, Inc.
28 WSTG Wayside Technology Group, Inc.
29 RGR Sturm, Ruger & Company
30 RES RPC, Inc.
31 USPH U.S. Physical Therapy, Inc.
32 CEO CNOOC Limited (ADR)
33 APEI American Public Education, Inc
34 LHCG LHC Group, Inc.
35 DLX Deluxe Corporation
36 CBI Chicago Bridge & Iron Company
37 BKE Buckle, Inc., The
38 TCX Tucows Inc. (USA)
39 HCKT Hackett Group, Inc., The
40 CRUS Cirrus Logic, Inc.
41 APOL Apollo Group Inc
42 WU Western Union Company, The
43 WRLD World Acceptance Corp.
44 DST DST Systems, Inc.
45 BBBY Bed Bath & Beyond Inc.
46 CRAY Cray Inc.
47 SHOO Steven Madden, Ltd.
48 YZC Yanzhou Coal Mining Co Ltd (AD
49 CHL China Mobile Ltd. (ADR)
50 INTX Intersections Inc.
51 COH Coach, Inc.
52 NTES NetEase, Inc (ADR)
53 CHE Chemed Corporation
54 AAP Advance Auto Parts, Inc.
55 GSOL Global Sources Ltd. (Bermuda)
56 TRW TRW Automotive Holdings Corp.
57 CVI CVR Energy, Inc.
58 DECK Deckers Outdoor Corp
59 ROST Ross Stores, Inc.
60 DHX DICE HOLDINGS, INC.
61 BRLI Bio-Reference Laboratories Inc
62 PII Polaris Industries Inc.
63 DLTR Dollar Tree, Inc.
64 DK Delek US Holdings, Inc.
65 DFZ R.G. Barry Corp.
66 AGU Agrium Inc. (USA)
67 DELL Dell Inc.
68 SGRP SPAR Group, Inc.
69 PUBGY Publicis Groupe S.A. (ADR)
70 PLUS ePlus Inc.
71 MYGN Myriad Genetics, Inc.
72 CACI CACI International Inc
73 SWHC Smith & Wesson Holding Corpora
74 HGG hhgregg, Inc.
75 UTHR United Therapeutics Corporatio
76 MGLN Magellan Health Services Inc
77 AE Adams Resources & Energy, Inc.
78 IOSP Innospec Inc.
79 XOM Exxon Mobil Corporation
80 AFAM Almost Family, Inc.
81 LXU LSB Industries, Inc.
82 TJX TJX Companies, Inc., The
83 STRA Strayer Education Inc
84 CMI Cummins Inc.
85 ORCL Oracle Corporation
86 CVX Chevron Corporation
87 TGA TransGlobe Energy Corporation
88 TESS TESSCO Technologies, Inc.
89 SNN Smith & Nephew plc (ADR)
90 MGIC Magic Software Enterprises Ltd
91 CHKP Check Point Software Technolog
92 TRLG True Religion Apparel, Inc.
93 FCFS First Cash Financial Services,
94 PRAA Portfolio Recovery Associates,
95 PWER Power One Inc
96 VLKAY Volkswagen AG (ADR)
97 SMP Standard Motor Products, Inc.
98 GPS Gap Inc., The
99 KRO Kronos Worldwide, Inc.
100 DAR Darling International Inc.
Disclaimer: I am invested in several of the companies on this list. |
