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South Texas Money Management Filter
South Texas Money Management Filter
live (public) 0.35% February 01
Screen for equities meeting the following criteria:
- Market caps above $50 million
- Price/Free Cash Flow below 15
- Price/Sales below 2
- Positive sales growth in the past 5 years, and quarter over quarter
- Positive EPS growth in the past 5 years, and quarter over quarter
- Encouraging DuPont breakdown: Most recent quarter’s (Net Profit margin)*(Asset turnover)*(Leverage ratio)
The resulting 15 stocks.
- Assisted Living Concepts (ALC): Operates senior living residences in the United States. Market cap at $334.09M.
- Ascena Retail Group (ASNA): Operates as a specialty retailer of apparel for women and tween girls. Market cap at $2.91B.
- Belden, (BDC): Designs, manufactures, and markets cable, connectivity, and networking products. Market cap at $1.45B.
- CF Industries (CF): Manufactures and distributes nitrogen and phosphate fertilizer products. Market cap at $10.93B.
- Comcast (CMCSA): Provides entertainment, information, and communications. Market cap at $77.78B.
- CNO Financial (CNO): Development and marketing of health insurance, annuity, life insurance. Market cap at $1.61B.
- Coventry Health Care (CVH): Operates as a managed healthcare company in the United States. Market cap at $4.38B.
- Life Technologies (LIFE): Operates as a life sciences company. Market cap at $7.47B.
- Parker Hannifin (PH): Manufactures fluid power systems, electromechanical controls, and related components. Market cap at $12.74B.
- RTI Biologics. (RTIX): Produce orthopedic and other surgical implants. Market cap at $199.87M.
- Standex International. (SXI): Operates as a diversified manufacturing company. Market cap at $517.8M.
- Symetra Financial (SYA): Operates as a financial services company in the life insurance industry. Market cap at $1.32B.
- Tetra Tech . (TTEK): Provides technical services for resource management. Market cap at $1.6B.
- Universal Health Services. (UHS): Operates acute care hospitals. Market cap at $3.78B.
- Verint Systems. (VRNT): Provides actionable intelligence solutions. Market cap at $1.15B.
Holdings (As of 02/01/2016)
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Asset1 | BDC (Belden Inc) | 2.25% | 6.05% |
| Asset1 | CF (CF Industries Holdings Inc) | 0.80% | 5.36% |
| Asset1 | CMCSA (Comcast Corp) | 0.18% | 12.33% |
| Asset1 | CNO (CNO Financial Group Inc) | 0.46% | 11.67% |
| Asset1 | PH (Parker-Hannifin Corporation) | 0.81% | 5.96% |
| Asset1 | RTIX (RTI Surgical Holdings Inc) | 4.36% | 3.43% |
| Asset1 | SXI (Standex International Corporation) | 0.37% | 11.33% |
| Asset1 | UHS (Universal Health Services Inc) | 2.16% | 13.17% |
| Asset1 | ASNA (Ascena Retail Group Inc) | 3.93% | 2.11% |
| Asset1 | SYA (Symetra Financial Corp) | 8.90% | |
| Asset1 | TTEK (Tetra Tech Inc) | 0.49% | 3.49% |
| Asset1 | VRNT (Verint Systems Inc) | 0.05% | 6.76% |
| CASH | CASH (CASH) | 0.0% | 9.44% |
* Day change on 02/01/2016.
Previous
Performance (As of 02/01/2016)
Since 01/25/2010
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| South Texas Money Management Filter | -7.5% | -9.5% | 4.6% | 8.6% | N/A | |
| VFINX (Vanguard (S&P 500) Index) | 7.7% | 25.5% | 8.4% | 13.5% | 12.6% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.0% | 14.4% | 2.6% | 7.7% | 7.7% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 01/25/2010 |
2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 4.5 | -9.5 | 4.6 | 8.6 | NA | 12.3 | -7.5 | -7.6 | 7.7 | 36.7 | 29.6 | -5.1 | 29.7 |
| Sharpe Ratio | NA | -0.49 | 0.28 | 0.41 | NA | 0.58 | -0.33 | -0.41 | 0.51 | 2.85 | 1.65 | -0.16 | 1.24 |
| Draw Down(%) | NA | 25.9 | 25.9 | 30.7 | NA | 30.7 | 11.5 | 18.0 | 10.8 | 6.7 | 12.8 | 30.7 | 21.6 |
| Standard Deviation(%) | NA | 19.3 | 16.1 | 20.7 | NA | 21.2 | 22.7 | 18.8 | 15.0 | 12.9 | 17.9 | 32.5 | 24.0 |
| Treynor Ratio | NA | -0.12 | 0.05 | 0.07 | NA | 0.11 | -0.08 | -0.09 | 0.07 | 0.37 | 0.23 | -0.04 | 0.25 |
| Alpha | NA | -0.03 | -0.01 | 0.0 | NA | 0.01 | -0.15 | -0.03 | -0.02 | 0.02 | 0.04 | -0.01 | 0.04 |
| Beta | NA | 0.83 | 0.95 | 1.15 | NA | 1.16 | 0.9 | 0.82 | 1.12 | 0.99 | 1.28 | 1.32 | 1.21 |
| RSquared | NA | 0.48 | 0.6 | 0.76 | NA | 0.77 | 0.87 | 0.45 | 0.72 | 0.73 | 0.83 | 0.89 | 0.84 |
| Sortino Ratio | NA | -0.68 | 0.39 | 0.57 | NA | 0.8 | -0.4 | -0.56 | 0.68 | 4.23 | 2.51 | -0.21 | 1.77 |
| Yield(%) | N/A | 0.0 | 0.03 | 0.02 | N/A | 0.01 | 0.0 | 0.0 | 0.08 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/25/2010
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