Table 1.

Performance of Stock Screens on AAII's Web Site

Price Gain (%)
Value
Cash Rich Firms
Dogs of the Dow
Dogs of the Dow: Low Priced 5
Fundamental Rule of Thumb
Graham--Defensive Investor (Non-Utility)
Graham--Defensive Investor (Utility)
Graham--Enterprising Investor
Graham--Enterprising Investor Revised
Magic Formula
O'Shaughnessy: Value
Piotroski: High F-Score (8)
Price-to-Free-Cash-Flow
Schloss
Weiss Blue Chip Div Yield

YTD*
-0.5
-0.7
13.0
1.1
-1.1
-11.7
25.5
0.6
-5.8
-8.8
-33.5
10.1
-13.5
-2.1

2014 2013 2012

2.5 36.6 10.5
6.8 27.9
9.6
3.0 34.5 15.7
-11.6 46.1
-6.9
-13.1 33.9 18.9
16.0 10.0
1.2
-20.6
9.6
1.1
41.9
2.1
-4.9
-16.5 27.9
7.9
-5.8 29.6 20.3
-0.3 137.6 91.7
12.4 97.8
1.1
-5.9 16.7 13.1
5.4 21.3 19.2

2011 2010 2009

-32.8 14.4 56.9
10.7 19.4
8.1
13.1 17.3
-7.7
-35.2 17.7 92.1
7.0 31.4 57.9
8.6
4.6
7.9
-1.1 43.5 48.5
-4.1 32.9 168.4
-30.6 26.6 97.0
-11.2
7.4 31.5
-36.4 138.8 34.6
-7.0 39.2 147.2
-35.1 12.5 57.5
7.6 26.9 27.9

2002 2001 2000 1999 1998

-9.4 20.1 40.5 37.1
-3.8
-9.8 -1.2
4.1
5.7
9.8
-6.5
7.2
3.2 -2.0 24.6
4.7 42.3 28.7 11.7
-9.4
3.1 61.5 12.0
3.6
9.6
-15.9
5.2 51.4 -8.4 14.6
43.5 55.3 24.2 -5.0
-7.3
2.2 65.8 -1.4
5.5 10.2
6.3 76.1
1.0
9.3
-9.9
-12.1 10.6 22.3 -3.9
7.2
7.6 76.3 -2.8 35.8
7.5
13.6 63.8 17.8 10.0
2.6
-0.1 20.5 14.9 18.8 18.8
-14.1 25.6 18.8
3.9
3.3

Avg
Ann'l
10.1
2.9
2.9
12.3
15.2
7.1
15.7
21.1
8.6
4.7
24.8
20.2
9.1
10.2

2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998
-23.7 15.1 14.4 14.0 31.2 39.9 -5.2 -3.5 36.7 14.8
7.3
-40.9 12.5 24.1 21.9 47.4 28.7 -11.8 63.7
6.3 -15.3 18.2
-38.2 12.6 17.2 14.4 45.1 90.3 10.1 19.2 11.5 19.5 19.4
-44.5 15.5
9.6 18.9
6.7 26.2 -8.9
5.7 -9.0 16.8 35.3
-32.4 29.6 36.2 19.1 26.8 107.5
0.8 13.4 13.2 21.1 33.6
-56.4
2.2 35.2
7.5 45.8 154.8 51.9 84.1 -6.6 53.8 38.1

Avg
Ann'l
13.9
9.3
15.6
6.7
18.0
24.2

2008 2007 2006 2005 2004 2003

-38.0
7.7 17.2 -2.5 18.6 64.0
-45.4 -1.8 26.8 -9.8 -1.3 20.4
-58.7 -2.7 34.9 -11.8
6.1 17.6
-41.5
4.1 31.0
5.0 49.6 83.3
-32.0 20.6 26.6 26.2 11.7 32.7
-18.4
1.8 29.4 18.5 16.2 16.6
-40.7 28.1 72.3 21.3 18.9 25.9
-22.6 29.4 34.5 48.2 10.2 50.1
-36.3 -5.6 27.9 -9.2
6.5 66.6
-49.1 -4.2 24.4
2.2 20.2 47.2
-35.3
1.8
8.1 37.8 37.7 131.6
-41.5 -21.2 26.6 10.6 30.9 61.7
-23.1 -8.1 30.1 20.0 -26.6 140.7
-26.2
4.5 14.2
6.4 13.6 48.9
Price Gain (%)

Value With Price Momentum

Lakonishok
O'Shaughnessy: All Cap
O'Shaughnessy: Growth
O'Shaughnessy: Growth Market Leaders
O'Shaughnessy: Small Cap Growth & Value
O'Shaughnessy: Tiny Titans

YTD* 2014 2013 2012 2011 2010 2009

1.0 13.0 26.8
7.5
-0.6 32.7 53.5
-16.2
-1.4 18.4 12.4
-5.0 29.4 23.3
-0.9
1.7 38.7 28.8
-7.5 21.3 22.4
-3.6
-4.2 48.5 15.8
-1.2 15.7 12.6
2.8
2.4 46.8 30.3
-0.3 26.1
-3.3
-3.8 25.7 54.4 20.0 -22.9 21.1 71.1

Price Gain (%)

Growth
Dual Cash Flow
Inve$tWare Quality Growth
Return on Equity

YTD* 2014 2013 2012 2011 2010 2009

-12.2
-3.2 48.9
5.1 -21.6 31.0 76.0
11.1 21.6 30.4 19.7
-9.4 17.3 39.6
5.1
-8.8 34.2 10.1
-5.7 32.0 40.0

2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998
-46.8 -7.3 20.4 10.4 24.7 66.9 -13.9 24.6
5.7 114.3
0.9
-24.1 -10.9
0.9 14.9 18.0 33.3 -25.0
8.0 18.5 -3.0 14.5
-33.8
7.2
8.7 17.6 23.9 46.9 -3.8 18.1 31.4
1.0 18.8

Avg
Ann'l
12.4
8.3
11.8

Price Gain (%)

Growth With Price Momentum
Driehaus
Foolish Small Cap 8
Kirkpatrick Growth
O'Neil's CAN SLIM
O'Neil's CAN SLIM Revised 3rd Edition
O'Neil's CAN SLIM No Float

YTD* 2014 2013 2012

12.0
-0.7 47.7 16.7
52.7 -19.9 32.9 16.9
-2.9
-1.2 18.1
-9.8
-10.5 44.1 13.1 18.0
31.6 37.3 55.2
7.3
11.6
2.0 30.8
8.9

2011 2010 2009

-14.1 65.7 106.0
-14.9 25.2 48.1
-11.6 15.3 80.2
-10.2
-9.6 97.3
-30.1 42.7 16.8
-3.9 20.6 36.9

2002 2001 2000 1999 1998

-42.6 -27.4 -8.3 107.4
nmf
-19.4 -8.6 24.2 80.9 17.7
-9.1 -9.8 -11.4 113.5
nmf
20.5 54.4 38.0 36.6 28.2
-10.3 33.4 96.3 59.0
7.8
9.7 25.3 43.9 44.8 27.0

Avg
Ann'l
13.3
12.5
14.5
23.0
18.9
15.8

2002 2001 2000

-8.7 13.9 11.4
-10.9 25.7
5.9
-11.9 29.7
3.3
0.4 24.1 23.3
8.3 26.4 38.0
-10.7 70.7 -16.7
22.2 29.5 51.5
-18.4 -5.3 22.6
-36.3 40.8 63.9
-7.2 39.3
3.2
-79.6 26.7 -52.1
15.0 65.2 37.3
1.3 43.3 23.3
-29.4 38.0 15.0
-15.1
8.4 35.2
-32.6 22.0 20.3
-13.1 21.1 -2.8
16.9 57.9 46.2

1999 1998
31.4 27.5
17.7
4.0
14.6
7.4
-2.1
6.3
-3.0
-1.5
5.4
2.6
36.5 12.4
-15.8
nmf
-24.4
nmf
8.9
1.3
139.7 29.7
17.4
9.3
21.1 13.2
41.4
7.9
-4.5
1.8
8.1 16.2
3.2
-2.4
17.1 54.5

Avg
Ann'l
14.3
10.8
11.2
8.3
10.2
3.9
15.1
7.6
9.2
10.7
-3.1
17.1
14.0
10.6
10.5
10.0
9.2
16.9

2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998
-58.7 25.3 44.7 12.9 14.5 82.3 -4.4 -5.3
9.9
4.0
2.3
-33.7 40.2 -28.6 26.2 18.6
9.1
4.1 110.6
3.1 318.5 12.2
-70.2 -17.0 72.1 58.1 38.1 62.1 -6.7 -21.7 -26.7 168.1 25.1
-24.5 -20.8
2.0 23.6 31.0 41.2
5.9 43.5 22.2 12.8
-6.6
-56.8 29.1 24.0
4.1 42.3 67.8 -17.5 20.2 18.4 33.4 15.6
-34.7 13.0 -5.5 25.9
9.6 131.5 32.1 41.6 27.6 21.7 -12.0
-37.2 29.5 18.3 23.1 54.1 87.0
7.9 34.8 22.9 11.0
2.1
-38.3 20.7
9.1 17.2 32.5 50.1 12.1 22.4 19.4 18.0
1.5

Avg
Ann'l
8.4
10.1
13.7
0.5
11.6
20.6
19.0
14.0

2008 2007 2006 2005 2004 2003

-42.7 28.9 41.4
4.3 -10.8 87.8
-53.5 -2.8
9.4 22.6 10.1 107.7
-34.0 87.2 16.2 35.2 -1.5 100.3
-10.5 30.4 29.5 24.1 -3.8 79.0
-26.3 31.4 -5.4 -1.0 -2.6 74.7
-49.7 35.4 12.8 13.3
8.2 55.8
Price Gain (%)

Growth & Value

Buffett: Hagstrom
Buffettology: EPS Growth
Buffettology: Sustainable Growth
Dividend (High Relative Yield)
Dreman
Fisher (Philip)
Foolish Small Cap 8 Revised
Kirkpatrick Bargain
Kirkpatrick Value
Lynch
Murphy Technology
Neff
Price-to-Sales
Rule #1 Investing
T. Rowe Price
Templeton
Wanger (Revised)
Zweig

YTD* 2014 2013 2012

1.5
9.6 35.4 13.0
4.7
4.4 38.4 17.4
5.4
3.2 35.8
8.8
-6.9
2.0 40.6
9.8
-2.0
7.7 27.6 20.6
2.9
-1.3 39.5
-0.6
30.6
-2.1
0.4 41.8
-4.1
5.9
7.3 14.9
-6.6 -15.1 21.9 19.4
-1.9
-7.2 24.3
0.7
-22.4
-1.3 39.7 42.3
-10.3
5.1 39.5 15.0
-2.1
-5.1 36.3 11.3
-36.3 50.3 47.1 11.3
17.4
4.4 28.5 -15.0
-10.5 13.0 29.4 31.0
1.1
1.3 51.1 23.5
6.8 -14.6 26.2
6.4

2011 2010
8.2 27.7
3.8 20.5
0.7 18.4
3.0 19.4
-11.7 22.7
-50.9
9.2
-49.2 15.4
3.6
9.4
-15.1 -25.5
-27.9 24.9
-29.8 40.0
-4.2 35.0
-2.6 29.6
-1.0 40.0
117.4 11.9
3.2 22.4
-5.2 12.5
-18.3 12.8

2009
30.0
57.5
68.0
16.4
37.2
107.9
161.0
22.2
-8.9
82.8
28.8
52.5
47.1
99.8
40.1
54.7
24.7
-13.3

2008
-25.8
-36.9
-28.9
-21.4
-34.9
-43.1
-60.6
-25.3
-3.7
-37.3
-49.7
-33.6
-38.5
-43.2
-47.8
-36.6
-36.3
-33.9

2007 2006 2005 2004 2003

14.4 11.3 11.4 27.6 35.2
5.8
8.8 11.9 13.2 32.8
3.9
8.7
9.5 17.5 37.6
-9.6 14.5 -1.0 19.1 27.9
-17.5 19.3 18.7 24.2 37.7
8.2 -1.2 -11.7 -3.9 78.1
13.5 44.6 15.3 -3.9 67.8
44.2 25.2 29.1 33.4 14.6
77.8 18.5 88.2 16.6 45.6
11.7 15.6
7.8 59.8 59.0
-15.8 -1.9 34.1 107.9 -33.7
-13.9 13.9
7.7 29.5 85.1
2.4 16.6 16.9 11.1 69.8
-11.7
2.5 -6.7 13.5 48.0
-7.1 -11.3 23.1 44.9 39.2
4.6
5.3
4.7 22.2 46.8
15.9 16.5 14.5 22.5 53.2
20.7 18.6 27.8 49.5 88.8
Price Gain (%)

Growth & Value With Price Momentum

ADR Screen
MAGNET Complex
MAGNET Simple
Muhlenkamp
Oberweis Octagon
Stock Market Winners
Value on the Move--PEG With Est Growth
Value on the Move--PEG With Hist Growth

YTD* 2014 2013 2012

-2.8 27.3 33.2
1.4
-28.1
7.4 32.9 -19.6
-13.0 -15.2 -31.1 -12.4
15.8 -48.5 -14.3
-3.0
-16.0
-5.9 38.9 32.6
19.7
9.7 34.8 13.6
5.5
8.9 59.5
9.0
5.2
3.5 49.2
4.3

2011 2010 2009

-25.9 18.8 53.2
6.9 -20.4 -31.1
19.5 56.1 339.5
-45.9
2.7 45.2
-14.7 78.4
2.1
21.2 124.6
-9.0
-0.3 29.7 24.2
1.0 31.7 23.9

Price Gain (%)

Earnings Estimates
Dreman With Est Revisions
Est Rev: Lowest 30 Down
Est Rev: Down 5%
Est Rev: Top 30 Up
Est Rev: Up 5%
P/E Relative

YTD* 2014 2013 2012 2011 2010 2009

16.2 14.2 35.8 13.0 21.6 26.5 62.9
-9.9 -20.4 29.7
9.3 -34.1 37.8 106.2
-5.4 -13.5 28.2
9.2 -31.1 30.3 76.0
6.0
8.3 42.1 21.9
-2.3 47.6 110.0
1.4
1.1 27.7 28.8
6.1 35.9 86.3
-10.4
5.3 29.5 14.3
-1.9 29.6 51.8

2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998
-37.1
4.3 39.8
9.3 35.0 69.2 16.6 -29.9 38.7
6.7 10.7
-57.3 -28.3 26.0 -3.8 14.2 95.2 -60.6 22.7 -15.2 59.2 -15.8
-47.8 -24.7 26.1
2.5
8.0 70.9 -61.5 28.3 -4.2 27.8
-3.9
-31.1 26.2 22.4 38.7 27.3 88.6
9.8 -18.3 -0.7 82.8 44.6
-18.4 25.7 40.3 24.5 25.8 75.0 12.9 -8.1
3.6 107.1 43.3
-15.8
3.9 21.2 17.2 24.7 51.1 11.1 16.1 20.3 -6.0 26.5

Avg
Ann'l
16.7
-0.8
-0.1
24.6
25.4
14.8

Price Gain (%)

Specialty
Insider Net Purchases

YTD* 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998
-22.7 -11.9 21.5 11.5 -31.4
7.4 59.0 -51.7 -10.9
4.8 -14.6 33.5 86.8 -20.9 21.8 -38.3
7.5
nmf

Avg
Ann'l
-2.4

Price Gain (%)

Indexes
YTD* 2014 2013 2012 2011 2010 2009
S&P 500
1.0 11.4 29.6 13.4
-0.0 12.8 23.5
S&P 500 Growth (TR)
7.0 14.9 35.5 14.6
4.7 15.0 31.6
S&P 500 Value (TR)
-2.0 12.5 33.7 17.7
-0.5 15.1 21.2
S&P MidCap 400
-0.5
8.2 31.6 16.1
-3.1 24.9 35.0
S&P MidCap 400 Growth (TR)
4.3
7.6 32.8 15.8
-0.9 30.6 38.1
S&P MidCap 400 Value (TR)
-3.1 12.1 34.3 20.1
-2.4 22.8 33.7
S&P SmallCap 600
-0.8
4.4 39.7 14.8
-0.2 25.0 23.8
S&P SmallCap 600 Growth (TR)
4.7
3.9 42.6 14.9
4.1 28.0 30.7
S&P SmallCap 600 Value (TR)
-4.2
7.5 35.6 17.8
-1.2 24.7 20.6
Dow Jones 30
-0.9
7.5 26.5
7.3
5.5 11.0 18.8
NASDAQ 100
9.7 17.9 35.0 16.8
2.7 19.2 53.5
All Exchange-Listed Stocks
-5.9
5.0 38.1 14.8 -12.3 26.2 65.8
Unless otherwise stated with (TR), figures do not include dividends or transaction costs.

2008 2007 2006 2005 2004 2003

-38.5
3.5 13.6
3.0
9.0 26.4
-33.9
9.1 11.0
1.1
7.0 27.1
-38.5
2.0 15.3
8.7 15.0 30.4
-37.3
6.7
9.0 11.3 15.2 34.0
-36.9 13.5
5.8 14.4 15.8 37.6
-33.4
2.7 13.4 10.8 17.2 33.8
-32.0 -1.2 14.1
6.7 21.4 37.8
-32.2
5.6 10.6
7.3 24.3 38.5
-28.9 -5.5 19.6
8.5 21.1 39.2
-33.8
6.4 16.3 -0.1
2.6 25.3
-41.9 18.7
6.8
1.5 10.4 49.1
-46.3 -4.5 17.2
4.5 22.8 81.1

2002
-23.4
-28.1
-16.6
-15.4
-19.7
-9.4
-15.3
-16.6
-12.9
-16.8
-37.6
-13.3

2001
-13.0
-16.1
-8.2
-1.6
-2.6
1.4
5.7
3.0
9.5
-7.1
-32.7
21.2

Avg
2000 1999 1998
Ann'l
-10.1 19.5 26.7
4.4
-19.1 37.4 38.2
6.5
-0.5
4.9 18.9
5.7
16.2 13.3 17.7
8.6
15.8 36.1 37.2
11.7
19.5 -2.6
3.7
8.4
11.0 11.5
-2.1
7.8
7.6 19.7
-0.1
9.5
15.8
4.9
-2.6
8.2
-6.2 25.2 16.1
4.6
-36.8 102.0 85.5
9.1
-14.2 35.1
5.9
9.7
*Data through 10/30/2015.