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Subject: Mr. Goodbuy Jan. 6, 2008 | Date: 1/6/2008 6:20 PM | |
Author: JackCade | Number: 29427 of 42393 | |
One minor change this week: In the fifth column, QPZ, I'm now reporting this value as a percentile rank because the meaning of a percentile rank is immediately clear whereas the raw score seemed meaningless. Soon I'll be presenting these tables in an Excel-compatible format. ====================================================================== Looking for Mr. Goodbuy (data from Jan 6, 2008) A mechanical approach to finding BMWm candidate stocks Table 1: Sorted ascending on RMS See a brief explanation below the tables. And see a longer explanation in BMW Board message 27893. Selected on: Manifest Quality >= 65; BMWm Return Factor >= 25% PAR less than MIPAR+15% (this week 12.7% + 15% = 27.7%), with more than 6 years of BMWm-type data. Above the line = TMF CAPS rating >= 90% * = RMS <= -1.5 + = At least 16 Yrs of data, Stewardship = A|B, M* = 4|5, CAPS % >= 95 - = PAR is larger than MIPAR+10% (22.7% this week), thus approaching the realm of the unbelievable. Tick Yrs Qual PAR QPZ RMS RF CAPS CAPS PE M* St Fin EPS Proj Zr % # ew Str Stb Yld SYY* 20 82.3 12.2 57 -2.67 1.71 94.2 86 18 5 B 94 93 2.0 2 BHE* 16 68.1 20.9 33 -2.60 1.88 93.8 32 11 - C 67 62 0.0 5-2 MHP* 20 88.8 21.9 97 -2.57 1.66 91.3 69 13 5 B 98 98 1.5 4-1 CL* 30 84.7 8.2 45 -2.54 2.68 98.9 183 25 3 B 98 99 2.0 2+1 OSK* 16 76.2 18.3 60 -2.49 1.74 95.7 116 12 - B 89 90 0.8 3 MDT* 25 76.7 13.0 32 -2.48 2.91 93.0 157 20 5 B 97 99 0.9 3 WAG* 20 81.0 17.1 77 -2.46 2.13 92.8 207 17 5 B 99 100 0.7 3 SSD* 11 84.0 12.6 68 -2.39 1.53 91.6 83 14 - - 80 81 1.3 4+1 ACAS* 11 69.7 20.4 40 -2.37 1.40 97.2 284 4 - - 93 97 9.5 3 CTSH*- 10 97.0 24.8 100 -2.29 2.10 96.8 156 29 5 B 98 91 0.0 3 AEO*- 7 77.3 24.1 87 -2.28 1.97 90.6 373 10 5 C 91 56 0.8 3+1 CAH* 20 73.6 18.4 51 -2.27 2.43 93.8 81 26 - C 91 87 0.4 3 AVP* 25 67.4 8.6 2 -2.26 2.09 93.5 46 29 3 B 80 75 1.9 2+1 GGG* 20 86.8 13.2 78 -2.25 1.53 90.9 44 15 5 B 97 94 1.8 3 AMGN* 20 77.7 19.3 73 -2.21 3.27 90.0 309 16 5 D 100 88 0.0 3 EXPD*+ 16 76.7 13.7 35 -1.99 1.57 95.4 87 35 5 A 98 95 0.7 3 IRE*- 12 76.9 22.9 82 -1.93 1.41 95.7 70 6 5 - 91 77 5.8 1 ORLY* 15 94.2 15.5 93 -1.86 1.40 100 25 18 4 C 82 95 0.0 4-1 PEP* 30 89.4 9.9 77 -1.78 1.75 97.9 473 20 3 B 100 99 2.0 3 BUD* 20 71.6 11.0 12 -1.70 1.38 93.0 302 19 3 A 92 95 1.5 2+1 HAR* 16 66.7 18.0 20 -1.68 1.73 92.0 25 16 - - 88 69 0.0 4-1 WOOF* 7 70.4 9.3 7 -1.67 1.28 93.9 49 31 3 C 74 77 0.0 3 ITW+ 20 84.6 13.4 73 -1.44 1.40 98.1 104 15 4 B 100 91 1.6 3 PAYX 16 88.8 21.4 95 -1.38 1.93 93.9 98 24 5 A 96 87 2.4 3 SYK 20 70.7 12.3 15 -1.30 1.35 99.2 247 32 2 C 92 96 0.4 3 AAP 7 70.7 15.8 24 -1.27 1.25 90.0 20 16 5 B 57 56 0.6 2+1 AFL 20 90.5 11.4 83 -1.27 1.33 97.9 144 20 3 B 94 99 1.6 2+1 APOL 14 67.1 7.4 1 -1.24 1.76 94.1 102 29 3 C 83 77 0.0 3 AIB- 16 74.6 25.5 84 -1.18 1.31 97.0 203 7 - - 91 54 3.4 3-1 DIS 40 67.3 14.1 11 -1.18 1.85 93.1 464 14 5 B 87 74 0.9 2+1 DDMX 9 74.0 11.7 19 -1.14 1.57 100 12 18 - - 98 53 0.0 3 MMM 35 71.2 8.4 6 -1.11 1.27 97.6 552 14 - B 99 81 2.1 3 JNJ 35 77.7 15.0 53 -1.09 1.46 95.7 1265 19 5 C 100 99 2.2 3 ADP 20 75.3 16.2 45 -1.07 1.41 90.0 90 22 5 B 93 88 1.5 3 CLX 20 69.4 10.4 8 -0.95 1.27 90.7 54 19 4 B 78 80 2.3 3 DNA 20 71.8 16.7 29 -0.95 1.37 94.9 332 26 5 B 100 41 0.0 3 FAST 16 77.9 17.2 63 -0.92 1.25 91.7 121 26 5 A 98 85 0.9 3 VAR 20 70.4 12.1 12 -0.90 1.27 98.5 65 28 3 B 89 89 0.0 3 HLEX 9 69.3 20.6 39 -0.84 1.35 100 82 29 - - 76 51 0.0 4 FDS 12 85.5 20.5 90 -0.83 1.27 100 65 25 5 C 94 94 0.7 3 GE 40 78.6 12.8 41 -0.80 1.37 93.6 929 16 4 B 97 97 2.0 3 JKHY 16 70.7 17.0 27 -0.78 1.48 95.2 21 20 3 B 99 84 0.7 2 WWW 20 77.7 17.6 65 -0.76 1.39 90.9 22 14 - - 87 96 1.2 3 TECH 19 77.3 15.3 52 -0.68 1.38 100 21 31 - - 91 93 0.0 3 FCFS- 17 80.6 27.0 93 -0.67 1.45 95.0 121 11 - - 67 83 0.0 3+1 SEIC 16 81.2 10.1 38 -0.67 1.30 91.4 35 22 3 B 97 91 0.5 3 KO 40 89.6 12.3 84 -0.50 1.33 95.9 617 26 3 C 94 99 2.4 2 GD 30 77.1 11.8 28 -0.43 1.26 95.0 202 18 3 A 99 93 1.5 2 CSCO+- 16 77.8 23.0 86 -0.36 1.32 97.3 1087 21 5 B 94 69 0.0 3 --------------------------------------------------------------------------------- MCO* 8 72.1 15.5 25 -4.50 2.47 82.2 174 11 5 B 83 86 0.7 4 SBUX*- 16 83.4 27.0 98 -4.29 2.65 74.0 777 21 5 B 91 96 0.0 4-1 GCI* 20 79.4 17.5 71 -4.00 3.69 30.3 33 7 3 D 92 86 2.7 3 EWBC* 9 72.0 16.9 31 -3.96 2.76 72.7 11 9 5 B 88 92 1.1 5-2 MTB* 16 69.1 18.1 26 -3.79 2.12 34.5 29 11 - A 98 95 2.3 3 COH*- 8 94.3 26.6 99 -3.53 2.49 87.7 211 16 5 B 99 78 0.0 2+1 TCB* 16 74.1 22.1 72 -3.49 2.77 57.9 19 8 - A 50 89 3.7 4 LOW* 20 77.6 21.5 80 -3.47 2.97 74.5 271 11 5 B 99 92 0.5 5-1 FMBI* 16 73.2 14.0 24 -3.42 1.79 22.2 9 12 5 B 87 99 3.0 4-1 WFSL* 16 70.5 20.6 48 -3.41 1.57 71.4 7 13 - - 88 88 3.3 3+1 FDO*- 20 69.0 24.9 64 -3.39 4.08 64.7 34 10 5 B 90 94 1.2 4+1 CAKE*- 16 74.4 25.8 85 -3.35 2.72 81.3 96 19 5 D 78 91 0.0 4-1 PDCO* 16 69.6 14.7 17 -3.35 2.05 58.8 17 21 4 C 83 96 0.0 4 BBBY* 16 89.3 21.3 96 -3.32 3.28 78.2 170 12 5 D 98 91 0.0 4-1 UTIW* 8 66.9 12.0 6 -3.23 2.29 78.9 19 18 5 B 91 63 0.0 4+1 MI* 16 70.4 19.4 38 -3.12 1.79 42.4 33 7 - B 92 95 3.3 5-2 FITB* 16 66.3 11.5 4 -3.07 3.96 17.6 74 12 - B 81 84 4.3 4-1 EXBD* 9 76.5 19.8 70 -2.94 1.93 88.3 77 27 5 C 94 80 2.5 3-1 DRI*- 13 77.2 27.0 89 -2.91 1.79 60.0 40 10 5 B 90 94 1.0 3 LM* 20 65.3 20.2 23 -2.88 1.79 83.8 111 14 5 C 85 85 0.8 4+1 HOG* 20 88.8 21.7 96 -2.85 3.11 68.7 211 11 5 B 93 87 1.4 3 DBD*- 25 71.7 22.8 66 -2.76 2.24 73.3 15 26 5 B 53 88 1.8 5-1 WABC* 28 72.0 6.2 3 -2.73 2.01 21.4 14 14 5 B 91 95 2.4 3 BBT*- 16 66.2 24.1 46 -2.71 2.25 68.2 44 10 - C 96 85 3.6 3+1 BRO*- 11 82.3 22.9 90 -2.70 1.87 87.5 16 17 4 A 98 84 0.8 3 HNI* 16 66.4 15.9 14 -2.68 1.68 50.0 4 13 5 B 77 87 1.3 4-1 CYN* 16 71.8 14.1 22 -2.61 1.96 27.3 11 12 5 B 86 97 3.2 4-1 WMT* 35 76.6 17.7 59 -2.59 6.08 70.2 503 15 5 B 96 99 1.6 2 PGR* 20 73.0 15.7 30 -2.55 2.02 66.7 36 10 5 A 67 43 0.1 3+1 WL* 16 77.5 18.2 68 -2.50 1.61 62.5 8 12 5 B 97 98 2.8 3+1 WSM* 16 73.0 19.7 54 -2.47 2.65 51.4 37 14 5 B 83 78 1.2 3 ETH* 15 71.8 16.1 27 -2.36 2.34 5.6 18 10 5 C 75 93 0.7 2+1 ZION* 16 65.1 19.0 18 -2.36 2.51 57.9 19 8 - C 91 96 2.4 3+2 WFC* 20 74.3 17.3 48 -2.34 1.80 76.0 283 10 5 B 96 83 2.6 4 KNX* 14 90.9 17.9 92 -2.25 1.64 52.2 23 18 4 C 73 93 0.8 5-1 AIG* 20 71.2 19.3 43 -2.23 2.19 86.8 304 10 5 B 97 71 1.0 3 LNCR* 16 78.8 16.3 62 -2.22 1.85 78.3 23 14 3 C 76 86 0.0 3 CTAS* 16 74.7 17.8 54 -2.21 2.00 84.6 13 15 5 A 96 99 0.9 3 LUV* 25 71.5 17.9 33 -2.17 2.40 69.5 141 15 1 A 83 62 0.1 4-1 OCR*- 20 66.3 23.4 42 -2.12 3.01 83.7 43 13 5 F 63 71 0.1 4+1 BMS* 20 70.7 13.4 16 -2.10 1.43 85.0 20 15 5 A 83 92 2.3 4-1 WRI* 20 65.4 15.3 10 -2.04 1.33 40.0 15 20 5 B 78 94 5.0 3 MER*- 30 66.5 25.5 57 -2.01 2.20 43.9 303 11 5 B 96 66 1.5 5 WFMI* 16 81.7 21.4 88 -2.00 1.78 86.1 590 29 5 B 87 68 1.7 3 AVY* 20 72.9 17.9 44 -1.99 1.73 72.2 18 15 3 B 91 90 2.5 4-1 CMA* 16 73.7 17.9 50 -1.97 1.89 33.3 30 8 - B 92 87 3.2 3 STI* 20 71.2 14.6 21 -1.94 1.87 51.9 54 10 - B 98 96 3.8 5-2 LLY* 25 69.8 12.7 13 -1.86 2.15 83.1 89 25 4 B 97 96 2.7 2+1 TGT* 20 79.9 15.9 66 -1.86 1.65 87.6 274 14 5 A 95 96 0.8 3 HIBB*- 12 83.3 25.6 94 -1.85 1.77 76.2 21 16 - C 85 87 0.0 3 KSS*- 16 91.6 26.1 99 -1.85 2.40 82.8 87 12 5 C 95 82 0.0 4 C*- 30 66.6 24.0 50 -1.83 2.28 64.6 745 8 5 B 85 75 4.2 5 HPT* 13 69.5 20.0 36 -1.81 1.37 77.8 9 14 5 C 61 93 6.1 2+1 AJG* 20 72.2 18.4 42 -1.80 1.53 50.0 10 16 5 B 89 84 3.2 4-1 BAC* 20 68.1 14.5 15 -1.78 1.47 78.6 716 9 5 B 91 92 4.3 5-1 ROST* 20 74.1 20.2 60 -1.76 1.97 75.0 12 12 4 C 98 88 1.0 3 LLTC* 16 73.4 19.5 55 -1.57 2.14 88.6 44 21 5 B 97 67 1.2 4-1 HD 20 67.4 20.7 30 -1.49 2.40 55.0 505 10 5 C 96 89 1.8 3 VNO 20 66.8 11.1 4 -1.40 1.32 28.0 93 26 5 C 28 77 4.6 3 SPLS 16 85.4 15.4 81 -1.31 1.55 87.1 101 15 5 C 95 89 1.2 2+1 BMO 14 68.1 21.5 39 -1.29 1.25 67.7 31 13 - A 77 86 4.4 1 QCOM 16 74.4 19.5 58 -1.24 2.14 85.1 222 19 4 A 89 61 1.3 3 BBY 20 74.3 21.1 69 -1.23 2.00 87.4 406 17 4 B 87 92 0.6 2+2 CCL 16 89.6 17.9 91 -1.22 1.42 78.0 41 14 5 B 87 88 3.0 3+1 VMC 20 70.1 15.3 21 -1.21 1.27 85.4 48 14 5 B 95 80 1.9 4 FWRD 15 86.6 14.4 81 -1.17 1.62 76.9 26 19 5 B 87 76 0.9 2+3 TSCO- 14 68.5 27.6 75 -1.17 1.94 76.9 26 14 - - 78 74 0.0 3+1 OMC 16 66.4 13.9 9 -1.13 1.59 83.3 12 16 3 B 91 96 0.9 3 RYAAY 11 86.0 13.9 78 -1.13 1.30 81.0 42 17 1 - 78 66 0.0 2 AXP 30 74.3 16.0 36 -1.12 1.39 89.3 270 14 - A 95 75 1.2 3 KSWS 18 76.3 20.8 74 -1.12 1.85 82.1 39 12 5 C 75 64 1.2 5 DLTR 13 79.0 22.3 87 -1.02 1.52 73.9 23 11 5 D 91 93 0.0 3+1 PNRA 16 71.9 19.3 47 -1.02 2.14 78.7 108 18 5 C 73 66 0.0 3 DD 40 70.5 10.1 9 -0.99 1.41 89.5 133 12 4 C 75 66 2.3 3 FISV 16 72.5 17.3 35 -0.97 1.27 84.6 26 20 4 C 79 97 0.0 3 KMB 20 71.7 7.8 5 -0.96 1.26 88.7 53 17 3 B 93 99 3.0 2+1 MSCC- 16 71.3 26.7 79 -0.95 1.51 75.0 20 - - - 74 33 0.0 3-2 MSFT 20 81.3 16.6 75 -0.88 1.77 87.4 1424 23 3 A 94 93 1.5 3 USB 20 80.4 14.9 62 -0.83 1.29 88.6 167 11 5 A 73 87 4.3 4-1 TJX 20 70.0 14.6 18 -0.78 1.80 75.7 37 18 3 B 94 94 1.1 3 FFIV- 9 68.2 25.6 64 -0.60 1.55 89.6 77 27 5 B 79 40 0.0 3 ASF- 11 66.8 24.2 51 -0.50 1.33 89.6 48 16 5 C 67 34 0.9 3 PETM- 15 70.7 24.2 69 -0.50 1.36 89.8 108 11 5 B 68 96 0.2 3 NVR 23 74.5 18.6 56 -0.40 1.81 12.0 167 8 4 F 92 67 0.0 3 ================================================================================= Looking for Mr. Goodbuy (data from Jan 6, 2008) A mechanical approach to finding BMWm candidate stocks Table 2: Sorted descending on QPZ (Quality z-score+PAR z-score, expressed as a percentile rank), See a brief explanation below the tables. And see a longer explanation in BMW Board message 27893. Selected on: Manifest Quality >= 65; BMWm Return Factor >= 25% PAR less than MIPAR+15% (this week 12.7% + 15% = 27.7%), with more than 6 years of BMWm-type data. Above the line = TMF CAPS rating >= 90% * = RMS <= -1.5 + = At least 16 Yrs of data, Stewardship = A|B, M* = 4|5, CAPS % >= 95 - = PAR is larger than MIPAR+10% (22.7% this week), thus approaching the realm of the unbelievable. Tick Yrs Qual PAR QPZ RMS RF CAPS CAPS PE M* St Fin EPS Proj Zr % # ew Str Stb Yld CTSH*- 10 97.0 24.8 100 -2.29 2.10 96.8 156 29 5 B 98 91 0.0 3 MHP* 20 88.8 21.9 97 -2.57 1.66 91.3 69 13 5 B 98 98 1.5 4-1 PAYX 16 88.8 21.4 95 -1.38 1.93 93.9 98 24 5 A 96 87 2.4 3 FCFS- 17 80.6 27.0 93 -0.67 1.45 95.0 121 11 - - 67 83 0.0 3+1 ORLY* 15 94.2 15.5 93 -1.86 1.40 100 25 18 4 C 82 95 0.0 4-1 FDS 12 85.5 20.5 90 -0.83 1.27 100 65 25 5 C 94 94 0.7 3 AEO*- 7 77.3 24.1 87 -2.28 1.97 90.6 373 10 5 C 91 56 0.8 3+1 CSCO+- 16 77.8 23.0 86 -0.36 1.32 97.3 1087 21 5 B 94 69 0.0 3 AIB- 16 74.6 25.5 84 -1.18 1.31 97.0 203 7 - - 91 54 3.4 3-1 KO 40 89.6 12.3 84 -0.50 1.33 95.9 617 26 3 C 94 99 2.4 2 AFL 20 90.5 11.4 83 -1.27 1.33 97.9 144 20 3 B 94 99 1.6 2+1 IRE*- 12 76.9 22.9 82 -1.93 1.41 95.7 70 6 5 - 91 77 5.8 1 GGG* 20 86.8 13.2 78 -2.25 1.53 90.9 44 15 5 B 97 94 1.8 3 PEP* 30 89.4 9.9 77 -1.78 1.75 97.9 473 20 3 B 100 99 2.0 3 WAG* 20 81.0 17.1 77 -2.46 2.13 92.8 207 17 5 B 99 100 0.7 3 AMGN* 20 77.7 19.3 73 -2.21 3.27 90.0 309 16 5 D 100 88 0.0 3 ITW+ 20 84.6 13.4 73 -1.44 1.40 98.1 104 15 4 B 100 91 1.6 3 SSD* 11 84.0 12.6 68 -2.39 1.53 91.6 83 14 - - 80 81 1.3 4+1 WWW 20 77.7 17.6 65 -0.76 1.39 90.9 22 14 - - 87 96 1.2 3 FAST 16 77.9 17.2 63 -0.92 1.25 91.7 121 26 5 A 98 85 0.9 3 OSK* 16 76.2 18.3 60 -2.49 1.74 95.7 116 12 - B 89 90 0.8 3 SYY* 20 82.3 12.2 57 -2.67 1.71 94.2 86 18 5 B 94 93 2.0 2 JNJ 35 77.7 15.0 53 -1.09 1.46 95.7 1265 19 5 C 100 99 2.2 3 TECH 19 77.3 15.3 52 -0.68 1.38 100 21 31 - - 91 93 0.0 3 CAH* 20 73.6 18.4 51 -2.27 2.43 93.8 81 26 - C 91 87 0.4 3 ADP 20 75.3 16.2 45 -1.07 1.41 90.0 90 22 5 B 93 88 1.5 3 CL* 30 84.7 8.2 45 -2.54 2.68 98.9 183 25 3 B 98 99 2.0 2+1 GE 40 78.6 12.8 41 -0.80 1.37 93.6 929 16 4 B 97 97 2.0 3 ACAS* 11 69.7 20.4 40 -2.37 1.40 97.2 284 4 - - 93 97 9.5 3 HLEX 9 69.3 20.6 39 -0.84 1.35 100 82 29 - - 76 51 0.0 4 SEIC 16 81.2 10.1 38 -0.67 1.30 91.4 35 22 3 B 97 91 0.5 3 EXPD*+ 16 76.7 13.7 35 -1.99 1.57 95.4 87 35 5 A 98 95 0.7 3 BHE* 16 68.1 20.9 33 -2.60 1.88 93.8 32 11 - C 67 62 0.0 5-2 MDT* 25 76.7 13.0 32 -2.48 2.91 93.0 157 20 5 B 97 99 0.9 3 DNA 20 71.8 16.7 29 -0.95 1.37 94.9 332 26 5 B 100 41 0.0 3 GD 30 77.1 11.8 28 -0.43 1.26 95.0 202 18 3 A 99 93 1.5 2 JKHY 16 70.7 17.0 27 -0.78 1.48 95.2 21 20 3 B 99 84 0.7 2 AAP 7 70.7 15.8 24 -1.27 1.25 90.0 20 16 5 B 57 56 0.6 2+1 HAR* 16 66.7 18.0 20 -1.68 1.73 92.0 25 16 - - 88 69 0.0 4-1 DDMX 9 74.0 11.7 19 -1.14 1.57 100 12 18 - - 98 53 0.0 3 SYK 20 70.7 12.3 15 -1.30 1.35 99.2 247 32 2 C 92 96 0.4 3 BUD* 20 71.6 11.0 12 -1.70 1.38 93.0 302 19 3 A 92 95 1.5 2+1 VAR 20 70.4 12.1 12 -0.90 1.27 98.5 65 28 3 B 89 89 0.0 3 DIS 40 67.3 14.1 11 -1.18 1.85 93.1 464 14 5 B 87 74 0.9 2+1 CLX 20 69.4 10.4 8 -0.95 1.27 90.7 54 19 4 B 78 80 2.3 3 WOOF* 7 70.4 9.3 7 -1.67 1.28 93.9 49 31 3 C 74 77 0.0 3 MMM 35 71.2 8.4 6 -1.11 1.27 97.6 552 14 - B 99 81 2.1 3 AVP* 25 67.4 8.6 2 -2.26 2.09 93.5 46 29 3 B 80 75 1.9 2+1 APOL 14 67.1 7.4 1 -1.24 1.76 94.1 102 29 3 C 83 77 0.0 3 --------------------------------------------------------------------------------- COH*- 8 94.3 26.6 99 -3.53 2.49 87.7 211 16 5 B 99 78 0.0 2+1 KSS*- 16 91.6 26.1 99 -1.85 2.40 82.8 87 12 5 C 95 82 0.0 4 SBUX*- 16 83.4 27.0 98 -4.29 2.65 74.0 777 21 5 B 91 96 0.0 4-1 BBBY* 16 89.3 21.3 96 -3.32 3.28 78.2 170 12 5 D 98 91 0.0 4-1 HOG* 20 88.8 21.7 96 -2.85 3.11 68.7 211 11 5 B 93 87 1.4 3 HIBB*- 12 83.3 25.6 94 -1.85 1.77 76.2 21 16 - C 85 87 0.0 3 KNX* 14 90.9 17.9 92 -2.25 1.64 52.2 23 18 4 C 73 93 0.8 5-1 CCL 16 89.6 17.9 91 -1.22 1.42 78.0 41 14 5 B 87 88 3.0 3+1 BRO*- 11 82.3 22.9 90 -2.70 1.87 87.5 16 17 4 A 98 84 0.8 3 DRI*- 13 77.2 27.0 89 -2.91 1.79 60.0 40 10 5 B 90 94 1.0 3 WFMI* 16 81.7 21.4 88 -2.00 1.78 86.1 590 29 5 B 87 68 1.7 3 DLTR 13 79.0 22.3 87 -1.02 1.52 73.9 23 11 5 D 91 93 0.0 3+1 CAKE*- 16 74.4 25.8 85 -3.35 2.72 81.3 96 19 5 D 78 91 0.0 4-1 FWRD 15 86.6 14.4 81 -1.17 1.62 76.9 26 19 5 B 87 76 0.9 2+3 SPLS 16 85.4 15.4 81 -1.31 1.55 87.1 101 15 5 C 95 89 1.2 2+1 LOW* 20 77.6 21.5 80 -3.47 2.97 74.5 271 11 5 B 99 92 0.5 5-1 MSCC- 16 71.3 26.7 79 -0.95 1.51 75.0 20 - - - 74 33 0.0 3-2 RYAAY 11 86.0 13.9 78 -1.13 1.30 81.0 42 17 1 - 78 66 0.0 2 MSFT 20 81.3 16.6 75 -0.88 1.77 87.4 1424 23 3 A 94 93 1.5 3 TSCO- 14 68.5 27.6 75 -1.17 1.94 76.9 26 14 - - 78 74 0.0 3+1 KSWS 18 76.3 20.8 74 -1.12 1.85 82.1 39 12 5 C 75 64 1.2 5 TCB* 16 74.1 22.1 72 -3.49 2.77 57.9 19 8 - A 50 89 3.7 4 GCI* 20 79.4 17.5 71 -4.00 3.69 30.3 33 7 3 D 92 86 2.7 3 EXBD* 9 76.5 19.8 70 -2.94 1.93 88.3 77 27 5 C 94 80 2.5 3-1 BBY 20 74.3 21.1 69 -1.23 2.00 87.4 406 17 4 B 87 92 0.6 2+2 PETM- 15 70.7 24.2 69 -0.50 1.36 89.8 108 11 5 B 68 96 0.2 3 WL* 16 77.5 18.2 68 -2.50 1.61 62.5 8 12 5 B 97 98 2.8 3+1 DBD*- 25 71.7 22.8 66 -2.76 2.24 73.3 15 26 5 B 53 88 1.8 5-1 TGT* 20 79.9 15.9 66 -1.86 1.65 87.6 274 14 5 A 95 96 0.8 3 FDO*- 20 69.0 24.9 64 -3.39 4.08 64.7 34 10 5 B 90 94 1.2 4+1 FFIV- 9 68.2 25.6 64 -0.60 1.55 89.6 77 27 5 B 79 40 0.0 3 LNCR* 16 78.8 16.3 62 -2.22 1.85 78.3 23 14 3 C 76 86 0.0 3 USB 20 80.4 14.9 62 -0.83 1.29 88.6 167 11 5 A 73 87 4.3 4-1 ROST* 20 74.1 20.2 60 -1.76 1.97 75.0 12 12 4 C 98 88 1.0 3 WMT* 35 76.6 17.7 59 -2.59 6.08 70.2 503 15 5 B 96 99 1.6 2 QCOM 16 74.4 19.5 58 -1.24 2.14 85.1 222 19 4 A 89 61 1.3 3 MER*- 30 66.5 25.5 57 -2.01 2.20 43.9 303 11 5 B 96 66 1.5 5 NVR 23 74.5 18.6 56 -0.40 1.81 12.0 167 8 4 F 92 67 0.0 3 LLTC* 16 73.4 19.5 55 -1.57 2.14 88.6 44 21 5 B 97 67 1.2 4-1 CTAS* 16 74.7 17.8 54 -2.21 2.00 84.6 13 15 5 A 96 99 0.9 3 WSM* 16 73.0 19.7 54 -2.47 2.65 51.4 37 14 5 B 83 78 1.2 3 ASF- 11 66.8 24.2 51 -0.50 1.33 89.6 48 16 5 C 67 34 0.9 3 C*- 30 66.6 24.0 50 -1.83 2.28 64.6 745 8 5 B 85 75 4.2 5 CMA* 16 73.7 17.9 50 -1.97 1.89 33.3 30 8 - B 92 87 3.2 3 WFC* 20 74.3 17.3 48 -2.34 1.80 76.0 283 10 5 B 96 83 2.6 4 WFSL* 16 70.5 20.6 48 -3.41 1.57 71.4 7 13 - - 88 88 3.3 3+1 PNRA 16 71.9 19.3 47 -1.02 2.14 78.7 108 18 5 C 73 66 0.0 3 BBT*- 16 66.2 24.1 46 -2.71 2.25 68.2 44 10 - C 96 85 3.6 3+1 AVY* 20 72.9 17.9 44 -1.99 1.73 72.2 18 15 3 B 91 90 2.5 4-1 AIG* 20 71.2 19.3 43 -2.23 2.19 86.8 304 10 5 B 97 71 1.0 3 AJG* 20 72.2 18.4 42 -1.80 1.53 50.0 10 16 5 B 89 84 3.2 4-1 OCR*- 20 66.3 23.4 42 -2.12 3.01 83.7 43 13 5 F 63 71 0.1 4+1 BMO 14 68.1 21.5 39 -1.29 1.25 67.7 31 13 - A 77 86 4.4 1 MI* 16 70.4 19.4 38 -3.12 1.79 42.4 33 7 - B 92 95 3.3 5-2 AXP 30 74.3 16.0 36 -1.12 1.39 89.3 270 14 - A 95 75 1.2 3 HPT* 13 69.5 20.0 36 -1.81 1.37 77.8 9 14 5 C 61 93 6.1 2+1 FISV 16 72.5 17.3 35 -0.97 1.27 84.6 26 20 4 C 79 97 0.0 3 LUV* 25 71.5 17.9 33 -2.17 2.40 69.5 141 15 1 A 83 62 0.1 4-1 EWBC* 9 72.0 16.9 31 -3.96 2.76 72.7 11 9 5 B 88 92 1.1 5-2 HD 20 67.4 20.7 30 -1.49 2.40 55.0 505 10 5 C 96 89 1.8 3 PGR* 20 73.0 15.7 30 -2.55 2.02 66.7 36 10 5 A 67 43 0.1 3+1 ETH* 15 71.8 16.1 27 -2.36 2.34 5.6 18 10 5 C 75 93 0.7 2+1 MTB* 16 69.1 18.1 26 -3.79 2.12 34.5 29 11 - A 98 95 2.3 3 MCO* 8 72.1 15.5 25 -4.50 2.47 82.2 174 11 5 B 83 86 0.7 4 FMBI* 16 73.2 14.0 24 -3.42 1.79 22.2 9 12 5 B 87 99 3.0 4-1 LM* 20 65.3 20.2 23 -2.88 1.79 83.8 111 14 5 C 85 85 0.8 4+1 CYN* 16 71.8 14.1 22 -2.61 1.96 27.3 11 12 5 B 86 97 3.2 4-1 STI* 20 71.2 14.6 21 -1.94 1.87 51.9 54 10 - B 98 96 3.8 5-2 VMC 20 70.1 15.3 21 -1.21 1.27 85.4 48 14 5 B 95 80 1.9 4 TJX 20 70.0 14.6 18 -0.78 1.80 75.7 37 18 3 B 94 94 1.1 3 ZION* 16 65.1 19.0 18 -2.36 2.51 57.9 19 8 - C 91 96 2.4 3+2 PDCO* 16 69.6 14.7 17 -3.35 2.05 58.8 17 21 4 C 83 96 0.0 4 BMS* 20 70.7 13.4 16 -2.10 1.43 85.0 20 15 5 A 83 92 2.3 4-1 BAC* 20 68.1 14.5 15 -1.78 1.47 78.6 716 9 5 B 91 92 4.3 5-1 HNI* 16 66.4 15.9 14 -2.68 1.68 50.0 4 13 5 B 77 87 1.3 4-1 LLY* 25 69.8 12.7 13 -1.86 2.15 83.1 89 25 4 B 97 96 2.7 2+1 WRI* 20 65.4 15.3 10 -2.04 1.33 40.0 15 20 5 B 78 94 5.0 3 DD 40 70.5 10.1 9 -0.99 1.41 89.5 133 12 4 C 75 66 2.3 3 OMC 16 66.4 13.9 9 -1.13 1.59 83.3 12 16 3 B 91 96 0.9 3 UTIW* 8 66.9 12.0 6 -3.23 2.29 78.9 19 18 5 B 91 63 0.0 4+1 KMB 20 71.7 7.8 5 -0.96 1.26 88.7 53 17 3 B 93 99 3.0 2+1 FITB* 16 66.3 11.5 4 -3.07 3.96 17.6 74 12 - B 81 84 4.3 4-1 VNO 20 66.8 11.1 4 -1.40 1.32 28.0 93 26 5 C 28 77 4.6 3 WABC* 28 72.0 6.2 3 -2.73 2.01 21.4 14 14 5 B 91 95 2.4 3 ================================================================================= Looking for Mr. Goodbuy (data from Jan 6, 2008) A mechanical approach to finding BMWm candidate stocks Table 3: Sorted ascending on RMS See a brief explanation below the tables. And see a longer explanation in BMW Board message 27893. Selected on: Manifest Quality >= 65; BMWm Return Factor >= 25% PAR less than MIPAR+15% (this week 12.7% + 15% = 27.7%), with more than 6 years of BMWm-type data. * = RMS <= -1.5 + = At least 16 Yrs of data, Stewardship = A|B, M* = 4|5, CAPS % >= 95 - = PAR is larger than MIPAR+10% (22.7% this week), thus approaching the realm of the unbelievable. Tick Yrs Qual PAR QPZ RMS RF CAPS CAPS PE M* St Fin EPS Proj Zr % # ew Str Stb Yld MCO* 8 72.1 15.5 25 -4.50 2.47 82.2 174 11 5 B 83 86 0.7 4 SBUX*- 16 83.4 27.0 98 -4.29 2.65 74.0 777 21 5 B 91 96 0.0 4-1 GCI* 20 79.4 17.5 71 -4.00 3.69 30.3 33 7 3 D 92 86 2.7 3 EWBC* 9 72.0 16.9 31 -3.96 2.76 72.7 11 9 5 B 88 92 1.1 5-2 MTB* 16 69.1 18.1 26 -3.79 2.12 34.5 29 11 - A 98 95 2.3 3 COH*- 8 94.3 26.6 99 -3.53 2.49 87.7 211 16 5 B 99 78 0.0 2+1 TCB* 16 74.1 22.1 72 -3.49 2.77 57.9 19 8 - A 50 89 3.7 4 LOW* 20 77.6 21.5 80 -3.47 2.97 74.5 271 11 5 B 99 92 0.5 5-1 FMBI* 16 73.2 14.0 24 -3.42 1.79 22.2 9 12 5 B 87 99 3.0 4-1 WFSL* 16 70.5 20.6 48 -3.41 1.57 71.4 7 13 - - 88 88 3.3 3+1 FDO*- 20 69.0 24.9 64 -3.39 4.08 64.7 34 10 5 B 90 94 1.2 4+1 PDCO* 16 69.6 14.7 17 -3.35 2.05 58.8 17 21 4 C 83 96 0.0 4 CAKE*- 16 74.4 25.8 85 -3.35 2.72 81.3 96 19 5 D 78 91 0.0 4-1 BBBY* 16 89.3 21.3 96 -3.32 3.28 78.2 170 12 5 D 98 91 0.0 4-1 UTIW* 8 66.9 12.0 6 -3.23 2.29 78.9 19 18 5 B 91 63 0.0 4+1 MI* 16 70.4 19.4 38 -3.12 1.79 42.4 33 7 - B 92 95 3.3 5-2 FITB* 16 66.3 11.5 4 -3.07 3.96 17.6 74 12 - B 81 84 4.3 4-1 EXBD* 9 76.5 19.8 70 -2.94 1.93 88.3 77 27 5 C 94 80 2.5 3-1 DRI*- 13 77.2 27.0 89 -2.91 1.79 60.0 40 10 5 B 90 94 1.0 3 LM* 20 65.3 20.2 23 -2.88 1.79 83.8 111 14 5 C 85 85 0.8 4+1 HOG* 20 88.8 21.7 96 -2.85 3.11 68.7 211 11 5 B 93 87 1.4 3 DBD*- 25 71.7 22.8 66 -2.76 2.24 73.3 15 26 5 B 53 88 1.8 5-1 WABC* 28 72.0 6.2 3 -2.73 2.01 21.4 14 14 5 B 91 95 2.4 3 BBT*- 16 66.2 24.1 46 -2.71 2.25 68.2 44 10 - C 96 85 3.6 3+1 BRO*- 11 82.3 22.9 90 -2.70 1.87 87.5 16 17 4 A 98 84 0.8 3 HNI* 16 66.4 15.9 14 -2.68 1.68 50.0 4 13 5 B 77 87 1.3 4-1 SYY* 20 82.3 12.2 57 -2.67 1.71 94.2 86 18 5 B 94 93 2.0 2 CYN* 16 71.8 14.1 22 -2.61 1.96 27.3 11 12 5 B 86 97 3.2 4-1 BHE* 16 68.1 20.9 33 -2.60 1.88 93.8 32 11 - C 67 62 0.0 5-2 WMT* 35 76.6 17.7 59 -2.59 6.08 70.2 503 15 5 B 96 99 1.6 2 MHP* 20 88.8 21.9 97 -2.57 1.66 91.3 69 13 5 B 98 98 1.5 4-1 PGR* 20 73.0 15.7 30 -2.55 2.02 66.7 36 10 5 A 67 43 0.1 3+1 CL* 30 84.7 8.2 45 -2.54 2.68 98.9 183 25 3 B 98 99 2.0 2+1 WL* 16 77.5 18.2 68 -2.50 1.61 62.5 8 12 5 B 97 98 2.8 3+1 OSK* 16 76.2 18.3 60 -2.49 1.74 95.7 116 12 - B 89 90 0.8 3 MDT* 25 76.7 13.0 32 -2.48 2.91 93.0 157 20 5 B 97 99 0.9 3 WSM* 16 73.0 19.7 54 -2.47 2.65 51.4 37 14 5 B 83 78 1.2 3 WAG* 20 81.0 17.1 77 -2.46 2.13 92.8 207 17 5 B 99 100 0.7 3 SSD* 11 84.0 12.6 68 -2.39 1.53 91.6 83 14 - - 80 81 1.3 4+1 ACAS* 11 69.7 20.4 40 -2.37 1.40 97.2 284 4 - - 93 97 9.5 3 ETH* 15 71.8 16.1 27 -2.36 2.34 5.6 18 10 5 C 75 93 0.7 2+1 ZION* 16 65.1 19.0 18 -2.36 2.51 57.9 19 8 - C 91 96 2.4 3+2 WFC* 20 74.3 17.3 48 -2.34 1.80 76.0 283 10 5 B 96 83 2.6 4 CTSH*- 10 97.0 24.8 100 -2.29 2.10 96.8 156 29 5 B 98 91 0.0 3 AEO*- 7 77.3 24.1 87 -2.28 1.97 90.6 373 10 5 C 91 56 0.8 3+1 CAH* 20 73.6 18.4 51 -2.27 2.43 93.8 81 26 - C 91 87 0.4 3 AVP* 25 67.4 8.6 2 -2.26 2.09 93.5 46 29 3 B 80 75 1.9 2+1 KNX* 14 90.9 17.9 92 -2.25 1.64 52.2 23 18 4 C 73 93 0.8 5-1 GGG* 20 86.8 13.2 78 -2.25 1.53 90.9 44 15 5 B 97 94 1.8 3 AIG* 20 71.2 19.3 43 -2.23 2.19 86.8 304 10 5 B 97 71 1.0 3 LNCR* 16 78.8 16.3 62 -2.22 1.85 78.3 23 14 3 C 76 86 0.0 3 CTAS* 16 74.7 17.8 54 -2.21 2.00 84.6 13 15 5 A 96 99 0.9 3 AMGN* 20 77.7 19.3 73 -2.21 3.27 90.0 309 16 5 D 100 88 0.0 3 LUV* 25 71.5 17.9 33 -2.17 2.40 69.5 141 15 1 A 83 62 0.1 4-1 OCR*- 20 66.3 23.4 42 -2.12 3.01 83.7 43 13 5 F 63 71 0.1 4+1 BMS* 20 70.7 13.4 16 -2.10 1.43 85.0 20 15 5 A 83 92 2.3 4-1 WRI* 20 65.4 15.3 10 -2.04 1.33 40.0 15 20 5 B 78 94 5.0 3 MER*- 30 66.5 25.5 57 -2.01 2.20 43.9 303 11 5 B 96 66 1.5 5 WFMI* 16 81.7 21.4 88 -2.00 1.78 86.1 590 29 5 B 87 68 1.7 3 EXPD*+ 16 76.7 13.7 35 -1.99 1.57 95.4 87 35 5 A 98 95 0.7 3 AVY* 20 72.9 17.9 44 -1.99 1.73 72.2 18 15 3 B 91 90 2.5 4-1 CMA* 16 73.7 17.9 50 -1.97 1.89 33.3 30 8 - B 92 87 3.2 3 STI* 20 71.2 14.6 21 -1.94 1.87 51.9 54 10 - B 98 96 3.8 5-2 IRE*- 12 76.9 22.9 82 -1.93 1.41 95.7 70 6 5 - 91 77 5.8 1 LLY* 25 69.8 12.7 13 -1.86 2.15 83.1 89 25 4 B 97 96 2.7 2+1 TGT* 20 79.9 15.9 66 -1.86 1.65 87.6 274 14 5 A 95 96 0.8 3 ORLY* 15 94.2 15.5 93 -1.86 1.40 100 25 18 4 C 82 95 0.0 4-1 KSS*- 16 91.6 26.1 99 -1.85 2.40 82.8 87 12 5 C 95 82 0.0 4 HIBB*- 12 83.3 25.6 94 -1.85 1.77 76.2 21 16 - C 85 87 0.0 3 C*- 30 66.6 24.0 50 -1.83 2.28 64.6 745 8 5 B 85 75 4.2 5 HPT* 13 69.5 20.0 36 -1.81 1.37 77.8 9 14 5 C 61 93 6.1 2+1 AJG* 20 72.2 18.4 42 -1.80 1.53 50.0 10 16 5 B 89 84 3.2 4-1 BAC* 20 68.1 14.5 15 -1.78 1.47 78.6 716 9 5 B 91 92 4.3 5-1 PEP* 30 89.4 9.9 77 -1.78 1.75 97.9 473 20 3 B 100 99 2.0 3 ROST* 20 74.1 20.2 60 -1.76 1.97 75.0 12 12 4 C 98 88 1.0 3 BUD* 20 71.6 11.0 12 -1.70 1.38 93.0 302 19 3 A 92 95 1.5 2+1 HAR* 16 66.7 18.0 20 -1.68 1.73 92.0 25 16 - - 88 69 0.0 4-1 WOOF* 7 70.4 9.3 7 -1.67 1.28 93.9 49 31 3 C 74 77 0.0 3 LLTC* 16 73.4 19.5 55 -1.57 2.14 88.6 44 21 5 B 97 67 1.2 4-1 HD 20 67.4 20.7 30 -1.49 2.40 55.0 505 10 5 C 96 89 1.8 3 ITW+ 20 84.6 13.4 73 -1.44 1.40 98.1 104 15 4 B 100 91 1.6 3 VNO 20 66.8 11.1 4 -1.40 1.32 28.0 93 26 5 C 28 77 4.6 3 PAYX 16 88.8 21.4 95 -1.38 1.93 93.9 98 24 5 A 96 87 2.4 3 SPLS 16 85.4 15.4 81 -1.31 1.55 87.1 101 15 5 C 95 89 1.2 2+1 SYK 20 70.7 12.3 15 -1.30 1.35 99.2 247 32 2 C 92 96 0.4 3 BMO 14 68.1 21.5 39 -1.29 1.25 67.7 31 13 - A 77 86 4.4 1 AAP 7 70.7 15.8 24 -1.27 1.25 90.0 20 16 5 B 57 56 0.6 2+1 AFL 20 90.5 11.4 83 -1.27 1.33 97.9 144 20 3 B 94 99 1.6 2+1 QCOM 16 74.4 19.5 58 -1.24 2.14 85.1 222 19 4 A 89 61 1.3 3 APOL 14 67.1 7.4 1 -1.24 1.76 94.1 102 29 3 C 83 77 0.0 3 BBY 20 74.3 21.1 69 -1.23 2.00 87.4 406 17 4 B 87 92 0.6 2+2 CCL 16 89.6 17.9 91 -1.22 1.42 78.0 41 14 5 B 87 88 3.0 3+1 VMC 20 70.1 15.3 21 -1.21 1.27 85.4 48 14 5 B 95 80 1.9 4 DIS 40 67.3 14.1 11 -1.18 1.85 93.1 464 14 5 B 87 74 0.9 2+1 AIB- 16 74.6 25.5 84 -1.18 1.31 97.0 203 7 - - 91 54 3.4 3-1 TSCO- 14 68.5 27.6 75 -1.17 1.94 76.9 26 14 - - 78 74 0.0 3+1 FWRD 15 86.6 14.4 81 -1.17 1.62 76.9 26 19 5 B 87 76 0.9 2+3 DDMX 9 74.0 11.7 19 -1.14 1.57 100 12 18 - - 98 53 0.0 3 OMC 16 66.4 13.9 9 -1.13 1.59 83.3 12 16 3 B 91 96 0.9 3 RYAAY 11 86.0 13.9 78 -1.13 1.30 81.0 42 17 1 - 78 66 0.0 2 AXP 30 74.3 16.0 36 -1.12 1.39 89.3 270 14 - A 95 75 1.2 3 KSWS 18 76.3 20.8 74 -1.12 1.85 82.1 39 12 5 C 75 64 1.2 5 MMM 35 71.2 8.4 6 -1.11 1.27 97.6 552 14 - B 99 81 2.1 3 JNJ 35 77.7 15.0 53 -1.09 1.46 95.7 1265 19 5 C 100 99 2.2 3 ADP 20 75.3 16.2 45 -1.07 1.41 90.0 90 22 5 B 93 88 1.5 3 DLTR 13 79.0 22.3 87 -1.02 1.52 73.9 23 11 5 D 91 93 0.0 3+1 PNRA 16 71.9 19.3 47 -1.02 2.14 78.7 108 18 5 C 73 66 0.0 3 DD 40 70.5 10.1 9 -0.99 1.41 89.5 133 12 4 C 75 66 2.3 3 FISV 16 72.5 17.3 35 -0.97 1.27 84.6 26 20 4 C 79 97 0.0 3 KMB 20 71.7 7.8 5 -0.96 1.26 88.7 53 17 3 B 93 99 3.0 2+1 CLX 20 69.4 10.4 8 -0.95 1.27 90.7 54 19 4 B 78 80 2.3 3 DNA 20 71.8 16.7 29 -0.95 1.37 94.9 332 26 5 B 100 41 0.0 3 MSCC- 16 71.3 26.7 79 -0.95 1.51 75.0 20 - - - 74 33 0.0 3-2 FAST 16 77.9 17.2 63 -0.92 1.25 91.7 121 26 5 A 98 85 0.9 3 VAR 20 70.4 12.1 12 -0.90 1.27 98.5 65 28 3 B 89 89 0.0 3 MSFT 20 81.3 16.6 75 -0.88 1.77 87.4 1424 23 3 A 94 93 1.5 3 HLEX 9 69.3 20.6 39 -0.84 1.35 100 82 29 - - 76 51 0.0 4 FDS 12 85.5 20.5 90 -0.83 1.27 100 65 25 5 C 94 94 0.7 3 USB 20 80.4 14.9 62 -0.83 1.29 88.6 167 11 5 A 73 87 4.3 4-1 GE 40 78.6 12.8 41 -0.80 1.37 93.6 929 16 4 B 97 97 2.0 3 JKHY 16 70.7 17.0 27 -0.78 1.48 95.2 21 20 3 B 99 84 0.7 2 TJX 20 70.0 14.6 18 -0.78 1.80 75.7 37 18 3 B 94 94 1.1 3 WWW 20 77.7 17.6 65 -0.76 1.39 90.9 22 14 - - 87 96 1.2 3 TECH 19 77.3 15.3 52 -0.68 1.38 100 21 31 - - 91 93 0.0 3 SEIC 16 81.2 10.1 38 -0.67 1.30 91.4 35 22 3 B 97 91 0.5 3 FCFS- 17 80.6 27.0 93 -0.67 1.45 95.0 121 11 - - 67 83 0.0 3+1 FFIV- 9 68.2 25.6 64 -0.60 1.55 89.6 77 27 5 B 79 40 0.0 3 KO 40 89.6 12.3 84 -0.50 1.33 95.9 617 26 3 C 94 99 2.4 2 ASF- 11 66.8 24.2 51 -0.50 1.33 89.6 48 16 5 C 67 34 0.9 3 PETM- 15 70.7 24.2 69 -0.50 1.36 89.8 108 11 5 B 68 96 0.2 3 GD 30 77.1 11.8 28 -0.43 1.26 95.0 202 18 3 A 99 93 1.5 2 NVR 23 74.5 18.6 56 -0.40 1.81 12.0 167 8 4 F 92 67 0.0 3 CSCO+- 16 77.8 23.0 86 -0.36 1.32 97.3 1087 21 5 B 94 69 0.0 3 ================================================================================= Looking for Mr. Goodbuy (data from Jan 6, 2008) A mechanical approach to finding BMWm candidate stocks Table 4: Sorted descending on QPZ (Quality z-score+PAR z-score, expressed as a percentile rank), See a brief explanation below the tables. And see a longer explanation in BMW Board message 27893. Selected on: Manifest Quality >= 65; BMWm Return Factor >= 25% PAR less than MIPAR+15% (this week 12.7% + 15% = 27.7%), with more than 6 years of BMWm-type data. * = RMS <= -1.5 + = At least 16 Yrs of data, Stewardship = A|B, M* = 4|5, CAPS % >= 95 - = PAR is larger than MIPAR+10% (22.7% this week), thus approaching the realm of the unbelievable. Tick Yrs Qual PAR QPZ RMS RF CAPS CAPS PE M* St Fin EPS Proj Zr % # ew Str Stb Yld CTSH*- 10 97.0 24.8 100 -2.29 2.10 96.8 156 29 5 B 98 91 0.0 3 KSS*- 16 91.6 26.1 99 -1.85 2.40 82.8 87 12 5 C 95 82 0.0 4 COH*- 8 94.3 26.6 99 -3.53 2.49 87.7 211 16 5 B 99 78 0.0 2+1 SBUX*- 16 83.4 27.0 98 -4.29 2.65 74.0 777 21 5 B 91 96 0.0 4-1 MHP* 20 88.8 21.9 97 -2.57 1.66 91.3 69 13 5 B 98 98 1.5 4-1 HOG* 20 88.8 21.7 96 -2.85 3.11 68.7 211 11 5 B 93 87 1.4 3 BBBY* 16 89.3 21.3 96 -3.32 3.28 78.2 170 12 5 D 98 91 0.0 4-1 PAYX 16 88.8 21.4 95 -1.38 1.93 93.9 98 24 5 A 96 87 2.4 3 HIBB*- 12 83.3 25.6 94 -1.85 1.77 76.2 21 16 - C 85 87 0.0 3 FCFS- 17 80.6 27.0 93 -0.67 1.45 95.0 121 11 - - 67 83 0.0 3+1 ORLY* 15 94.2 15.5 93 -1.86 1.40 100 25 18 4 C 82 95 0.0 4-1 KNX* 14 90.9 17.9 92 -2.25 1.64 52.2 23 18 4 C 73 93 0.8 5-1 CCL 16 89.6 17.9 91 -1.22 1.42 78.0 41 14 5 B 87 88 3.0 3+1 BRO*- 11 82.3 22.9 90 -2.70 1.87 87.5 16 17 4 A 98 84 0.8 3 FDS 12 85.5 20.5 90 -0.83 1.27 100 65 25 5 C 94 94 0.7 3 DRI*- 13 77.2 27.0 89 -2.91 1.79 60.0 40 10 5 B 90 94 1.0 3 WFMI* 16 81.7 21.4 88 -2.00 1.78 86.1 590 29 5 B 87 68 1.7 3 DLTR 13 79.0 22.3 87 -1.02 1.52 73.9 23 11 5 D 91 93 0.0 3+1 AEO*- 7 77.3 24.1 87 -2.28 1.97 90.6 373 10 5 C 91 56 0.8 3+1 CSCO+- 16 77.8 23.0 86 -0.36 1.32 97.3 1087 21 5 B 94 69 0.0 3 CAKE*- 16 74.4 25.8 85 -3.35 2.72 81.3 96 19 5 D 78 91 0.0 4-1 AIB- 16 74.6 25.5 84 -1.18 1.31 97.0 203 7 - - 91 54 3.4 3-1 KO 40 89.6 12.3 84 -0.50 1.33 95.9 617 26 3 C 94 99 2.4 2 AFL 20 90.5 11.4 83 -1.27 1.33 97.9 144 20 3 B 94 99 1.6 2+1 IRE*- 12 76.9 22.9 82 -1.93 1.41 95.7 70 6 5 - 91 77 5.8 1 SPLS 16 85.4 15.4 81 -1.31 1.55 87.1 101 15 5 C 95 89 1.2 2+1 FWRD 15 86.6 14.4 81 -1.17 1.62 76.9 26 19 5 B 87 76 0.9 2+3 LOW* 20 77.6 21.5 80 -3.47 2.97 74.5 271 11 5 B 99 92 0.5 5-1 MSCC- 16 71.3 26.7 79 -0.95 1.51 75.0 20 - - - 74 33 0.0 3-2 GGG* 20 86.8 13.2 78 -2.25 1.53 90.9 44 15 5 B 97 94 1.8 3 RYAAY 11 86.0 13.9 78 -1.13 1.30 81.0 42 17 1 - 78 66 0.0 2 WAG* 20 81.0 17.1 77 -2.46 2.13 92.8 207 17 5 B 99 100 0.7 3 PEP* 30 89.4 9.9 77 -1.78 1.75 97.9 473 20 3 B 100 99 2.0 3 TSCO- 14 68.5 27.6 75 -1.17 1.94 76.9 26 14 - - 78 74 0.0 3+1 MSFT 20 81.3 16.6 75 -0.88 1.77 87.4 1424 23 3 A 94 93 1.5 3 KSWS 18 76.3 20.8 74 -1.12 1.85 82.1 39 12 5 C 75 64 1.2 5 AMGN* 20 77.7 19.3 73 -2.21 3.27 90.0 309 16 5 D 100 88 0.0 3 ITW+ 20 84.6 13.4 73 -1.44 1.40 98.1 104 15 4 B 100 91 1.6 3 TCB* 16 74.1 22.1 72 -3.49 2.77 57.9 19 8 - A 50 89 3.7 4 GCI* 20 79.4 17.5 71 -4.00 3.69 30.3 33 7 3 D 92 86 2.7 3 EXBD* 9 76.5 19.8 70 -2.94 1.93 88.3 77 27 5 C 94 80 2.5 3-1 PETM- 15 70.7 24.2 69 -0.50 1.36 89.8 108 11 5 B 68 96 0.2 3 BBY 20 74.3 21.1 69 -1.23 2.00 87.4 406 17 4 B 87 92 0.6 2+2 SSD* 11 84.0 12.6 68 -2.39 1.53 91.6 83 14 - - 80 81 1.3 4+1 WL* 16 77.5 18.2 68 -2.50 1.61 62.5 8 12 5 B 97 98 2.8 3+1 DBD*- 25 71.7 22.8 66 -2.76 2.24 73.3 15 26 5 B 53 88 1.8 5-1 TGT* 20 79.9 15.9 66 -1.86 1.65 87.6 274 14 5 A 95 96 0.8 3 WWW 20 77.7 17.6 65 -0.76 1.39 90.9 22 14 - - 87 96 1.2 3 FFIV- 9 68.2 25.6 64 -0.60 1.55 89.6 77 27 5 B 79 40 0.0 3 FDO*- 20 69.0 24.9 64 -3.39 4.08 64.7 34 10 5 B 90 94 1.2 4+1 FAST 16 77.9 17.2 63 -0.92 1.25 91.7 121 26 5 A 98 85 0.9 3 LNCR* 16 78.8 16.3 62 -2.22 1.85 78.3 23 14 3 C 76 86 0.0 3 USB 20 80.4 14.9 62 -0.83 1.29 88.6 167 11 5 A 73 87 4.3 4-1 ROST* 20 74.1 20.2 60 -1.76 1.97 75.0 12 12 4 C 98 88 1.0 3 OSK* 16 76.2 18.3 60 -2.49 1.74 95.7 116 12 - B 89 90 0.8 3 WMT* 35 76.6 17.7 59 -2.59 6.08 70.2 503 15 5 B 96 99 1.6 2 QCOM 16 74.4 19.5 58 -1.24 2.14 85.1 222 19 4 A 89 61 1.3 3 MER*- 30 66.5 25.5 57 -2.01 2.20 43.9 303 11 5 B 96 66 1.5 5 SYY* 20 82.3 12.2 57 -2.67 1.71 94.2 86 18 5 B 94 93 2.0 2 NVR 23 74.5 18.6 56 -0.40 1.81 12.0 167 8 4 F 92 67 0.0 3 LLTC* 16 73.4 19.5 55 -1.57 2.14 88.6 44 21 5 B 97 67 1.2 4-1 WSM* 16 73.0 19.7 54 -2.47 2.65 51.4 37 14 5 B 83 78 1.2 3 CTAS* 16 74.7 17.8 54 -2.21 2.00 84.6 13 15 5 A 96 99 0.9 3 JNJ 35 77.7 15.0 53 -1.09 1.46 95.7 1265 19 5 C 100 99 2.2 3 TECH 19 77.3 15.3 52 -0.68 1.38 100 21 31 - - 91 93 0.0 3 ASF- 11 66.8 24.2 51 -0.50 1.33 89.6 48 16 5 C 67 34 0.9 3 CAH* 20 73.6 18.4 51 -2.27 2.43 93.8 81 26 - C 91 87 0.4 3 C*- 30 66.6 24.0 50 -1.83 2.28 64.6 745 8 5 B 85 75 4.2 5 CMA* 16 73.7 17.9 50 -1.97 1.89 33.3 30 8 - B 92 87 3.2 3 WFSL* 16 70.5 20.6 48 -3.41 1.57 71.4 7 13 - - 88 88 3.3 3+1 WFC* 20 74.3 17.3 48 -2.34 1.80 76.0 283 10 5 B 96 83 2.6 4 PNRA 16 71.9 19.3 47 -1.02 2.14 78.7 108 18 5 C 73 66 0.0 3 BBT*- 16 66.2 24.1 46 -2.71 2.25 68.2 44 10 - C 96 85 3.6 3+1 ADP 20 75.3 16.2 45 -1.07 1.41 90.0 90 22 5 B 93 88 1.5 3 CL* 30 84.7 8.2 45 -2.54 2.68 98.9 183 25 3 B 98 99 2.0 2+1 AVY* 20 72.9 17.9 44 -1.99 1.73 72.2 18 15 3 B 91 90 2.5 4-1 AIG* 20 71.2 19.3 43 -2.23 2.19 86.8 304 10 5 B 97 71 1.0 3 AJG* 20 72.2 18.4 42 -1.80 1.53 50.0 10 16 5 B 89 84 3.2 4-1 OCR*- 20 66.3 23.4 42 -2.12 3.01 83.7 43 13 5 F 63 71 0.1 4+1 GE 40 78.6 12.8 41 -0.80 1.37 93.6 929 16 4 B 97 97 2.0 3 ACAS* 11 69.7 20.4 40 -2.37 1.40 97.2 284 4 - - 93 97 9.5 3 HLEX 9 69.3 20.6 39 -0.84 1.35 100 82 29 - - 76 51 0.0 4 BMO 14 68.1 21.5 39 -1.29 1.25 67.7 31 13 - A 77 86 4.4 1 MI* 16 70.4 19.4 38 -3.12 1.79 42.4 33 7 - B 92 95 3.3 5-2 SEIC 16 81.2 10.1 38 -0.67 1.30 91.4 35 22 3 B 97 91 0.5 3 HPT* 13 69.5 20.0 36 -1.81 1.37 77.8 9 14 5 C 61 93 6.1 2+1 AXP 30 74.3 16.0 36 -1.12 1.39 89.3 270 14 - A 95 75 1.2 3 EXPD*+ 16 76.7 13.7 35 -1.99 1.57 95.4 87 35 5 A 98 95 0.7 3 FISV 16 72.5 17.3 35 -0.97 1.27 84.6 26 20 4 C 79 97 0.0 3 LUV* 25 71.5 17.9 33 -2.17 2.40 69.5 141 15 1 A 83 62 0.1 4-1 BHE* 16 68.1 20.9 33 -2.60 1.88 93.8 32 11 - C 67 62 0.0 5-2 MDT* 25 76.7 13.0 32 -2.48 2.91 93.0 157 20 5 B 97 99 0.9 3 EWBC* 9 72.0 16.9 31 -3.96 2.76 72.7 11 9 5 B 88 92 1.1 5-2 HD 20 67.4 20.7 30 -1.49 2.40 55.0 505 10 5 C 96 89 1.8 3 PGR* 20 73.0 15.7 30 -2.55 2.02 66.7 36 10 5 A 67 43 0.1 3+1 DNA 20 71.8 16.7 29 -0.95 1.37 94.9 332 26 5 B 100 41 0.0 3 GD 30 77.1 11.8 28 -0.43 1.26 95.0 202 18 3 A 99 93 1.5 2 ETH* 15 71.8 16.1 27 -2.36 2.34 5.6 18 10 5 C 75 93 0.7 2+1 JKHY 16 70.7 17.0 27 -0.78 1.48 95.2 21 20 3 B 99 84 0.7 2 MTB* 16 69.1 18.1 26 -3.79 2.12 34.5 29 11 - A 98 95 2.3 3 MCO* 8 72.1 15.5 25 -4.50 2.47 82.2 174 11 5 B 83 86 0.7 4 AAP 7 70.7 15.8 24 -1.27 1.25 90.0 20 16 5 B 57 56 0.6 2+1 FMBI* 16 73.2 14.0 24 -3.42 1.79 22.2 9 12 5 B 87 99 3.0 4-1 LM* 20 65.3 20.2 23 -2.88 1.79 83.8 111 14 5 C 85 85 0.8 4+1 CYN* 16 71.8 14.1 22 -2.61 1.96 27.3 11 12 5 B 86 97 3.2 4-1 STI* 20 71.2 14.6 21 -1.94 1.87 51.9 54 10 - B 98 96 3.8 5-2 VMC 20 70.1 15.3 21 -1.21 1.27 85.4 48 14 5 B 95 80 1.9 4 HAR* 16 66.7 18.0 20 -1.68 1.73 92.0 25 16 - - 88 69 0.0 4-1 DDMX 9 74.0 11.7 19 -1.14 1.57 100 12 18 - - 98 53 0.0 3 TJX 20 70.0 14.6 18 -0.78 1.80 75.7 37 18 3 B 94 94 1.1 3 ZION* 16 65.1 19.0 18 -2.36 2.51 57.9 19 8 - C 91 96 2.4 3+2 PDCO* 16 69.6 14.7 17 -3.35 2.05 58.8 17 21 4 C 83 96 0.0 4 BMS* 20 70.7 13.4 16 -2.10 1.43 85.0 20 15 5 A 83 92 2.3 4-1 BAC* 20 68.1 14.5 15 -1.78 1.47 78.6 716 9 5 B 91 92 4.3 5-1 SYK 20 70.7 12.3 15 -1.30 1.35 99.2 247 32 2 C 92 96 0.4 3 HNI* 16 66.4 15.9 14 -2.68 1.68 50.0 4 13 5 B 77 87 1.3 4-1 LLY* 25 69.8 12.7 13 -1.86 2.15 83.1 89 25 4 B 97 96 2.7 2+1 VAR 20 70.4 12.1 12 -0.90 1.27 98.5 65 28 3 B 89 89 0.0 3 BUD* 20 71.6 11.0 12 -1.70 1.38 93.0 302 19 3 A 92 95 1.5 2+1 DIS 40 67.3 14.1 11 -1.18 1.85 93.1 464 14 5 B 87 74 0.9 2+1 WRI* 20 65.4 15.3 10 -2.04 1.33 40.0 15 20 5 B 78 94 5.0 3 OMC 16 66.4 13.9 9 -1.13 1.59 83.3 12 16 3 B 91 96 0.9 3 DD 40 70.5 10.1 9 -0.99 1.41 89.5 133 12 4 C 75 66 2.3 3 CLX 20 69.4 10.4 8 -0.95 1.27 90.7 54 19 4 B 78 80 2.3 3 WOOF* 7 70.4 9.3 7 -1.67 1.28 93.9 49 31 3 C 74 77 0.0 3 UTIW* 8 66.9 12.0 6 -3.23 2.29 78.9 19 18 5 B 91 63 0.0 4+1 MMM 35 71.2 8.4 6 -1.11 1.27 97.6 552 14 - B 99 81 2.1 3 KMB 20 71.7 7.8 5 -0.96 1.26 88.7 53 17 3 B 93 99 3.0 2+1 FITB* 16 66.3 11.5 4 -3.07 3.96 17.6 74 12 - B 81 84 4.3 4-1 VNO 20 66.8 11.1 4 -1.40 1.32 28.0 93 26 5 C 28 77 4.6 3 WABC* 28 72.0 6.2 3 -2.73 2.01 21.4 14 14 5 B 91 95 2.4 3 AVP* 25 67.4 8.6 2 -2.26 2.09 93.5 46 29 3 B 80 75 1.9 2+1 APOL 14 67.1 7.4 1 -1.24 1.76 94.1 102 29 3 C 83 77 0.0 3 ================================================================================= Looking for Mr. Goodbuy (data from Jan 6, 2008) A mechanical approach to finding BMWm candidate stocks Table 5: Sorted descending on QPZ (Quality z-score+PAR z-score expressed as a percentile rank) with picks restricted to PAR >= MIPAR+5% and PAR <= MIPAR+10%. See a brief explanation below the tables. And see a longer explanation in BMW Board message 27893. Selected on: Manifest Quality >= 65; BMWm Return Factor >= 25% PAR>=MIPAR+5% and PAR<=MIPAR+10% and > 6 years of BMWm-type data. * = RMS <= -1.5 + = At least 16 Yrs of data, Stewardship = A|B, M* = 4|5, CAPS % >= 95 Tick Yrs Qual PAR QPZ RMS RF CAPS CAPS PE M* St Fin EPS Proj Zr % # ew Str Stb Yld MHP* 20 88.8 21.9 97 -2.57 1.66 91.3 69 13 5 B 98 98 1.5 4-1 BBBY* 16 89.3 21.3 96 -3.32 3.28 78.2 170 12 5 D 98 91 0.0 4-1 HOG* 20 88.8 21.7 96 -2.85 3.11 68.7 211 11 5 B 93 87 1.4 3 PAYX 16 88.8 21.4 95 -1.38 1.93 93.9 98 24 5 A 96 87 2.4 3 KNX* 14 90.9 17.9 92 -2.25 1.64 52.2 23 18 4 C 73 93 0.8 5-1 CCL 16 89.6 17.9 91 -1.22 1.42 78.0 41 14 5 B 87 88 3.0 3+1 FDS 12 85.5 20.5 90 -0.83 1.27 100 65 25 5 C 94 94 0.7 3 WFMI* 16 81.7 21.4 88 -2.00 1.78 86.1 590 29 5 B 87 68 1.7 3 DLTR 13 79.0 22.3 87 -1.02 1.52 73.9 23 11 5 D 91 93 0.0 3+1 LOW* 20 77.6 21.5 80 -3.47 2.97 74.5 271 11 5 B 99 92 0.5 5-1 KSWS 18 76.3 20.8 74 -1.12 1.85 82.1 39 12 5 C 75 64 1.2 5 AMGN* 20 77.7 19.3 73 -2.21 3.27 90.0 309 16 5 D 100 88 0.0 3 TCB* 16 74.1 22.1 72 -3.49 2.77 57.9 19 8 - A 50 89 3.7 4 EXBD* 9 76.5 19.8 70 -2.94 1.93 88.3 77 27 5 C 94 80 2.5 3-1 BBY 20 74.3 21.1 69 -1.23 2.00 87.4 406 17 4 B 87 92 0.6 2+2 WL* 16 77.5 18.2 68 -2.50 1.61 62.5 8 12 5 B 97 98 2.8 3+1 OSK* 16 76.2 18.3 60 -2.49 1.74 95.7 116 12 - B 89 90 0.8 3 ROST* 20 74.1 20.2 60 -1.76 1.97 75.0 12 12 4 C 98 88 1.0 3 WMT* 35 76.6 17.7 59 -2.59 6.08 70.2 503 15 5 B 96 99 1.6 2 QCOM 16 74.4 19.5 58 -1.24 2.14 85.1 222 19 4 A 89 61 1.3 3 NVR 23 74.5 18.6 56 -0.40 1.81 12.0 167 8 4 F 92 67 0.0 3 LLTC* 16 73.4 19.5 55 -1.57 2.14 88.6 44 21 5 B 97 67 1.2 4-1 CTAS* 16 74.7 17.8 54 -2.21 2.00 84.6 13 15 5 A 96 99 0.9 3 WSM* 16 73.0 19.7 54 -2.47 2.65 51.4 37 14 5 B 83 78 1.2 3 CAH* 20 73.6 18.4 51 -2.27 2.43 93.8 81 26 - C 91 87 0.4 3 CMA* 16 73.7 17.9 50 -1.97 1.89 33.3 30 8 - B 92 87 3.2 3 WFSL* 16 70.5 20.6 48 -3.41 1.57 71.4 7 13 - - 88 88 3.3 3+1 PNRA 16 71.9 19.3 47 -1.02 2.14 78.7 108 18 5 C 73 66 0.0 3 AVY* 20 72.9 17.9 44 -1.99 1.73 72.2 18 15 3 B 91 90 2.5 4-1 AIG* 20 71.2 19.3 43 -2.23 2.19 86.8 304 10 5 B 97 71 1.0 3 AJG* 20 72.2 18.4 42 -1.80 1.53 50.0 10 16 5 B 89 84 3.2 4-1 ACAS* 11 69.7 20.4 40 -2.37 1.40 97.2 284 4 - - 93 97 9.5 3 BMO 14 68.1 21.5 39 -1.29 1.25 67.7 31 13 - A 77 86 4.4 1 HLEX 9 69.3 20.6 39 -0.84 1.35 100 82 29 - - 76 51 0.0 4 MI* 16 70.4 19.4 38 -3.12 1.79 42.4 33 7 - B 92 95 3.3 5-2 HPT* 13 69.5 20.0 36 -1.81 1.37 77.8 9 14 5 C 61 93 6.1 2+1 LUV* 25 71.5 17.9 33 -2.17 2.40 69.5 141 15 1 A 83 62 0.1 4-1 BHE* 16 68.1 20.9 33 -2.60 1.88 93.8 32 11 - C 67 62 0.0 5-2 HD 20 67.4 20.7 30 -1.49 2.40 55.0 505 10 5 C 96 89 1.8 3 MTB* 16 69.1 18.1 26 -3.79 2.12 34.5 29 11 - A 98 95 2.3 3 LM* 20 65.3 20.2 23 -2.88 1.79 83.8 111 14 5 C 85 85 0.8 4+1 HAR* 16 66.7 18.0 20 -1.68 1.73 92.0 25 16 - - 88 69 0.0 4-1 ZION* 16 65.1 19.0 18 -2.36 2.51 57.9 19 8 - C 91 96 2.4 3+2 ----- Key to column headings Yrs = # of years of BMWm-type data available for this firm Qual = The firm's Quality rating calculated by Manifest PAR = The firm's Projected Annual Return calculated by Manifest QPZ = Sum of Z-scores for Qual and PAR, expresssed as a percentile rank RMS = RMS data from mklein9, otherwise from sheridan03's charting tool RF = BMWm Return Factor from mklein9, otherwise from sheridan03 CAPS% = % of TMF CAPS "All-Stars" who rate this stock to beat the S&P 500 CAPS # = The number of TMF CAPS "All-Stars" who have rated this stock P/E = P/E from Morningstar (as of most recent Friday's close) M* = Morningstar's overall rating of the firm (1 to 5, worst to best) Stew = Morningstar's "stewardship" rating of firm's management (A=best) Fin Str = Manifest's rating of the firm's Financial Strength (100=best) EPS Stab = Manifest's rating of a firm's EPS growth stability (100=best) Proj Yld = Projected Yield (from Manifest) Zr = Zacks rank (1=best), direction of 30-day change, and size of the change Other mysteries explained: MIPAR = Manifest's lingo for the current median PAR value for all 2700 stocks in Manifest's database; I discard stocks with a PAR greater than MIPAR+15% because I consider such high PAR values not credible. Manifest defines a PAR "sweet spot" as >= MIPAR+5% and <= MIPAR+10%. Table 5 (above) is restricted to stocks with PAR values within this sweet spot. For a more detailed explanation, see message 27893 on the BMW Board. |
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