No. of Recommendations: 17
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.
