|
Rational Investing
|
|
| | Long | Short | | Total Market Capitalization of All Firms (in million) | $2,940,354 | $0 | | Average Market Capitalization (in million) | $41,413 | 0 | | Average Market Cap Weighted Market to Model | 0.78 | 0 | | Average Beta | 1.09 | 0 | | Average Price To Revenue | 1.63 | 0 | | Average Price To Free Cash Flow | 28.66 | 0 | | Total Number of Firms | 71 | 0 |
|
| Ticker | Company | Sub Sector | Long /Short | Market To Model | Market Cap | Expected Returns | EV/ EBITDAM | % Growth | Beta | As of | | Dominion Resources Inc. | Electric Utilit | L | 2.4 | 26,316 | 10%     | 28.56 | -14 | 0.66 | Dec 09 | | Cameco Corp | Metals Minerals | L | 1.7 | 9,828 | 6%     | 22.03 | 1 | 1.47 | Dec 09 | | General Mills Inc | Food - Major Di | L | 1.3 | 23,483 | 7%     | 15.29 | 1 | 0.66 | May 10 | | Diageo Plc | Beverages - Bre | L | 1.3 | 41,909 | 10%     | 13.97 | 1 | 0.76 | Dec 09 | | Starbucks Corp | Restaurants - F | L | 1.2 | 17,526 | 8%     | 10.21 | 7 | 1.32 | Jun 10 | | Halliburton Co | Equipment Leasi | L | 1.1 | 26,979 | 9%     | 17.42 | 23 | 1.43 | Jun 10 | | Precision Castparts Corp. | Metal Processin | L | 1.1 | 17,033 | 7%     | 11.3 | 6 | 1.46 | Jun 10 | | Covance Inc. | Research Servic | L | 1.1 | 2,488 | 10%     | 13.78 | 2 | 0.90 | Jun 10 | | Kimberly-clark Corp | Consumer Produc | L | 1.1 | 26,790 | 8%     | 10.04 | 1 | 0.66 | Jun 10 | | Labarge Inc. | Scientific Tech | L | 1.1 | 177 | 15%     | 8.65 | 2 | 0.90 | Mar 10 | | The Boeing Co | Aerospace/Defen | L | 1.0 | 45,409 | 10%     | 17.6 | 1 | 1.25 | Jun 10 | | ConocoPhillips | Integrated Oil | L | 1.0 | 80,190 | 15%     | 14.71 | 12 | 1.13 | Jun 10 | | Altria Group Inc | Cigarettes | L | 1.0 | 47,223 | 9%     | 8.44 | -0 | 0.66 | Jun 10 | | Curtiss-wright Corp | Aerospace/Defen | L | 0.9 | 1,286 | 15%     | 8.67 | 2 | 1.19 | Jun 10 | | Johnson & Johnson Inc | Drug Manufactur | L | 1.0 | 160,560 | 9%     | 10.84 | 2 | 0.66 | Jun 10 | | Merck & Co Inc | Drug Manufactur | L | 1.0 | 109,528 | 9%     | 21.94 | 29 | 0.83 | Jun 10 | | Exxon Mobil Corp | Integrated Oil | L | 0.9 | 310,091 | 7%     | 12.58 | 10 | 0.66 | Jun 10 | | Crane Co | Conglomerates | L | 0.9 | 2,093 | 12%     | 8.36 | 6 | 1.56 | Jun 10 | | Pharmaceutical Product De | Medical Laborat | L | 0.9 | 2,801 | 9%     | 10.33 | 6 | 0.66 | Jun 10 | | Resmed Inc | Medical Applian | L | 0.8 | 228 | 14%     | 0.96 | 16 | 0.72 | Jun 10 | | Leggett & Platt Inc | Home Furnishing | L | 0.9 | 3,014 | 11%     | 10.11 | 16 | 1.15 | Jun 10 | | Kohls Corp | Department Stor | L | 0.9 | 14,903 | 13%     | 8.94 | 6 | 0.98 | Jul 10 | | Novartis Ag | Drug Manufactur | L | 0.9 | 121,934 | 14%     | 10.31 | 8 | 0.66 | Jun 10 | | Esterline Technologies Co | Aerospace/Defen | L | 0.8 | 1,646 | 13%     | 11.97 | 4 | 1.32 | Jul 10 | | Anntaylor Stores Corp. | Apparel Stores | L | 0.8 | 958 | 14%     | 5.8 | 10 | 1.76 | Apr 10 | | American Medical Systems | Medical Applian | L | 0.8 | 1,411 | 11%     | NA | 6 | 0.69 | Jun 10 | | Regal-beloit Corp. | Machine Tools A | L | 0.8 | 2,214 | 11%     | 17.3 | 15 | 1.28 | Jun 10 | | Exar Corp. | Semiconductor - | L | 0.7 | 254 | 13%     | NA | 23 | 0.66 | Mar 10 | | Oil States International | Equipment Leasi | L | 0.8 | 2,145 | 11%     | 11.49 | -25 | 1.25 | Jun 10 | | Nii Holdings Inc. | Wireless Commun | L | 0.8 | 6,272 | 15%     | 29.06 | 15 | 1.97 | Jun 10 | | Emerson Electric Co | Industrial Elec | L | 0.8 | 36,793 | 11%     | 11.18 | 10 | 1.18 | Jun 10 | | Weatherford International | Equipment Leasi | L | 0.8 | 11,490 | 10%     | 40.19 | 16 | 1.54 | Jun 10 | | Energy Partners Ltd | Independent Oil | L | 0.7 | 435 | 19%     | 9.14 | 13 | 1.89 | Jun 10 | | Imation Corp | Data Storage De | L | 0.6 | 337 | 33%     | 19.81 | -9 | 0.90 | Mar 10 | | United Technologies Corp | Conglomerates | L | 0.8 | 62,591 | 11%     | 8.74 | 5 | 0.99 | Jun 10 | | Greatbatch, Inc. | Industrial Elec | L | 0.6 | 519 | 19%     | 7.93 | 3 | 0.66 | Jun 10 | | Chicago Mercantile Exchan | Electronic Trad | L | 0.8 | 17,227 | 11%     | 8.91 | 21 | 1.08 | Jun 10 | | Nautilus Inc. | Sporting Goods | L | 0.4 | 40 | 59%     | 30 | 23 | 0.94 | Dec 09 | | Baker Hughes Inc | Oil Gas Equipme | L | 0.7 | 17,028 | 15%     | 10.77 | 26 | 1.39 | Jun 10 | | Nokia Oyj | Communication E | L | 0.7 | 33,009 | 14%     | 8.78 | 8 | 1.39 | Jun 10 | | Amdocs Ltd | Business Softwa | L | 0.7 | 5,474 | 12%     | 9.64 | 7 | 1.02 | Jun 10 | | Valspar Corp. | Coatings/Paint | L | 0.6 | 3,015 | 14%     | 7.5 | 10 | 0.96 | Jul 10 | | The Walt Disney Co | Entertainment - | L | 0.7 | 65,631 | 12%     | 10.84 | 9 | 1.14 | Jun 10 | | Peabody Energy Corp. | Coal | L | 0.7 | 12,070 | 14%     | 9.48 | 19 | 1.32 | Jun 10 | | Interpublic Group Of Comp | Advertising Age | L | 0.6 | 4,306 | 16%     | 11.52 | 10 | 1.60 | Jun 10 | | Chevron Corp. | Integrated Oil | L | 0.7 | 154,334 | 12%     | 7.55 | 11 | 0.73 | Jun 10 | | Raytheon Co | Aerospace/Defen | L | 0.6 | 16,858 | 15%     | 6.02 | 2 | 0.73 | Jun 10 | | Union Pacific Corp | Railroads | L | 0.7 | 38,004 | 16%     | 8.7 | 16 | 1.18 | Jun 10 | | Minerals Technologies Inc | Synthetics | L | 0.5 | 1,074 | 24%     | 6.73 | 13 | 1.11 | Jun 10 | | AT&T Inc. | Telecom Service | L | 0.7 | 161,618 | 12%     | 16.71 | 3 | 0.71 | Jun 10 | | Anadarko Petroleum Corp | Independent Oil | L | 0.6 | 24,147 | 16%     | 9.99 | 16 | 1.30 | Jun 10 | | Trinity Industries Inc. | Railroad Equipm | L | 0.4 | 1,445 | 21%     | 33.76 | -28 | 2.36 | Jun 10 | | Abbott Laboratories | Drug Manufactur | L | 0.6 | 78,069 | 17%     | 10.18 | 14 | 0.66 | Mar 10 | | Ca, Inc | Application Sof | L | 0.5 | 9,582 | 17%     | 6.56 | 5 | 0.88 | Jun 10 | | Pfizer Inc | Drug Manufactur | L | 0.6 | 131,323 | 24%     | 7.56 | 25 | 0.73 | Jun 10 | | Celgene Corp | Biotechnology | L | 0.6 | 24,227 | 14%     | NA | 35 | 0.66 | Jun 10 | | Computer Sciences Corp | Information Tec | L | 0.5 | 6,426 | 19%     | 7.8 | 2 | 0.98 | Jun 10 | | Cisco Systems Inc | Networking Comm | L | 0.6 | 115,717 | 22%     | 9.42 | 11 | 1.20 | Jul 10 | | General Electric Co | Conglomerates | L | 0.6 | 160,232 | 17%     | 12.89 | 3 | 1.50 | Jun 10 | | Caterpillar Inc | Machinery - Con | L | 0.5 | 42,805 | 12%     | 14.53 | 33 | 1.50 | Jun 10 | | Hewlett-packard Co | Diversified Com | L | 0.6 | 89,281 | 15%     | 7.02 | 11 | 1.02 | Jul 10 | | Lexmark International Inc | Computer Periph | L | 0.4 | 2,748 | 19%     | 6.06 | 9 | 1.10 | Jun 10 | | Gannett Co Inc | Publishing - Ne | L | 0.4 | 3,044 | 30%     | 4.55 | 6 | 2.34 | Jun 10 | | Oracle Corp | Application Sof | L | 0.5 | 109,800 | 15%     | 8.97 | 15 | 0.66 | May 10 | | Microsoft Corp | Application Sof | L | 0.5 | 206,850 | 20%     | 7.19 | 14 | 0.97 | Jun 10 | | Intel Corp | Semiconductor - | L | 0.4 | 100,977 | 19%     | 6.31 | 18 | 0.79 | Jun 10 |
|
|
|
Note : EV = Enterprise Value
FCF = Free Cash Flow
EBITDAM = Earnings Before Interest Taxes Depreciation and Amortization after Maintenance Capex
|
|
|