|
Rational Investing
|
|
| | Long | Short | | Total Market Capitalization of All Firms (in million) | $1,005,012 | $0 | | Average Market Capitalization (in million) | $22,334 | 0 | | Average Market Cap Weighted Market to Model | 0.77 | 0 | | Average Beta | 1.11 | 0 | | Average Price To Revenue | 1.94 | 0 | | Average Price To Free Cash Flow | 22.99 | 0 | | Total Number of Firms | 45 | 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 | | F5 Networks Inc | Networking Comm | L | 1.8 | 7,302 | 5% | NA | 33 | 1.23 | Jun 10 | | Lennar Corp | Residential Con | L | 1.5 | 2,541 | 14% | 22.28 | 8 | 1.58 | May 10 | | Ciena Corp | Communication E | L | 1.3 | 1,192 | 17% | NA | 75 | 1.90 | Apr 10 | | Finisar Corp. | Networking Comm | L | 1.2 | 1,007 | 15% | NA | 18 | 0.98 | Apr 10 | | Hershey Foods Corp | Confectioners | L | 1.2 | 10,735 | 7% | 12.87 | 6 | 0.66 | Jun 10 | | Halliburton Co | Equipment Leasi | L | 1.1 | 26,979 | 9% | 17.42 | 23 | 1.43 | Jun 10 | | Ryland Group Inc | Residential Con | L | 1.2 | 743 | 12% | 17.96 | 32 | 1.16 | Jun 10 | | Usg Corp | General Buildin | L | 1.1 | 1,267 | 14% | 30 | 9 | 2.50 | Jun 10 | | Yahoo! Inc | Internet Inform | L | 1.1 | 18,027 | 13% | 18.72 | 4 | 0.84 | Jun 10 | | Toll Brothers Inc | Residential Con | L | 1.1 | 2,920 | 13% | 30 | 16 | 0.94 | Jul 10 | | Altria Group Inc | Cigarettes | L | 1.0 | 47,223 | 9% | 8.44 | -0 | 0.66 | Jun 10 | | Juniper Networks | Networking Comm | L | 1.0 | 14,366 | 8% | NA | 20 | 1.37 | Jun 10 | | Sirius Satellite Radio In | Broadcasting - | L | 1.0 | 3,835 | 10% | 9.73 | 13 | 1.83 | Jun 10 | | International Business Ma | Diversified Com | L | 1.0 | 158,673 | 9% | 10.97 | 3 | 0.73 | Jun 10 | | Jds Uniphase Corp | Communication E | L | 0.9 | 2,118 | 26% | 16.33 | 24 | 0.79 | Jun 10 | | Southwestern Energy Co | Independent Nat | L | 0.9 | 11,615 | 10% | 10.59 | 15 | 0.66 | Jun 10 | | Officemax Inc | Office Supplies | L | 0.8 | 907 | 12% | 30 | 5 | 2.18 | Jun 10 | | Delta Petroleum Corp. | Independent Nat | L | 0.7 | 204 | 34% | 30 | 27 | 1.18 | Dec 09 | | Masco Corp | Lumber/Wood Pro | L | 0.8 | 3,953 | 16% | 15.11 | 7 | 2.12 | Jun 10 | | Pride International Inc | Onshore Rigs Le | L | 0.8 | 4,426 | 17% | 16.15 | -8 | 0.88 | Jun 10 | | Energy Conversion Devices | Solar | L | 0.6 | 200 | 19% | 20.11 | 29 | 1.28 | Jun 10 | | Cvs Corp | Drug Stores | L | 0.8 | 38,003 | 11% | 9.19 | -0 | 0.74 | Jun 10 | | Corning Inc | Communication E | L | 0.8 | 25,486 | 11% | 21.79 | 11 | 0.90 | Jun 10 | | Intermec, Inc. | Computer Periph | L | 0.6 | 698 | 16% | NA | -2 | 0.71 | Jun 10 | | United Therapeutics Corp | Drug Manufactur | L | 0.6 | 2,662 | 14% | NA | 34 | 0.66 | Jun 10 | | Sotheby Holdings Inc. | Auction House/A | L | 0.6 | 2,065 | 11% | 24.79 | 39 | 2.05 | Jun 10 | | Omnicare Inc | Pharmaceuticals | L | 0.6 | 2,351 | 19% | 7.86 | -0 | 0.66 | Jun 10 | | Valero Energy Corp | Oil Gas Refinin | L | 0.6 | 9,174 | 16% | 12.6 | 10 | 1.13 | Jun 10 | | Dycom Industries Inc. | Heavy Construct | L | 0.3 | 320 | 52% | 9.89 | -2 | 0.83 | Jul 10 | | Coach Inc | Apparel Footwea | L | 0.5 | 11,326 | 17% | 10.99 | 7 | 1.52 | Jun 10 | | Research In Motion Ltd | Diversified Com | L | 0.6 | 25,044 | 16% | 8.25 | 14 | 1.50 | May 10 | | Pfizer Inc | Drug Manufactur | L | 0.6 | 131,323 | 24% | 7.56 | 25 | 0.73 | Jun 10 | | Williams Companies Inc | Oil & Gas Pipel | L | 0.5 | 10,600 | 17% | 7.2 | 9 | 1.17 | Jun 10 | | Cisco Systems Inc | Networking Comm | L | 0.6 | 115,717 | 22% | 9.42 | 11 | 1.20 | Jul 10 | | Tessera Technologies Inc. | Semiconductor E | L | 0.3 | 785 | 29% | 4.62 | 18 | 1.30 | Jun 10 | | Oracle Corp | Application Sof | L | 0.5 | 109,800 | 15% | 8.97 | 15 | 0.66 | May 10 | | Sprint Nextel Corp. | Diversified Com | L | 0.3 | 12,356 | 29% | 8.56 | -1 | 1.16 | 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
|
|
|