- La sélection de base est faite sur base de critères ‘value’,
valeurs avec un PER, et un P/B bas ainsi qu’un ROE élevé.
- Dans la 2è sélection j’ajoute le ROE moyen sur 5 ans et les
ratios de la formule magique de Greenblatt.
- Pour éviter les pièges ‘Value’, entreprise qui ne se
redresseront jamais, j’ajoute un critère ‘Momentum’ : prix supérieur au
prix d’il a 3 mois et un critère croissance: EPS année courante et année
suivante positif.
- Suppression des valeurs du secteur financier et
utilitaire.
- Les indicateurs qualitatif Piotroski et Altman n’intervienne
pas dans la sélection.
|
Ticker
|
Cur. P/E Ratio
|
P/B Value
|
Return On Equity
|
Return
On Equity 5y avg
|
3 Month % Price
Change
|
EPS Growth
estimate Y1
|
EPS Growth
estimate Y2
|
Piotroski
F-Score
|
Altman Z-Score
|
MF EY
|
MF RoC
|
Company Name
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
TGH
|
9.1
|
2.51
|
30.17
|
23.1
|
18.20%
|
8.20%
|
7.16%
|
5
|
1.33
|
10.66%
|
16.89%
|
Textainer Group
Holdings Ltd
|
|
KLAC
|
11.3
|
2.65
|
25.83
|
9.7
|
1.80%
|
5.24%
|
3.94%
|
5
|
5.52
|
16.84%
|
43.18%
|
KLA-Tencor Corp
|
|
CSTR
|
12.5
|
3.23
|
30.71
|
14.4
|
6.40%
|
18.54%
|
18.28%
|
7
|
3.41
|
21.79%
|
49.66%
|
Coinstar Inc
|
|
PPG
|
18.9
|
4.86
|
24.93
|
19.8
|
15.80%
|
9.92%
|
10.51%
|
5
|
3.23
|
11.81%
|
57.67%
|
PPG Industries
Inc
|
|
TAL
|
11.2
|
2.13
|
21.42
|
15
|
5.60%
|
3.13%
|
3.93%
|
7
|
0.72
|
13.79%
|
17.18%
|
TAL
International Group Inc
|
|
VMI
|
12.1
|
2.51
|
23.38
|
19.4
|
5.10%
|
17.34%
|
13.69%
|
7
|
4.27
|
11.64%
|
47.05%
|
Valmont
Industries Inc
|
|
SYNT
|
17.5
|
4.33
|
27
|
32.4
|
26.60%
|
6.63%
|
7.18%
|
6
|
19.16
|
9.42%
|
33.56%
|
Syntel Inc
|
|
HOG
|
18.6
|
4.29
|
24.45
|
21.9
|
2.80%
|
3.28%
|
9.42%
|
7
|
2.14
|
7.51%
|
52.25%
|
Harley-Davidson
Inc
|
|
TWI
|
13.9
|
2.54
|
24.56
|
2.4
|
8.30%
|
10.04%
|
3.97%
|
7
|
3.62
|
16.23%
|
45.92%
|
Titan
International Inc
|
|
PWRD
|
4.1
|
0.91
|
27.29
|
36.5
|
2.60%
|
62.02%
|
14.86%
|
3
|
3.40
|
60.61%
|
31.37%
|
Perfect World
Co Ltd
|
|
ANN
|
16.5
|
3.63
|
21.62
|
-3.5
|
13.30%
|
5.82%
|
-0.43%
|
6
|
5.72
|
21.32%
|
47.97%
|
Ann Inc
|
|
BRLI
|
17.1
|
3.1
|
20.11
|
19.3
|
14.60%
|
3.60%
|
3.03%
|
7
|
7.77
|
13.23%
|
114.05%
|
Bio-Reference
Laboratories Inc
|
|
DEST
|
13.4
|
2.7
|
21.61
|
-0.7
|
25.20%
|
15.33%
|
16.46%
|
4
|
5.11
|
18.48%
|
59.17%
|
Destination
Maternity Corp
|
|
USPH
|
13.8
|
2.66
|
20.51
|
15.9
|
22.70%
|
1.32%
|
0.60%
|
6
|
6.79
|
13.77%
|
182.78%
|
U.S.
Physical Therapy Inc
|
|
TSM
|
16.1
|
3.86
|
25.26
|
20.2
|
6.90%
|
15.56%
|
11.54%
|
5
|
9.97
|
11.03%
|
35.76%
|
Taiwan
Semiconductor Manufacturing Co Ltd
|
|
CPLP
|
2.4
|
1.08
|
23.05
|
18
|
7.50%
|
-8.70%
|
23.53%
|
6
|
0.94
|
7.90%
|
7.92%
|
Capital Product
Partners LP
|
|
LINE
|
7.4
|
1.84
|
25.35
|
4.1
|
2.60%
|
-17.05%
|
-17.24%
|
6
|
1.48
|
12.72%
|
18.88%
|
Linn Energy LLC
|
|
DPS
|
15
|
3.83
|
25.33
|
11.7
|
5.60%
|
1.03%
|
0.32%
|
4
|
1.96
|
11.15%
|
91.72%
|
Dr
Pepper Snapple Group Inc
|
|
ABT
|
19.1
|
3.81
|
20.39
|
23.4
|
11.80%
|
0.80%
|
0.00%
|
6
|
3.18
|
10.83%
|
64.91%
|
Abbott
Laboratories
|
|
NTES
|
14.6
|
3.6
|
28.29
|
29.8
|
18.30%
|
4.20%
|
3.08%
|
5
|
14.87
|
10.41%
|
25.98%
|
NetEase, Inc
|
|
RTN
|
9.3
|
2.07
|
21.2
|
17.6
|
3.00%
|
2.17%
|
1.42%
|
8
|
2.76
|
18.45%
|
61.61%
|
Raytheon Co
|
|
INTC
|
11.4
|
2.89
|
26.61
|
19.1
|
1.20%
|
2.87%
|
2.67%
|
5
|
5.59
|
17.73%
|
60.71%
|
Intel Corp
|
|
OMPI
|
15.7
|
3.76
|
27.89
|
21.7
|
11.70%
|
-27.27%
|
2.04%
|
5
|
12.25
|
14.12%
|
65.09%
|
Obagi Medical
Products Inc
|
|
OMC
|
15.3
|
3.89
|
26.52
|
24.8
|
7.50%
|
1.37%
|
0.74%
|
6
|
1.99
|
13.42%
|
95.57%
|
Omnicom Group
Inc
|
|
GMK
|
3.5
|
1.36
|
51.7
|
-4.8
|
6.30%
|
-14.06%
|
153.85%
|
7
|
2.91
|
16.69%
|
23.55%
|
Gruma
ADR Reptg Four Series B Ord Shs
|
|
DRI
|
14.7
|
3.65
|
25.02
|
26.4
|
2.30%
|
1.69%
|
1.75%
|
5
|
3.18
|
12.32%
|
26.69%
|
Darden
Restaurants Inc
|
|
TWC
|
14.6
|
3.17
|
21.19
|
-2.9
|
0.40%
|
2.55%
|
4.07%
|
7
|
0.98
|
14.73%
|
41.67%
|
Time Warner
Cable Inc
|
|
BBBY
|
17.4
|
4.26
|
25.2
|
20.5
|
19.60%
|
3.59%
|
3.02%
|
7
|
10.21
|
11.86%
|
59.16%
|
Bed Bath
& Beyond Inc
|
|
FICO
|
15.9
|
3.4
|
21.46
|
14
|
4.60%
|
0.00%
|
2.49%
|
7
|
3.95
|
10.92%
|
84.11%
|
Fair Isaac Corp
|
|
DD
|
13.8
|
4.97
|
34.7
|
31
|
0.80%
|
1.17%
|
-0.21%
|
6
|
2.40
|
11.42%
|
40.13%
|
E. I. du Pont
de Nemours and Co
|
|
CNI
|
14.2
|
3.23
|
22.84
|
19.6
|
4.90%
|
3.57%
|
2.68%
|
6
|
2.81
|
10.31%
|
18.18%
|
Canadian
National Railway Co
|
|
TGA
|
10.3
|
2.55
|
29.29
|
7.2
|
19.90%
|
0.00%
|
10.37%
|
6
|
4.89
|
22.27%
|
50.55%
|
TransGlobe
Energy Corp
|
|
IPG
|
12.5
|
2.63
|
23.51
|
13.4
|
8.10%
|
6.49%
|
4.21%
|
5
|
1.22
|
14.86%
|
41.51%
|
Interpublic
Group Of Companies Inc
|
|
DSW
|
15.8
|
3.05
|
34.82
|
8.2
|
8.50%
|
-0.90%
|
3.01%
|
6
|
6.27
|
13.33%
|
45.07%
|
Dsw Inc
|
|
GPK
|
7.7
|
1.72
|
27.01
|
7
|
2.20%
|
-23.26%
|
-19.61%
|
5
|
1.37
|
13.89%
|
35.46%
|
Graphic
Packaging Holding Co
|
|
POZN
|
5.4
|
2.18
|
51.73
|
24.9
|
61.10%
|
6.25%
|
-92.00%
|
7
|
26.20
|
33.78%
|
39.15%
|
Pozen Inc
|
|
ESIC
|
8.7
|
2.14
|
30.21
|
17.1
|
49.80%
|
18.97%
|
5.56%
|
7
|
2.32
|
14.73%
|
139.25%
|
EasyLink
Services International Corp
|
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