ANALYZE all the HEDGEfolios stocks according to their size, style or income. Within each of the HEDGEfolios criteria, you are able to identify the range of values within various folios, review averages for various fundamental valuation metrics, benchmark sector diversification, and determine whether there is an upward or downward bias in the signals of a particular folio.
| All Stocks | Large Caps | Mid Caps | Small Caps | |
| Number of Stocks | 3374 | 404 | 790 | 2180 |
| % of Total | 100.0% | 12.0% | 23.4% | 64.6% |
| SIZE: | ||||
| Highest Market Capitalization | 455,929,300,000 | 455,929,300,000 | 11,976,300,000 | 2,094,200,000 |
| Average Market Capitalization | 7,196,824,540 | 47,381,552,812 | 4,977,373,159 | 664,840,000 |
| Lowest Market Capitalization | 4,800,000 | 12,054,000,000 | 2,097,700,000 | 4,800,000 |
| STYLE: | ||||
| Value % | 52.0% | 48.8% | 48.7% | 53.9% |
| Blend % | 33.6% | 41.1% | 32.7% | 32.6% |
| Growth % | 48.0% | 51.2% | 51.3% | 46.1% |
| FUNDAMENTAL MEASURES (**Average) | ||||
| Price-to-Earnings (TTM) | 21.56 | 18.71 | 21.03 | 22.72 |
| Price-to-Earnings (FWD) | 17.94 | 15.36 | 17.04 | 19.24 |
| Price-to-Book Value | 2.52 | 3.48 | 3.12 | 2.14 |
| Price-to-Sales | 2.18 | 2.32 | 2.32 | 2.15 |
| Price-to-Cash Flow | 16.13 | 13.93 | 14.83 | 17.83 |
| 5-year Earnings Growth Rate | 14.55 | 13.24 | 13.6 | 15.33 |
| INCOME: | ||||
| % Paying Dividends | 50.7% | 84.4% | 64.2% | 39.5% |
| Average Yield | 3.3 % | 2.5 % | 2.8 % | 3.9 % |
| SECTOR WEIGHTINGS | ||||
| Basic Materials | 5.6% | 7.9% | 7.7% | 4.4% |
| Capital Goods | 7.6% | 5.0% | 9.1% | 7.6% |
| Communication Services | 3.0% | 6.9% | 4.2% | 1.8% |
| Conglomerates | 0.5% | 2.5% | 0.6% | 0.1% |
| Consumer Cyclical | 16.3% | 9.2% | 15.4% | 17.9% |
| Consumer Non-Cyclical | 8.8% | 10.4% | 8.6% | 8.5% |
| Energy | 7.8% | 12.6% | 9.7% | 6.2% |
| Financial | 19.8% | 21.5% | 18.5% | 19.9% |
| Healthcare | 11.0% | 8.9% | 6.7% | 12.9% |
| Technology | 14.3% | 8.7% | 10.9% | 16.6% |
| Transportation | 2.5% | 1.7% | 2.8% | 2.6% |
| Utilities | 2.9% | 4.7% | 5.7% | 1.6% |
| SIGNALS: | ||||
| % Up Signals | 63.2% | 50.7% | 56.8% | 67.8% |
| % Down Signals | 36.8% | 49.3% | 43.2% | 32.2% |
| Value | Blend | Growth | ||
| Number of Stocks | 1756 | 1134 | 1618 | |
| % of Total | 52.0% | 33.6% | 48.0% | |
| Large Cap % | 11.2% | 14.6% | 12.8% | |
| Mid Cap % | 21.9% | 22.8% | 25.0% | |
| Small Cap % | 66.9% | 62.6% | 62.2% | |
| FUNDAMENTAL MEASURES (Average) | ||||
| Price-to-Earnings (TTM) | 13.03 | 19.22 | 33.18 | |
| Price-to-Earnings (FWD) | 12.65 | 16.84 | 24.28 | |
| Price-to-Book Value | 1.54 | 2.26 | 3.73 | |
| Price-to-Sales | 1.03 | 1.69 | 3.76 | |
| Price-to-Cash Flow | 9.53 | 14.49 | 24.95 | |
| 5-year Earnings Growth Rate | 11.19 | 13.61 | 18.4 | |
| INCOME: | ||||
| % Paying Dividends | 59.7% | 58.1% | 40.9% | |
| Average Yield | 3.8 % | 3.1 % | 2.5 % | |
| SECTOR WEIGHTINGS | ||||
| Basic Materials | 5.1% | 5.7% | 6.1% | |
| Capital Goods | 6.9% | 8.4% | 8.4% | |
| Communication Services | 3.2% | 2.9% | 2.7% | |
| Conglomerates | 0.5% | 0.8% | 0.6% | |
| Consumer Cyclical | 19.9% | 17.4% | 12.4% | |
| Consumer Non-Cyclical | 8.5% | 10.7% | 9.1% | |
| Energy | 7.2% | 9.1% | 8.5% | |
| Financial | 25.9% | 18.9% | 13.1% | |
| Healthcare | 5.0% | 7.0% | 17.6% | |
| Technology | 10.1% | 14.2% | 18.9% | |
| Transportation | 3.3% | 2.6% | 1.7% | |
| Utilities | 4.5% | 2.4% | 1.2% | |
| SIGNALS: | ||||
| % Up Signals | 66.2% | 63.0% | 60.0% | |
| % Down Signals | 33.8% | 37.0% | 40.0% | |
| Income | ||||
| % No Yield | 49.3% | |||
| % All Yields | 50.7% | |||
| HIGH YIELD | ||||
| Highest Yield | 114.3 % | |||
| Lowest Yield | 3.8 % | |||
| MID YIELD | ||||
| Highest Yield | 3.7 % | |||
| Lowest Yield | 1.8 % | |||
| LOW YIELD | ||||
| Highest Yield | 1.7 % | |||
| Lowest Yield | 0.1 % | |||