★ wanayoo — archive 1999 http://members.aol.com/cesaraa/MMM/pegaj.htm

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Name:	PEG5
Synopsis of screen:
Where:	Montley Fool web site by MChernick
How derive stock list
	NOTE: This screen requires Value Line users to create a User Defined Variable under
	the Tools Menu. Create a variable named PEG defined as
	(Price / Earnings Last 12 Months) / Projected EPS Growth Rate. This variable is then
	in the Sort step of the screen.
	1) Timeliness <= 2 VL Filter Group = General Information
	2) Choose the 25 stocks with the highest 26 Wk Total Return VL Filter Group =
	Latest Performance
	3) Choose the 10 stocks with the highest Projected EPS Growth Rate
	VL Filter Group = Estimates_Proj.
	4)  Sort by PEG in acending order and buy the top 4 or 5 stocks.
	VL Filter Group = User Defined
	Execution Note: In step 2, the filter must be set for 26 Week Total Return > N
	where N is a randomly selected value. Running the screen will show how many stocks
	pass each step of the filter process, so the value of N must be adjusted by trial and
	error until exactly 25 stocks pass step two of the filter process. Repeat the same
	process for Projected EPS Growth Rate in step 3 so that only 10 stocks pass
	into the final sorting step.
Year backtested to:		1987
Frequency		Annual
Yearly returns
		PEG5	S&P500	Diff
	1987	23.1%	5.2%	17.9%
	1988	43.2%	16.8%	26.4%
	1989	92.9%	31.5%	61.4%
	1990	18.2%	-3.2%	21.4%
	1991	124.2%	30.6%	93.6%
	1992	59.0%	7.8%	51.2%
	1993	11.7%	10.1%	1.6%
	1994	50.9%	1.6%	49.3%
	1995	50.9%	37.5%	13.4%
	1996	48.7%	23.3%	25.4%
	1997	56.0%	29.4%	26.6%
	1998	-23.0%	28.7%	-51.7%
	CAGR	41.6%	17.5%	24.1%
	10Yr. CAGR	43.5%	18.9%	24.5%
	5Yr. CAGR	32.4%	23.5%	8.9%
	3Yr. CAGR	21.3%	27.1%	-5.8%
Intersting Stats
	-----Year-----						-----Stocks-----
	Times made money		11			Stocks Made Money		46
	Avg gain		52.6%			Avg Gain		69.1%
	Largest Gain		124.2%			Largest Gain		255.4%
	Times lost money		1			Stocks Lost Money		14
	Avg loss		-23.0%			Avg Loss		-28.7%
	Largest Loss		-23.0%			Largest Loss		-54.5%
	Years beat S&P		11
	Years trailed S&P		1			Percent Winners		76.7%
Stocks in each year
	Jan-87		23.1%
	SGAT	-15.5%
	RGB	-26.9%
	TATE	13.1%
	CPQ	153.9%
	CEE	-9.1%
	Jan-88		43.2%
	CPQ	8.2%
	LUC	46.8%
	BSIM	133.9%
	FRM	16.6%
	BLR	10.3%
	Jan-89		92.9%
	SME	67.2%
	SSSS	95.6%
	MCIC	82.8%
	SVAN	205.6%
	TGI	13.5%
	Jan-90		18.2%
	APA	-23.8%
	MGRE	73.1%
	SVAN	-11.8%
	COST	39.2%
	ERICY	14.5%
	Jan-91		124.2%
	ASTA	0.6%
	USHC	112.1%
	CORD	14.1%
	AMGN	255.4%
	NOVL	239.0%
	Jan-92		59.0%
	NWS	94.3%
	QUIX	14.5%
	WMS	47.8%
	THO	86.4%
	BRO	51.8%
	Jan-93		11.7%
	PPP	67.9%
	DELL	-52.5%
	BGEN	-17.8%
	THO	1.5%
	ADVNA	59.5%
	Jan-94		50.9%
	BLTA	67.8%
	CDI	45.7%
	COMS	111.9%
	LQI	28.6%
	PGI	0.7%
	Jan-95		50.9%
	FRM	57.1%
	DELL	77.1%
	IRF	94.6%
	EMC	-27.6%
	BIOA	53.2%
	Jan-96		48.7%
	VOLT	55.3%
	JLGI	65.1%
	CKR	104.6%
	SSAX	-54.5%
	RHI	72.8%
	Jan-97		56.0%
	DELL	216.0%
	GATE	27.4%
	TBL	59.6%
	WDC	-43.0%
	MTW	19.8%
	Jan-98		-23.0%
	TOK	-54.1%			20 11/16	9 1/2
	USTR	4.2%			24  1/16	25  1/16
	SPF	-14.4%			15 5/8	13 3/8
	DME	-12.4%			30 1/4	26 1/2
	VWRX	-38.5%			28 1/4	17 3/8
	Jan-99
	OMI
	AEOS
	ANN
	BBY
	BGEN