ENThe paper aims to investigate the key attributes of the leading and lagging companies in terms of the shareholder value sustainability. The companies classified as the sustainable outperformers and the sustainable underperformers were compared on the several dimensions of the financial aspects (profitability, capital financing, dividend payout ratios) and on the number of qualitative aspects such as industry, size and country of domicile. The results of the analysis conducted for the period of 2005-2012 makes it possible to enhance the investment strategy when building the stock portfolio by focusing on the attributes typical for the Central and Eastern European companies capable of delivering superior returns on the regular basis.