Quantitative Stock Screens
Below is a complete list of all the research that we have produced, in chronological order.
Technical Model Portfolio Vol 4
07/28/10 -
Updating our Technical Model Portfolio. This report represents our fourth Technical Model Portfolio note. The portfolio is up 24 bps since our Mar 11th launch and outperforming the R2000 by 4.13%. 53% of the holdings are up nominally and 63%% are currently outperforming. 70% of the 20 stocks we have removed since the portfolios inception (table in back) have gained nominally and 70% have also outperformed. There are currently 47 holding in our portfolio. Cash is currently 11.8% resulting from today's 11 sales and 9 purhcases.
We present detailed charts on all 47 current holdings plus each of the 11 stocks removed today.
read more..."Quality Meets Price" Small-Caps Selling at Less than Their Avg "Normalized" Fwd PEs | login req