Optimal Portfolios -- Investment and Life
This blog will post stock picks, results and ideas from my investment research.
To access free stock picks, please go to http://www.cisiova.com/analysis.asp
Tuesday, October 11, 2005
Assorted Stock Portfolio with 1.49 Sharpe Ratio
| Money to Invest: | 100000 | 2005-10-12 | |
| Stocks | Weights | Entry Price | Shares |
| VTR | 5.62% | 30.34 | 185 |
| PSA | 3.04% | 63.3 | 48 |
| FNFG | 2.24% | 13.79 | 162 |
| RESP | 5.48% | 39.02 | 140 |
| ADSK | 2.28% | 43.44 | 53 |
| NTES | 2.27% | 81.22 | 28 |
| VLO | 6.89% | 107.6 | 64 |
| BCR | 10.80% | 63.39 | 170 |
| SRCL | 9.60% | 56.01 | 171 |
| K | 10.75% | 45.71 | 235 |
| CETV | 1.60% | 48.88 | 33 |
| WHI | 1.86% | 8.94 | 208 |
| STN | 3.97% | 63.6 | 62 |
| G | 9.89% | 58.2 | 170 |
| ED | 4.58% | 45.98 | 100 |
| APPB | 4.08% | 20.96 | 195 |
| AMLN | 1.20% | 33.72 | 36 |
| LMT | 2.58% | 59.57 | 43 |
| BRL | 2.37% | 55.7 | 43 |
| MYL | 3.25% | 20.08 | 162 |
| TALK | 1.73% | 8.99 | 192 |
| CYTC | 2.22% | 24.86 | 89 |
| CLX | 1.70% | 53.73 | 32 |
| Portfolio Monthly Return: | 2.7502% |
| Portfolio Variance: | 0.0289% |
| Portfolio Std Dev: | 1.6999% |
| Sum of Weights: | 1 |
| Annual Risk Free: | 2.5000% |
| Monthly Risk-Free Rate: | 0.2060% |
| Reward/Variability (Sharpe): | 1.4966 |
| Annulized Return: | 38.4808% |
| Historical Data Used: | 5 Years |
| Monthly Return 95% Confidence Interval | |
| Upper Limit: | 3.1803% |
| Lower Limit: | 2.3200% |
Here is where I dump my thoughts. You can contact me at zhengfang@hotmail.com for deeper discussion.
Articles by me:
3 Steps To Profitable Stock Picking
Learn Stock Trading From Playing Poker
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