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
Friday, November 04, 2005
Stock Picks from S & P 500 with 1.2 Sharpe Ratio
Money to Invest: | 100000 | 2005-11-5 | |
| Stocks | Weights | Entry Price | Shares |
| MCO | 17.55% | 53.44 | 328 |
| UNH | 5.73% | 58.02 | 99 |
| PSA | 5.11% | 65.87 | 78 |
| BLL | 9.27% | 39.15 | 237 |
| ADSK | 5.10% | 46.16 | 111 |
| JCP | 2.13% | 53.32 | 40 |
| SO | 6.76% | 34.51 | 196 |
| BSX | 6.72% | 25.56 | 263 |
| GILD | 3.90% | 49.68 | 79 |
| WWY | 1.78% | 69 | 26 |
| HSY | 9.84% | 55.69 | 177 |
| STZ | 0.86% | 23.32 | 37 |
| LMT | 9.38% | 59.16 | 159 |
| HAL | 3.08% | 61.11 | 50 |
| MYL | 4.72% | 19.99 | 236 |
| CLX | 1.89% | 54.11 | 35 |
| FSH | 3.74% | 57.71 | 65 |
| HCA | 2.43% | 48.4 | 50 |
| Portfolio Monthly Return: | 2.1308% |
| Portfolio Variance: | 0.0251% |
| Portfolio Std Dev: | 1.5852% |
| Sum of Weights: | 1 |
| Annual Risk Free: | 2.5000% |
| Monthly Risk-Free Rate: | 0.2060% |
| Reward/Variability (Sharpe): | 1.2142 |
| Annulized Return: | 28.7890% |
| Historical Data Used: | 5 Years |
| Monthly Return 95% Confidence Interval | |
| Upper Limit: | 2.5319% |
| Lower Limit: | 1.7296% |
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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