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
Sunday, January 15, 2006
Stock Picks from S & P 500 with 1.35 Sharpe Ratio
| Money to Invest: | 100000 | 2006-1-15 | |
| Stocks | Weights | Entry Price | Shares |
| MCO | 11.99% | 64.21 | 187 |
| UNH | 5.69% | 60.94 | 93 |
| SUN | 2.07% | 88.34 | 23 |
| BLL | 10.75% | 41.02 | 262 |
| PSA | 8.66% | 71.65 | 121 |
| GILD | 5.82% | 59.4 | 98 |
| BR | 6.33% | 88.34 | 72 |
| XTO | 1.52% | 45.6 | 33 |
| SAFC | 5.22% | 57.81 | 90 |
| BSX | 2.35% | 25.2 | 93 |
| WWY | 5.04% | 66.83 | 75 |
| HSY | 10.49% | 54.45 | 193 |
| LMT | 5.15% | 65.79 | 78 |
| RBK | 2.29% | 58.55 | 39 |
| FSH | 3.30% | 65.4 | 50 |
| MYL | 3.96% | 20.56 | 193 |
| SEE | 0.72% | 54.52 | 13 |
| HCA | 3.95% | 50.94 | 78 |
| CCE | 0.91% | 19.47 | 47 |
| MDT | 3.79% | 58.34 | 65 |
| Portfolio Monthly Return: | 2.0912% |
| Portfolio Variance: | 0.0194% |
| Portfolio Std Dev: | 1.3913% |
| Sum of Weights: | 1 |
| Annual Risk Free: | 2.5000% |
| Monthly Risk-Free Rate: | 0.2060% |
| Reward/Variability (Sharpe): | 1.3551 |
| Annulized Return: | 28.1919% |
| Historical Data Used: | 5 Years |
| Monthly Return 95% Confidence Interval | |
| Upper Limit: | 2.4433% |
| Lower Limit: | 1.7392% |
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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