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
Wednesday, December 07, 2005
Stock Picks from S & P 500 with 1.28 Sharpe Ratio
| Money to Invest: | 100000 | 2005-12-7 | |
| Stocks | Weights | Entry Price | Shares |
| MCO | 15.21% | 60.11 | 253 |
| COH | 4.06% | 35.29 | 115 |
| UNH | 7.29% | 62.36 | 117 |
| SUN | 2.22% | 83.63 | 27 |
| PSA | 5.30% | 69.79 | 76 |
| BLL | 7.05% | 40.98 | 172 |
| ADSK | 3.59% | 43.95 | 82 |
| GILD | 3.26% | 52.3 | 62 |
| BSX | 5.48% | 26.05 | 210 |
| SO | 5.49% | 34.97 | 157 |
| XTO | 1.90% | 44.29 | 43 |
| G | 6.89% | 58.2 | 118 |
| LMT | 7.81% | 62.08 | 126 |
| HSY | 8.72% | 55.28 | 158 |
| WWY | 3.29% | 67.8 | 49 |
| MYL | 4.02% | 20.32 | 198 |
| HAL | 1.26% | 64.44 | 20 |
| FSH | 1.75% | 63.45 | 28 |
| SEE | 0.61% | 53.31 | 12 |
| BMET | 1.63% | 38.53 | 42 |
| HCA | 1.69% | 51.95 | 33 |
| PVN | 0.51% | 17.68 | 29 |
| MDT | 0.97% | 56.38 | 17 |
| Portfolio Monthly Return: | 2.1679% |
| Portfolio Variance: | 0.0234% |
| Portfolio Std Dev: | 1.5302% |
| Sum of Weights: | 1 |
| Annual Risk Free: | 2.5000% |
| Monthly Risk-Free Rate: | 0.2060% |
| Reward/Variability (Sharpe): | 1.2822 |
| Annulized Return: | 29.3527% |
| Historical Data Used: | 5 Years |
| Monthly Return 95% Confidence Interval | |
| Upper Limit: | 2.5551% |
| Lower Limit: | 1.7808% |
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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