Good Business on Bargain With Markowitz Sharpe Optimization This analysis is performed over a list of stocks that are fundamentally undervalued based on the P/E ration, Return on Capital, and Profit Margins. By holding this portfolio, the downside risk is minimized in according to both fundamental and markowitz analysis.

Money to Invest:	100000		2006-1-29
Stocks	Weights	Entry Price	Shares
LNCR	1.54%	42.89	36
INGR	4.21%	37.32	113
MLAB	5.96%	15.15	393
CECO	3.39%	32	106
BR	6.68%	91.63	73
OXY	6.40%	91.21	70
PG	15.29%	59.74	256
BRG	1.08%	56.8	19
KSWS	0.79%	31.79	25
ESI	2.94%	59.27	50
MSA	3.36%	39.49	85
MBT	2.21%	38.14	58
AEY	2.38%	7.31	326
BRO	8.93%	29.39	304
HSY	18.41%	51.68	356
CRFT	2.09%	20.3	103
MTSC	1.85%	37.19	50
KOSS	7.17%	28.7484	249
K	3.31%	43.75	76
NOBH	1.46%	26.45	55
CYD	0.54%	7.95	68

Portfolio Monthly Return:	2.2131%
Portfolio Variance:	0.0385%
Portfolio Std Dev:	1.9611%
Sum of Weights:	1
Annual Risk Free:	2.5000%
Monthly Risk-Free Rate:	0.2060%
Reward/Variability (Sharpe):	1.0235
Annulized Return:	30.0401%
Historical Data Used:	5 Years
Monthly Return 95% Confidence Interval
Upper Limit:	2.7093%
Lower Limit:	1.7169%

  ¶ 10:41 PM 0 comments links to this post   

  Good Business on Bargain Following are stocks that are fundamental health and below their business valuation. In a long term, stocks like this will give you a handsome return.

Money to Invest:	100000		2006-1-28
Stocks	Weights	Entry Price	Shares
MDC	3.33%	63.78	52
TOL	3.33%	34.72	96
AFL	3.33%	47.5	70
OFIX	3.33%	42.28	79
LNCR	3.33%	42.89	78
WLS	3.33%	104.3	32
CHKP	3.33%	22.44	149
CGI	3.33%	54.47	61
LOGI	3.33%	40.77	82
INGR	3.33%	37.32	89
MLAB	3.33%	15.15	220
DST	3.33%	57.79	58
CECO	3.33%	32	104
PLT	3.33%	35.26	95
APOL	3.33%	55.9	60
TSM	3.33%	10.82	308
NKE	3.33%	83.15	40
UNT	3.33%	58.68	57
CUZ	3.33%	31.4	106
GSK	3.33%	52.16	64
IBM	3.33%	81.02	41
PII	3.33%	53.12	63
PMD	3.33%	14.4	231
BBBY	3.33%	37.56	89
CCRT	3.33%	39.61	84
BR	3.33%	91.63	36
IBA	3.33%	16.67	200
TBL	3.33%	34.42	97
JNJ	3.33%	58.71	57

  ¶ 6:59 PM 0 comments links to this post