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Jeff Gonion
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Using computational/statistical models to guide investment decisions
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  • SeekingAlpha Experiment: Stocks For April

    (This was originally posted April 9th, but was accidentally erased)

    An overview of the Live SeekingAlpha Experiment can be found here.

    I will post the March results as soon as dividends are posted. In the meantime, here are the picks for April 2012. Only 15 stocks met the criteria this month, meaning that we invest more in each stock to maintain an equal weight balance. The prices listed below are the April 2nd closing prices for newly acquired stocks, and the average cost basis for stocks held-over from last month including the increase in position size.

    PriceSymbolCompany
       
    42.34ADSKAutodesk, Inc.
    54.51AMPAmeriprise Financial Inc.
    51.94FTIFMC Technologies, Inc.
    56.29HOTStarwood Hotels & Resorts Worldwide
    40.42IRIngersoll-Rand Plc
    54.67KLACKLA-Tencor Corporation
    25.17LNCLincoln National Corporation
    36.46MARMarriott International, Inc.
    23.51MYLMylan, Inc.
    86.03PHParker Hannifin Corporation
    61.78RRCRange Resources Corporation
    2.40SIRISIRIUS XM Radio Inc.
    26.78TXTTextron Inc.
    37.81VRTXVertex Pharmaceuticals Incorporated
    18.13WUThe Western Union Company

    Tags: ADSK, AMP, FTI, HOT, IR, KLAC, LNC, MAR, MYL, PH, RRC, SIRI, TXT, VRTX, WU, Long Ideas, Quant
    May 12 6:09 PM | Link | Comment!
  • SeekingAlpha Experiment: Picks For May 2012

    An overview of the Seeking Alpha experiment can be found here.

    Here are the stock picks for May, 2012.

    SymbolCompany Name
    ABCAmerisourceBergen Corporation
    ADSKAutodesk, Inc.
    ANFAbercrombie & Fitch Co.
    ATVIActivision Blizzard, Inc.
    AZOAutoZone Inc.
    CLRContinental Resources Inc.
    CNPCenterPoint Energy, Inc.
    CXCEMEX, S.A.B. de C.V.
    EXPEExpedia Inc.
    FTIFMC Technologies, Inc.
    IVZInvesco Ltd.
    MNSTMonster Beverage Corporation
    MURMurphy Oil Corporation
    PAYVeriFone Systems, Inc
    RAXRackspace Hosting, Inc.
    SHWThe Sherwin-Williams Company
    STJSt. Jude Medical Inc.
    SUNSunoco, Inc.
    TIFTiffany & Co.
    ZMHZimmer Holdings, Inc.

    Disclosure: I am long ABC, ADSK, ANF, ATVI, AZO, CLR, CNP, CX, EXPE, FTI, IVZ, MNST, MUR, PAY, RAX, SHW, STJ, SUN, TIF, ZMH.

    Tags: ABC, ADSK, ANF, ATVI, AZO, CLR, CNP, CX, EXPE, FTI, IVZ, MNST, MUR, PAY, RAX, SHW, STJ, SUN, TIF, ZMH, Long Ideas, Quant
    May 07 7:49 PM | Link | Comment!
  • SeekingAlpha Experiment - March Results

    Below are the results of the March stock picks, compared to the benchmark, which is the equal-weight S&P 500 as represented by RSP.

     ReturnStDevSharpeSortino
    Strategy5.3%0.01040.2430.422
    Benchmark3.6%0.00840.1700.262

    For March, the strategy resulted in better returns than the market in both absolute and risk-adjusted terms. Since the strategy has a higher standard-deviation than RSP, we want to keep tabs on risk-adjusted returns to ensure that excess returns are not simply due to a higher beta.

    April results will be posted in a few weeks after dividends have posted, and were a loss for both the strategy and the benchmark.

    Tomorrow: May Stock Picks

    Tags: RSP, Long Ideas, Quant
    May 06 9:46 PM | Link | Comment!
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