Portable Alpha Daily

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Thursday, December 14, 2006

Good Morning

Short-Term Technical Indicators – A relatively mild trading session didn’t do much to improve the short-term technical indicators. We see continued weakness in Breadth and Volume for the Dow as well as the 15-Day Stochastic for the NASDAQ.

Long-Term Market Model – Bearish since December 8th.

Investor Sentiment – Another substantial reduction in VIX and VXN coupled with a decrease in number of Equity and Total puts. However, the Index Put / Call ratio edged higher.

Asset Allocation – 100% invested within the actively-managed, alpha producing portion of the overall portable alpha portfolio.

Beta Exposure and Portable Alpha Generation
Date = Date of AAS “Buy” or “Short/Sell” Recommendation

Top Rated Major Market Derivative – NYSE 100 (NYC 11/6/06)

Top Rated Style-Box Derivative – iShares Morningstar Large Cap Value (JKF 11/29/06)

Top Rated Sector Derivative – iShares Dow Jones Energy (IYE 11/10/06)

Today’s Top “Buy” Recommended Stocks
  1. RTI International Metals Inc. (RTI 10/11/06)
  2. Alleghany Technologies Inc. (ATI 10/5/06)
  3. Veritas DGC Inc. (VTS 7/28/06)
  4. Daktronics Inc. (DAKT 10/31/06)
  5. Chaparral Steel Co. (CHAP 11/1/06)
  6. Robbins & Myers Inc. (RBN 8/10/06)
  7. The Ryland Group Inc. (RYL 11/14/06)
  8. F5 Networks Inc. (FFIV 9/20/06)
  9. Albemarle Corp. (ALB 8/9/06)
  10. Century Aluminum Co. (CENX 11/20/06)
Today’s Top “Sell” Recommended Stocks
  1. SanDisk Corp. (SNDK 10/20/06)
  2. Cree Inc. (CREE 10/27/06)
  3. Chico’s FAS Inc. (CHS 12/6/06)
  4. Advanced Micro Devices Inc. (AMD 9/27/06)
  5. EGL Inc. (EAGL 10/18/06)


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