Portable Alpha Daily

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Wednesday, February 07, 2007

The Best Rivalry in Sports

Tar Heels 93…Dook 85

Going forward I’d like to do a better job of subjectively analyzing the performance of stocks I’ve highlighted in my blog posts. Below is a list of the stocks I specifically mentioned as “buy” recommended throughout January. This list is separate from “Today’s Top Buy Recommended Stocks,” which is generated automatically from our model.

The Blog Post Date column refers to the date on which I mentioned the security. The % Change column is the change in value from the post date through yesterday’s close. Finally, the three market columns refer to the performance of the indexes from the Blog Post Date through yesterday’s close.

By and large I’m happy with the performance in January. Over 70% of the stocks I selected are up through yesterday, which is a percentage I can certainly live with. That doesn’t tell the whole story though. 50% of the stocks selected as “buy” recommended in January are what I refer to as Alpha Buys. The performance of these stocks (highlighted in orange) is greater than the average return of the S&P 500, Russell 2000 and Wilshire 5000 over the same period. My goal is to increase both percentages to at least 75%.

Short-Term Technical Indicators

Investor Sentiment

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

Asset Allocation – AAS Model Portfolios are between 56.25% and 75% long currently.

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

Top Rated Major Market Derivative – No buy recommended major market investments

Top Rated Style-Box Derivative – No buy recommended style-box investments

Top Rated Sector Derivative – Retail HOLDRs (RTH 1/29/07)

Today’s Top “Buy” Recommended Stocks

NBTY, Inc. (NTY 12/5/06)

CPI Corp. (CPY 1/23/07)

Navistar International Corp. (NAV 9/12/06)

Martin Marietta Materials, Inc. (MLM 11/6/06)

MEMC Electronic Materials, Inc (WFR 1/8/07)

Simon Property Group Inc. (SPG 2/1/07)

Carpenter Technology Corp. (CRS 1/31/07)

Energizer Holdings Inc. (ENR 1/26/07)

Public Storage Inc. (PSA 12/13/06)

Cummins Inc. (CMI 1/31/07)

Today’s Top “Sell” Recommended Stocks

Plexus Corp. (PLXS 12/29/06)

Google Inc. (GOOG 12/18/06)

Advanced Micro Devices Inc. (AMD 9/27/06)

Rogers Corp. (ROG 12/6/06)

SRA International Inc. (SRX 12/27/06)



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