Portable Alpha Daily: Mid Cap Markets Providing Alpha

Tuesday, March 20, 2007

Mid Cap Markets Providing Alpha

Short-Term Technical Indicators

Investor Sentiment

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

Asset Allocation – AAS Model Portfolios have 75% cash allocations and mixed long – short allocations.

Top Alpha Generating Securities
Date = Date of AAS “Buy” or “Short/Sell” Recommendation

Top Major Market ETF – iShares S&P Mid Cap 400 (IJH 3/20/07)

Top Style-Box ETF for Alpha – iShares Morningstar Mid Core (JKG 3/20/07)

Top Sector ETF for Alpha – iShares Dow Jones U.S. Utilities (IDU 3/12/07)

Top Long Stocks for Alpha

Precision Castparts Corp. (PCP 9/20/06)

Allegheny Technology Inc. (ATI 10/5/06)

RTI International Metals (RTI 10/11/06)

Deckers Outdoor Corp. (DECK 9/7/06)

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

Brush Engineered Material (BW 3/6/07)

Vulcan Materials Inc. (VMC 10/31/06)

WebEx Communications Inc. (WEBX 2/13/07)

Blue Coat Systems Inc. (BCSI 3/1/07)

U.S. Steel Co. (X 2/28/07)

Top Short Stocks for Alpha

Beazer Homes USA Inc. (BZH 1/25/07)

Meritage Homes Corp. (MTH 12/18/06)

Spectrum Brands Inc. (SPC 2/8/07)

Google Inc. (GOOG 12/18/06)

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

About Portable Alpha Daily

Finding and applying alpha to a portfolio is no longer limited to wealthy hedge fund investors and institutions. In fact, any private or professional investor can develop, manage, and benefit from an investment portfolio based on our approach to alpha. And more importantly, investors can do so without losing value to high management fees. This blog will include selected data from the Alpha Advisor Service, LLC newsletter, a tool designed especially for those investors looking to find alpha.

Name: Justin

Location: Charlotte, North Carolina, United States

I'm a quantitatively-focused professional with a passion for all financial markets and instruments. I incorporate technical analysis and trend following with top-down "black-box" security selection to generate alpha.

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Disclaimer

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