Portable Alpha Daily

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Monday, April 30, 2007

Good Morning

Short-Term Technical Indicators

Investor Sentiment


Long-Term Market Model – Bullish since April 27, 2007

Asset Allocation Recommendation – AAS Model Portfolios are allocated at 75% cash and 25% long.

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

Top AAS Rated Major Market ETF – NASDAQ 100 Trust Shares (QQQQ 4/27/07)

Top AAS Rated Style-Box ETF for Alpha – iShares Morningstar Mid Cap Growth (JKH 3/20/07)

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

Top AAS Rated Long Stocks for Alpha

Varian Semiconductor (VSEA 3/27/07)

Amazon.com, Inc. (AMZN 3/21/07)

Chaparral Steel Co. (CHAP 11/1/06)

MedImmune, Inc. (MEDI 4/18/07)

The Goodyear Tire & Rubber Co. (GT 8/23/06)

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

Reliance Steel & Aluminum (RS 1/23/07)

Cleveland-Cliffs Inc. (CLF 11/17/06)

Sotheby’s (BID 2/1/07)

Express Scripts, Inc. (ESRX 2/5/07)

Top AAS Rated Short Stocks for Alpha

Chicago Mercantile Exchange Holdings (CME 3/15/07)

The Corporate Executive Board Co. (EXBD 12/1/06)

Google Inc. (GOOG 12/18/06)

USNA Health Sciences Inc. (USNA 3/15/07)

The Washington Post & Co. (WPO 3/8/07)

3 Comments:

  • So you think Amazon is a better long play then Google even though its twice as expensive? Scary. Good luck with that.

    By Anonymous Anonymous, at 3:26 PM  

  • P/E ratios aren’t an integral factor in our models, so whether or not a security is perceived to be “expensive” doesn’t really matter. AMZN was more expensive than GOOG back in March, yet it’s out performance speaks for itself.

    Bear in mind that our model selects securities based on a weighted alpha factor coupled with momentum oscillators and price persistence algorithms. When you think about it from that angle, and not from a subjective P/E basis, it’s easy to see why the model likes AMZN more than GOOG now. Luck or not, I’m just glad we got the buy signal back on March 21st.

    By Blogger Justin, at 7:41 PM  

  • Having a hard time keeping track of all the investment blog sites popping up all over the Web? Check out “Financial Blog Watch,” Dennis Olson’s weekly podcast on WallStRadio.
    Some of his recent podcasts include interviews with the founders of popular financial blogs Wallstrip.com and Controlledgreed,com.

    Please check out WallSt Radio.

    By Anonymous Anonymous, at 1:23 PM  

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