BACK-TESTING EP Y-5 S&P 500 Y-5

I'm so pleased to be starting a new year of testing.

Starting with the S&P500 constituents from 2014, and after editing for analysis, there were 330 stocks to analyze. Some of the remaining companies don't do R&D.

One Year Return

Two Year Return Three Year Return Four Year Return Five Year Return Year Two Return Year Three Return Year Four Return Year Five Return Observations:

One thing I've been thinking about for a while is to combine at least the two top group together. In this case 7 and 8.

8 was another smaller group and therefore subject to extremes.

That may become another test, larger groups - a top, middle and bottom, for example. The top group would be 7, 8 and 9. The middle would be 4, 5, and 6 and the bottom 1, 2, and 3. With this grouping I might not have to run the I,C, R/S,C,R etc.analyses.

Comments

11 Reasons Why INVRS is Better Than Excel Alone

If you work with your own investment models you likely use excel to build them, but excel isn’t ideal for many reasons and it costs you in other ways. First, you need good data and it isn’t just lying around in an easy to import format. You’re either keying it in yourself or paying money for excel downloads. When you need data from numerous sources – price information, data from different statements and across multiple years - you must merge it from multiple sheets. It's a n inefficient process which can lead to data corruption. After all this data is collected and merged, models built and tested, the net result is one statistic for one company. A stand-alone number without context has limited use. To be meaningful, you need to compare it to similar companies. This is just a sample of the challenges. You need software that overcomes these problems and is designed for investment model creation. Surprise! This software exists,

NextEra - Good Dividend in the Renewable Energy Sector

NextEra had good results relative to a group of peers in a factor-based analysis. NextEra has an appealing profitability and income profile. Its price momentum looks decent, with a caveat. Its relatively small size (a small mid-cap) coupled with its industry (renewable energy) further weight the odds that this company could be a strong performer in the future. If you want in on renewable energy, we recommend NextEra. The Analysis Overview I created a portfolio of stocks in the alternative energy sector, looking specifically for companies with a market cap over $1B but less than $4B. This is a sweet spot that offers strong potential for growth but is also substantial enough not to be too speculative. It's my believe that alternative energy is on the ascendance, where as fossil fuels will inevitably decline (NextEra isn't a pure play in this regard however, natural gas assets are part of its portfolio). If you share this belief and you want exposure to this ma

Back-up for Gold Bulls Seeking Alpha Article

This blog is back up for my Gold Bulls: Eldorado Gold Scores High on Value article on Seeking Alpha. Leverage graph: Valuation Calculation Proven & Probable Resources Production Guidance Contained Gold 000 oz 2019 2020 2,019 2018 2020 - pandemic adjusted 2020-pre-pandemic 2020 guidance production costs/oz total cash costs/oz all-in sustaining/oz production costs/oz total cash costs/oz all-in sustaining/oz AEM 21,585 22039 1,680,000 1,875,000 1,680,000 735 673 938 765 1050 AGI 9,726 445,000 1010 790 1040 AUY 7,859 990,000

The INVRS Blog

Search This Blog