November 25, 2014
ATTENTION
Advanced Investors and Finance Professionals:
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Valuation WATCH: Overvalued stocks now make up 61.31% of our stocks assigned a valuation and 22.17% of those equities are calculated to be overvalued by 20% or more. Fourteen sectors are calculated to be overvalued--with seven sectors at or near double digits.
ValuEngine View Continues to Impress
--Top Newsletter Bounces Back With Renewed Rally
We have seen fears of Ebola, ISIS, and other issues fade “magically” with the latest election. We find that the environment for equities remains positive and economic data continues to improve. Clearly, much of the doom and gloom back in mid-October had more to do with political arguments and electoral concerns than raw data.
For October/November, the stock market returned to its winning ways and once more set or flirted with all-time highs. Our long-only ValuEngine View posted a gain of 4.81% vs the S&P500 gain of 5.53%. We trailed the index, but still consider this a great month as our newsletter shook off the recent market hiccup and powered up once again. The trailing 12 month gain of the VE View is 18.51% versus the S&P 500 return of 14.59%. The return since inception of the View is 125.1% versus the S&P's gain of 80.91%.
Return Comparison vs. S&P 500 |
|
Last 12 Months |
VE View |
18.51% |
S&P 500 |
14.59% |
The View features the absolute top quality picks from our extensively tracked and tested quant models. It is the only newsletter which features picks from both the ValuEngine Stock Valuation and Forecast Model. With the View, investors can utilize the power of ValuEngine to achieve their goals in a steady and consistent manner.
Average Monthly Return Statistics |
Outperforming S&P 500 |
30.09% |
Average Return |
1.75% |
With the ValuEngine View Newsletter you Receive 20 Carefully Selected Stock Picks
Representing the Most Up-to-Date Calculations of our Award-Winning Stock Valuation and Forecast Models
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Here are the latest results from October/November 2014:
Ticker |
Company Name |
Entry Price 10/22/14 |
Exit Price |
Change |
%Change |
AER |
AERCAP HOLDINGS |
40.38 |
43.38 |
3 |
7.43 |
AFSI |
AMTRUST FINANCIAL SERVICES |
49.95 |
51.3 |
1.35 |
2.7 |
ATK |
ALLIANT TECHSYSTEMS |
130.06 |
113.49 |
-16.19 |
-12.48 |
AUO |
AU OPTRONICS-ADR |
4 |
4.69 |
0.69 |
17.25 |
BT |
BT GROUP PLC-ADR |
59.92 |
59.89 |
-0.03 |
-0.05 |
GMT |
GATX CORP |
58.32 |
63.97 |
5.65 |
9.69 |
GPRE |
GREEN PLAINS |
31.91 |
34.15 |
2.24 |
7.02 |
HII |
HUNTINGTON INGALLS |
96.84 |
109.08 |
12.24 |
12.64 |
LCI |
LANNETT INC |
44.96 |
46.84 |
1.88 |
4.18 |
LYB |
LYONDELLBASEL-A |
95.19 |
89.35 |
-5.84 |
-6.14 |
MU |
MICRON TECHNOLOGY |
31.19 |
32.96 |
1.77 |
5.67 |
ONNN |
ON SEMICONDUCTOR CORP |
7.79 |
8.46 |
0.67 |
8.6 |
PJC |
PIPER JAFFRAY |
48.78 |
56.22 |
7.44 |
15.25 |
SAFM |
SANDERSON FARMS |
80.89 |
89.11 |
8.22 |
10.16 |
WLK |
WESTLAKE CHEMICAL |
76.79 |
69.32 |
-7.47 |
-9.73 |
|
VE VIEW PORTFOLIO |
|
|
|
4.81 |
GSPC |
S&P500 |
1941.28 |
2048.72 |
107.44 |
5.53 |
Our Investment Strategies Focus on Dozens of Fundamental and Technical Factors for over 7,000 Individual Stocks, Synthesize the Data, and then Come Up with a Portfolio
Looking for a monthly portfolio of stock picks which are objective and based on cutting-edge academic theory and Wall St.practice? Then subscribe to The ValuEngine View Newsletter.The ValuEngine View Portfolio is based on our highly-refined and tested ValuEngine Portfolio Strategies along with our proprietary quant-based composite scoring system. The ValuEngine View Newsletter is the product of sophisticated stock valuation and forecast models first developed by Yale Professor of Finance Zhiwu Chen.
VE View vs. S&P 500 Index Past Five Years |
|
VE View |
S&P 500 |
Ann Return |
23.13% |
13.25% |
Ann Volatility |
22.30% |
12.20% |
Sharpe Ratio |
1.04 |
1.09 |
Sortino Ratio |
1.78 |
1.39 |
Max Drawdown |
-34.94% |
-11.14% |
The ValuEngine View Newsletter is derived from the ValuEngine Aggressive and Diversified Growth BenchmarkPortfolio Strategies. These strategies are the product of ValuEngine's academic research team and combine cutting-edge financial analysis and portfolio construction techniques with real-world Wall St. know how.
CLICK HERE to Subscribe to the ValuEngine View
The ValuEngine View Newsletter portfolio has 15 primary stock picks and five alternates and is re-balanced once each month. The ValuEngine View Newsletter is published near the middle of each calendar month. An equal amount of capital is allocated to each stock. The monthly returns are calculated from the closing prices on date of publication. The performance calculation does not include any transaction costs.
ValuEngine Market Overview
Summary of VE Stock Universe |
Stocks Undervalued |
37.02% |
Stocks Overvalued |
62.98% |
Stocks Undervalued by 20% |
14.35% |
Stocks Overvalued by 20% |
23.58% |
ValuEngine Sector Overview
|
|
|
|
|
|
|
|
0.57% |
-0.28% |
-0.25% |
13.09% overvalued |
12.00% |
21.08 |
|
0.52% |
0.61% |
3.71% |
13.01% overvalued |
5.05% |
23.76 |
|
0.85% |
3.76% |
-0.46% |
12.57% overvalued |
-0.08% |
25.88 |
|
0.37% |
0.34% |
-0.02% |
11.45% overvalued |
3.76% |
17.83 |
|
0.87% |
0.76% |
15.09% |
10.88% overvalued |
15.37% |
30.49 |
|
0.53% |
1.25% |
4.53% |
9.83% overvalued |
4.13% |
30.59 |
|
0.77% |
1.15% |
-0.78% |
9.59% overvalued |
2.51% |
27.86 |
|
0.48% |
0.34% |
4.92% |
7.95% overvalued |
6.19% |
17.40 |
|
-0.12% |
-0.29% |
7.93% |
7.67% overvalued |
9.73% |
22.85 |
|
0.32% |
2.49% |
11.07% |
7.32% overvalued |
13.40% |
21.07 |
|
0.93% |
0.95% |
3.97% |
5.17% overvalued |
7.95% |
24.92 |
|
0.37% |
0.80% |
-1.09% |
3.15% overvalued |
1.83% |
16.85 |
|
0.67% |
-0.65% |
-2.17% |
2.64% overvalued |
-0.82% |
20.79 |
|
0.28% |
2.18% |
0.99% |
2.62% overvalued |
4.27% |
26.63 |
|
-1.23% |
-2.40% |
2.04% |
2.45% undervalued |
-8.63% |
24.21 |
|
-0.20% |
3.24% |
-1.26% |
3.98% undervalued |
-2.84% |
25.35 |
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