January 9, 2015
The ValuEngine
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Valuation Watch: Overvalued stocks now make up 50.04% of our stocks assigned a valuation and 15.32% of those equities are calculated to be overvalued by 20% or more. Eleven sectors are calculated to be overvalued--with one sector at double digits.
ValuEngine Index Overview
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DJIA |
17821.3 |
17728.8 |
-92.5 |
-0.52% |
6.95% |
NASDAQ |
4700.34 |
4695.54 |
-4.8 |
-0.10% |
12.43% |
RUSSELL 2000 |
1192.36 |
1183.71 |
-8.65 |
-0.73% |
1.73% |
S&P 500 |
2054.44 |
2043.19 |
-11.25 |
-0.55% |
10.54% |
ValuEngine Market Overview
Summary of VE Stock Universe |
Stocks Undervalued |
49.96% |
Stocks Overvalued |
50.04% |
Stocks Undervalued by 20% |
20.7% |
Stocks Overvalued by 20% |
15.32% |
ValuEngine Sector Overview
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0.94% |
-1.25% |
-1.25% |
11.13% overvalued |
-1.54% |
20.45 |
|
1.31% |
0.30% |
0.30% |
7.86% overvalued |
0.73% |
26.82 |
|
1.52% |
1.93% |
1.93% |
7.32% overvalued |
7.98% |
29.95 |
|
1.27% |
-0.30% |
-0.30% |
5.30% overvalued |
2.81% |
24.84 |
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1.11% |
-1.66% |
-1.66% |
2.70% overvalued |
7.18% |
20.98 |
|
1.06% |
-1.05% |
-1.05% |
2.35% overvalued |
1.10% |
20.46 |
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1.48% |
-0.40% |
0.89% |
2.00% overvalued |
-2.62% |
30.65 |
|
1.02% |
-1.08% |
-1.08% |
1.48% overvalued |
-3.88% |
27.07 |
|
0.65% |
-0.42% |
-0.42% |
0.10% overvalued |
2.28% |
17.69 |
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1.23% |
-1.05% |
-1.05% |
0.96% undervalued |
0.83% |
24.74 |
|
1.58% |
-1.16% |
-1.16% |
5.21% undervalued |
2.65% |
19.46 |
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1.27% |
-0.89% |
-0.89% |
7.35% undervalued |
-4.90% |
15.40 |
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1.17% |
-1.64% |
-1.64% |
7.76% undervalued |
-8.86% |
19.63 |
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1.26% |
-1.01% |
-1.01% |
8.33% undervalued |
-2.33% |
25.94 |
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0.78% |
0.30% |
0.28% |
12.13% undervalued |
-12.60% |
22.94 |
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1.54% |
-3.75% |
-3.75% |
26.44% undervalued |
-29.76% |
19.03 |
ValuEngine Newsletters Latest Results
VE Newsletter |
Current Results |
Benchmark* |
Last Month Total |
Benchmark* |
Since Inception |
Benchmark* |
|
2.93 |
2.69 |
-9.59 |
-1.14 |
65.71 |
23.24 |
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-2.85 |
-3.09 |
-1.11 |
1.11 |
19.44 |
34.67 |
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-1.60 |
-2.53 |
-3.90 |
1.31 |
-7.32 |
6.79 |
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1.42 |
0.65 |
-5.22 |
-1.75 |
113.35 |
77.75 |
*NOTE: Benchmark for Forecast MNS for last month and inception is the MLSAX Long/Short Fund. Benchmark for Small Cap for last month and inception is the Russell 2000 Small Cap Index (RUT). Benchmark for current month Forecast MNS and all other portfolios for all timeframes is the S&P500.
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Free Download for Readers
As a bonus to our Free Weekly Newsletter subscribers,
we are offering a FREE DOWNLOAD of one of our Stock Reports
Apple Inc. is engaged in designing, manufacturing and marketing mobile communication and media devices, personal computers, and portable digital music players. The Company's products and services include iPhone, iPad, Mac, iPod, Apple TV, a portfolio of consumer and professional software applications, the iOS and Mac OS X operating systems, iCloud, and a range of accessory, service and support offerings. It sells its products worldwide through its online stores, its retail stores, its direct sales force, third-party wholesalers, and resellers. Apple Inc. is headquartered in Cupertino, California.
ValuEngine continues its BUY recommendation on APPLE INC for 2015-01-08. Based on the information we have gathered and our resulting research, we feel that APPLE INC has the probability to OUTPERFORM average market performance for the next year. The company exhibits ATTRACTIVE Company Size and Sharpe Ratio.
Below is today's data on Apple:
ValuEngine Forecast |
|
Target
Price* |
Expected
Return |
1-Month |
112.34 |
0.40% |
3-Month |
113.00 |
0.99% |
6-Month |
113.94 |
1.83% |
1-Year |
117.30 |
4.83% |
2-Year |
139.22 |
24.43% |
3-Year |
67.20 |
-39.94% |
Valuation & Rankings |
Valuation |
13.15% overvalued |
Valuation Rank(?) |
25 |
1-M Forecast Return |
0.40% |
1-M Forecast Return Rank |
80 |
12-M Return |
44.12% |
Momentum Rank(?) |
92 |
Sharpe Ratio |
1.04 |
Sharpe Ratio Rank(?) |
96 |
5-Y Avg Annual Return |
25.98% |
5-Y Avg Annual Rtn Rank |
93 |
Volatility |
25.02% |
Volatility Rank(?) |
72 |
Expected EPS Growth |
17.92% |
EPS Growth Rank(?) |
51 |
Market Cap (billions) |
656.22 |
Size Rank |
100 |
Trailing P/E Ratio |
16.17 |
Trailing P/E Rank(?) |
72 |
Forward P/E Ratio |
13.71 |
Forward P/E Ratio Rank |
63 |
PEG Ratio |
0.90 |
PEG Ratio Rank |
46 |
Price/Sales |
3.59 |
Price/Sales Rank(?) |
27 |
Market/Book |
6.38 |
Market/Book Rank(?) |
20 |
Beta |
0.89 |
Beta Rank |
58 |
Alpha |
0.22 |
Alpha Rank |
88 |
As a bonus to our Newsletter readers,
we are offering a FREE DOWNLOAD of one of our Stock Reports
Read our Complete Detailed Valuation Report on Apple HERE.
Sector Talk--Oils/Energy
Below, we present the latest data on Oils/Energy stocks from our Institutional software package (VEI). Top five lists are provided for each category. We applied some basic liquidity criteria--share price greater than $3 and average daily volume in excess of 100k shares.
Please Click Here to Download a FREE Demo of ValuEngine's Professional VEI Software Package.
Top-Five Oils/Energy Stocks--Short-Term Forecast Returns
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
PEIX |
PAC ETHANOL INC |
9 |
N/A |
63.64 |
PTR |
PETROCHINA ADR |
114.23 |
-20.34 |
9.85 |
ARLP |
ALLIANCE RES |
41.75 |
-12.41 |
8.99 |
EMES |
EMERGE ENRG SVC |
51.27 |
N/A |
15.73 |
SNP |
CHINA PETRO&CHM |
81.52 |
-7.91 |
6.94 |
Top-Five Oils/Energy Stocks--Long-Term Forecast Returns
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
PEIX |
PAC ETHANOL INC |
9 |
N/A |
63.64 |
PTR |
PETROCHINA ADR |
114.23 |
-20.34 |
9.85 |
ARLP |
ALLIANCE RES |
41.75 |
-12.41 |
8.99 |
EMES |
EMERGE ENRG SVC |
51.27 |
N/A |
15.73 |
SNP |
CHINA PETRO&CHM |
81.52 |
-7.91 |
6.94 |
Top-Five Oils/Energy Stocks--Composite Score
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
PTR |
PETROCHINA ADR |
114.23 |
-20.34 |
9.85 |
SNP |
CHINA PETRO&CHM |
81.52 |
-7.91 |
6.94 |
ARLP |
ALLIANCE RES |
41.75 |
-12.41 |
8.99 |
CNQ |
CDN NTRL RSRCS |
27.94 |
-31.51 |
-14.45 |
RDS.A |
ROYAL DTCH SH-A |
65.04 |
-13.12 |
-7.63 |
Top-Five Oils/Energy Stocks--Most Overvalued
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
WLL |
WHITING PETROLM |
30.95 |
190.61 |
-47.62 |
MUR |
MURPHY OIL |
48.57 |
61.99 |
-22.77 |
POWR |
POWERSECURE INT |
10.97 |
50.4 |
-41.93 |
CVI |
CVR ENERGY INC |
39.55 |
47.45 |
-4.93 |
FF |
FUTUREFUEL CORP |
12.34 |
40.82 |
-22.63 |
Find out what Wall Street Investment and Media Professionals already know,
ValuEngine offers sophisticated stock valuation and forecast research as well as a variety of portfolio screening and creation tools.
Want To Know More About Our ValuEngine View Newsletter?
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.
The ValuEngine View Newsletter is the product of a sophisticated stock valuation model that was first developed by ValuEngine's academic research team. It utilizes a three factor approach: fundamental variables such as a company's trailing 12-month Earnings-Per-Share (EPS), the analyst consensus estimate of the company's future 12-month EPS, and the 30-year Treasury yield are all used to create a more accurate reflection of a company's fair value. A total of eleven additional firm specific variables are also used. In addition, the portoflio uses top picks from our Forecast Model. In essence, the portfolio is constructed with the best picks from our main propiretary models
Each month you will receive an electronic copy of our newsletter highlighting 15 potential long positions along with five alternate picks. Our investment strategies focus on dozens of fundamental and technical factors for over 8000 individual stocks, synthesize the data, and then come up with a portfolio. Each newsletter portfolio focuses on maximum potential returns so there are no diversity requirements. Each portfolio pick includes critical ValuEngine valuation and forecast data. These 20 total picks represent the most up-to-date equity assessments of our proprietary models.
Please click HERE to subscribe. You may download a sample copy HERE. After your subscription is approved, you will immediately receive access to download the current issue of newsletter as well as the previous issues, which are all available as PDF files. Each month when the latest issue of the newsletter is released, we will send you an email, informing you to download it from the site. The newsletter is released near the middle of each month.
VE View vs. S&P 500 Index Past Five Years |
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VE View |
S&P 500 |
Ann Return |
24.78% |
14.56% |
Ann Volatility |
22.28% |
12.35% |
Sharpe Ratio |
1.11 |
1.18 |
Sortino Ratio |
1.88 |
1.53 |
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.
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