February 13, 2015
The ValuEngine
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Valuation Watch: Overvalued stocks now make up 55.6% of our stocks assigned a valuation and 17.7% of those equities are calculated to be overvalued by 20% or more. Ten sectors are calculated to be overvalued--with one at or near double digits.
ValuEngine Index Overview
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DJIA |
17821.49 |
18007.4 |
185.91 |
1.04% |
1.03% |
NASDAQ |
4723.73 |
4877.76 |
154.03 |
3.26% |
3.19% |
RUSSELL 2000 |
1202.26 |
1220.7 |
18.44 |
1.53% |
1.33% |
S&P 500 |
2053.47 |
2092.56 |
39.09 |
1.90% |
1.63% |
ValuEngine Market Overview
Summary of VE Stock Universe |
Stocks Undervalued |
44.4% |
Stocks Overvalued |
55.6% |
Stocks Undervalued by 20% |
16.98% |
Stocks Overvalued by 20% |
17.7% |
ValuEngine Sector Overview
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0.50% |
5.22% |
5.68% |
16.30% overvalued |
4.44% |
20.80 |
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0.46% |
3.53% |
5.52% |
8.73% overvalued |
2.20% |
31.56 |
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0.63% |
4.62% |
3.45% |
7.60% overvalued |
-0.39% |
30.84 |
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0.12% |
3.63% |
-0.37% |
7.11% overvalued |
8.08% |
26.79 |
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0.75% |
2.13% |
1.39% |
6.22% overvalued |
7.27% |
24.26 |
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0.55% |
3.06% |
3.03% |
5.63% overvalued |
6.01% |
18.91 |
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0.46% |
2.96% |
0.56% |
4.60% overvalued |
7.90% |
21.48 |
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1.22% |
5.20% |
1.99% |
1.82% overvalued |
2.66% |
25.46 |
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0.77% |
3.33% |
-0.15% |
1.59% overvalued |
3.70% |
17.66 |
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0.79% |
3.95% |
1.05% |
1.16% overvalued |
-2.10% |
26.28 |
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0.91% |
7.66% |
5.27% |
0.73% undervalued |
-0.91% |
14.98 |
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1.26% |
4.75% |
0.39% |
3.64% undervalued |
-7.04% |
19.79 |
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1.20% |
3.14% |
2.33% |
5.51% undervalued |
-21.60% |
25.98 |
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1.11% |
4.28% |
0.72% |
6.87% undervalued |
-1.95% |
25.49 |
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0.76% |
3.52% |
-0.33% |
7.39% undervalued |
5.10% |
21.13 |
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1.59% |
7.59% |
1.25% |
8.59% undervalued |
-26.76% |
19.72 |
ValuEngine Newsletters Latest Results
VE Newsletter |
Current Results |
Benchmark* |
Last Month Total |
Benchmark* |
Since Inception |
Benchmark* |
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10.27 |
2.27 |
12.54 |
5.09 |
86.49 |
29.54 |
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-2.33 |
1.92 |
-4.40 |
-2.92 |
14.18 |
30.74 |
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2.96 |
0.07 |
-0.63 |
-0.09 |
23.74 |
51.41 |
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2.34 |
0.26 |
3.03 |
2.50 |
119.82 |
82.18 |
*NOTE: Benchmark for Forecast MNS for last month and inception is the MLSAX Long/Short Fund. Benchmark for Small Cap is the Russell 2000 Small Cap Index (RUT). Benchmark for current month Forecast MNS and VE View and VE Dividend 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
BP p.l.c. (BP) is the holding company of one of the world's largest petroleum and petrochemicals groups. Their main activities are exploration and production of crude oil and natural gas; refining, marketing, supply and transportation; and manufacturing and marketing of petrochemicals. They have a growing activity in gas and power and in solar power generation. BP has well-established operations in Europe, North and South America, Australasia and Africa.
VALUENGINE RECOMMENDATION: ValuEngine continues its HOLD recommendation on BP PLC for 2015-02-12. Based on the information we have gathered and our resulting research, we feel that BP PLC has the probability to ROUGHLY MATCH average market performance for the next year. The company exhibits ATTRACTIVE Company Size but UNATTRACTIVE Earnings Growth Rate.
Below is today's data on BP:
ValuEngine Forecast |
| |
Target
Price* |
Expected
Return |
1-Month |
41.46 |
0.30% |
3-Month |
42.13 |
1.90% |
6-Month |
42.55 |
2.92% |
1-Year |
42.81 |
3.55% |
2-Year |
39.71 |
-3.94% |
3-Year |
43.71 |
5.73% |
Valuation & Rankings |
Valuation |
2.92% undervalued |
Valuation Rank(?) |
 62 |
1-M Forecast Return |
0.30% |
1-M Forecast Return Rank |
73 |
12-M Return |
-14.55% |
Momentum Rank(?) |
34 |
Sharpe Ratio |
-0.22 |
Sharpe Ratio Rank(?) |
33 |
5-Y Avg Annual Return |
-7.37% |
5-Y Avg Annual Rtn Rank |
36 |
Volatility |
33.50% |
Volatility Rank(?) |
57 |
Expected EPS Growth |
-33.22% |
EPS Growth Rank(?) |
9 |
Market Cap (billions) |
126.17 |
Size Rank |
100 |
Trailing P/E Ratio |
10.96 |
Trailing P/E Rank(?) |
90 |
Forward P/E Ratio |
16.40 |
Forward P/E Ratio Rank |
51 |
PEG Ratio |
n/a |
PEG Ratio Rank |
n/a |
Price/Sales |
0.35 |
Price/Sales Rank(?) |
89 |
Market/Book |
1.37 |
Market/Book Rank(?) |
67 |
Beta |
1.95 |
Beta Rank |
14 |
Alpha |
-0.41 |
Alpha Rank |
21 |
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 BP HERE.
Sector Talk--Medical
Below, we present the latest data on Medical 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 Medical Stocks--Short-Term Forecast Returns
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
| HCA |
HCA HOLDINGS |
69.02 |
-4.05 |
40.66 |
| GILD |
GILEAD SCIENCES |
100.8 |
-1.82 |
22.93 |
| SCLN |
SCICLONE PHARMA |
7.77 |
N/A |
52.35 |
| MYL |
MYLAN INC |
54.51 |
-0.73 |
19.41 |
| GTS |
TRIPLE-S MGMT-B |
24.04 |
16.69 |
58.68 |
Top-Five Medical Stocks--Long-Term Forecast Returns
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
| HCA |
HCA HOLDINGS |
69.02 |
-4.05 |
40.66 |
| GILD |
GILEAD SCIENCES |
100.8 |
-1.82 |
22.93 |
| SCLN |
SCICLONE PHARMA |
7.77 |
N/A |
52.35 |
| MYL |
MYLAN INC |
54.51 |
-0.73 |
19.41 |
| GTS |
TRIPLE-S MGMT-B |
24.04 |
16.69 |
58.68 |
Top-Five Medical Stocks--Composite Score
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
| HCA |
HCA HOLDINGS |
69.02 |
-4.05 |
40.66 |
| GILD |
GILEAD SCIENCES |
100.8 |
-1.82 |
22.93 |
| MYL |
MYLAN INC |
54.51 |
-0.73 |
19.41 |
| TEVA |
TEVA PHARM ADR |
57.35 |
14.12 |
30.13 |
| ACT |
ACTAVIS PLC |
281.66 |
1.67 |
48.27 |
Top-Five Medical Stocks--Most Overvalued
Ticker |
Name |
Mkt Price |
Valuation(%) |
Last 12-M Retn(%) |
| ANAC |
ANACOR PHARMACT |
40.83 |
300 |
119.28 |
| NBIX |
NEUROCRINE BIOS |
36.95 |
245.47 |
114.58 |
| ACAD |
ACADIA PHARMA |
33.84 |
214.53 |
37.28 |
| ALNY |
ALNYLAM PHARMA |
93.87 |
178.4 |
16.7 |
| NVAX |
NOVAVAX INC |
8.4 |
169.21 |
46.85 |
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.
What's Hot--
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ValuEngine clients access proprietary stock valuation data on more than 4000 US equities in addition to forecast and ratings for more than 8000 stocks. They can also purchase ready-made portfolios based on all of our data which are designed to fit a variety of investment styles and risk/reward profiles.
ValuEngine is always searching for self-directed investors who recognize the value of our services--just like the members of AAII, and for that reason we are proud to announce that we were recently selected one of AAII's "Best of the Web" services. AAII puts Valuengine.com within the "top 16 sites for consensus analyst estimates, ratings and recommendations, stock screening, and stock valuation.
It is important to note that in an era of free content, apps, and services, ValuEngine has almost always been the only fee-based service to win a stock valuation award from AAII. We have won this award numerous times and AAII notes that
ValuEngine provides a wide range of services for individual investors and is an excellent source for stock valuation. It was chosen as Editor’s Choice because of its in-depth analysis and innovative valuation techniques that are not available at other sites.
ValuEngine CEO Paul Henneman has always been a strong supporter of AAII's program and services for individual investors and noted that "ValuEngine's objective, cutting-edge research provides the tools for any investor looking to reduce management fees and handle their own portfolios. Savvy individuals, Wall St. professionals, and the leaders of AAII have known for years that ValuEngine.com offers an outstanding suite of products which an help improve returns and beat the market. So, we are of course pleased to be recognized by AAII for yet another year."
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.
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VE View vs. S&P 500 Index Past Five Years |
|
VE View |
S&P 500 |
Ann Return |
21.67% |
13.60% |
Ann Volatility |
22.28% |
12.38% |
Sharpe Ratio |
0.97 |
1.10 |
Sortino Ratio |
1.67 |
1.46 |
Max Drawdown |
-34.94% |
-11.14% |
The ValuEngine View Newsletter is derived from the ValuEngine Aggressive and Diversified Growth Benchmark Portfolio 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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