AAS Hedged Equity Portfolio - Stockpickr! Your Source for Stock Ideas

AAS Hedged Equity

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TheStreet.com Rating: C

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Created by Alpha Advisor Service, LLC

DESCRIPTION:

Date updated:04-11-2007

This is a fifteen position portfolio with 10 long holdings and 5 short holdings. We start with the S&P 1500 which is narrowed down based on closing price, volume, EPS, gross revenue, weighted relative strength and historic market data available. This normally produces a universe of between 200 and 300 securities, which is then analyzed using credit and liquidity metrics such as debt-to-equity, PEG, PE, and institutional holding %. Any outliers after this process are removed from the universe. The remaining list is then scored and ranked using seven proprietary algorithms based on trend, relative strength and momentum analysis. We then apply a proprietary risk-adjusted return algorithm which is a time-weighted adoption of the Sharpe Ratio. Finally, two independent technical indicators, which compare short and long-term moving average and closing price values, must support the equity selection.

RTI
Rti Intl Metals I
$19.44
-2.41%
$18.87

No Analysis added

People owning RTI also tend to own: ASFI ATW AXE BBOX CBI DRS EME

TheStreet.com Rating: D+ What is this?

PCP
Precision Castpar
$105.27
-1.80%
$105.02

No Analysis added

People owning PCP also tend to own: AA AME ATI CAG CEG CMI COL

TheStreet.com Rating: B- What is this?

CHAP
Chap
$0.00
N/A
$N/A

No Analysis added

People owning CHAP also tend to own: TZMT.OB ZP AVA BDC CHK GIGM HTE

TheStreet.com Rating: No Rating What is this?

CLF
Cliffs Natural
$44.07
-2.63%
$43.14

No Analysis added

People owning CLF also tend to own: AKH FPL PWEI SNE WOS IR PPL

TheStreet.com Rating: C What is this?

VMC
Vulcan Materials
$48.69
-2.68%
$47.96

No Analysis added

People owning VMC also tend to own: BPT COH DBA EVEP EWD EWM EWT

TheStreet.com Rating: C What is this?

BW
Brush Engineered
$18.20
-2.57%
$18.09

No Analysis added

People owning BW also tend to own: BRCD CGMFX CGMRX CSIQ FOLD HRLY IAAC

TheStreet.com Rating: C- What is this?

ETR
Entergy Cp
$78.50
-1.95%
$78.70

No Analysis added

People owning ETR also tend to own: ANAT BG BTU CIT CNH CPO EXH

TheStreet.com Rating: B What is this?

UVV
Universal Cp
$44.10
-2.65%
$44.15

No Analysis added

People owning UVV also tend to own: AIXD AMKR ASTT BGF CBS CNVR DOW

TheStreet.com Rating: B What is this?

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	Start Price	Return Value	Start Date
BW	47.22	-61.46%	Mar 22nd
VMC	119.79	-59.35%	Apr 11th
RTI	91.50	-78.75%	Mar 24th
PCP	103.76	+1.46%	Mar 24th
X	96.31	-55.30%	Mar 24th
CEG	87.65	-63.40%	Mar 24th
CHAP	62.59	------	Apr 11th
CLF	67.40	-34.61%	Apr 11th
ETR	110.30	-28.83%	Apr 11th
UVV	62.65	-29.61%	Apr 11th
Average return:	-27.70%
Success rate:	11.11%
Deleted Stocks:
CME	540.50	0.00%	Mar 22nd
GT	30.00	0.00%	Mar 22nd
WY	78.48	0.00%	Mar 22nd
RYI	39.71	------	Mar 22nd
BDC	54.56	0.00%	Mar 22nd
BCSI	37.80	-5.48%	Mar 22nd
WFR	60.99	-1.08%	Mar 22nd
SYKE	19.45	0.00%	Mar 22nd
ATI	108.01	+3.89%	Mar 24th
MLM	133.82	+2.81%	Mar 24th
DECK	72.89	-4.12%	Mar 24th
Hated Stocks:
BZH	29.68	-84.77%	Apr 11th
USNA	43.68	-29.99%	Apr 11th
MTH	31.48	-42.31%	Apr 11th
AMD	13.27	-48.38%	Apr 11th
SHFL	17.90	-53.46%	Apr 11th
Tracking Started: 03-22-2007

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