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MARKET OVERVIEW
Index
DJIA NASDAQ RUSSELL 2000 S&P 500
started week
12767.02 2872.49 766.92 1342.42
Thursday Close
12573.6 2859.09 764.83 1325.51
4 day change
-193.42 -13.4 -2.09 -16.91
4 day change %
-1.51% -0.47% -0.27% -1.26%
ytd
2.91% 9.75% 3.23% 5.40%
SECTOR OVERVIEW
Sector
Aerospace Auto-Tires-Trucks Basic Materials Business Services Computer and Technology Construction Consumer Discretionary Consumer Staples Finance Industrial Products Medical Multi-Sector Conglomerates Oils-Energy Retail-Wholesale Transportation Utilities
Change
-1.98% -3.41% -4.14% -1.63% -2.37% -2.31% -1.50% -1.26% -1.49% -2.47% -1.43% -1.92% -3.65% -1.98% -1.76% -1.48%
MTD
-0.44% -0.64% 1.15% 0.13% 0.00% 0.70% -0.91% -0.15% 1.20% -1.21% 2.90% -0.62% -1.71% -0.79% 0.74% 2.29%
YTD
-2.23% 0.02% -5.97% 3.39% 4.05% 13.37% 6.50% 5.80% 11.39% -2.20% 9.39% 3.11% -12.77% 6.09% 5.31% -3.23%
Valuation
2.07% undervalued 19.29% undervalued 16.36% undervalued 6.01% undervalued 2.04% overvalued 11.41% undervalued 4.61% undervalued 7.46% overvalued 3.85% overvalued 1.39% undervalued 5.75% overvalued 2.96% undervalued 17.60% undervalued 0.92% overvalued 5.62% undervalued 6.73% overvalued
P/E Ratio
37.01 17.96 22.07 32.84 37.07 41.93 29.98 18.38 21.86 18.86 29.15 13.73 24.52 25.05 24.16 18.77
Ticker
AIG AXP BAC BK C COF DB GS HBC JPM MS PNC UBS USB WFC
Name
AMER INTL GRP AMER EXPRESS CO BANK OF AMER CP BANK OF NY MELL CITIGROUP INC CAPITAL ONE FIN DEUTSCHE BK AG GOLDMAN SACHS HSBC HOLDINGS JPMORGAN CHASE MORGAN STANLEY PNC FINL SVC CP UBS AG US BANCORP WELLS FARGONEW
Last 12- Forecast Forecast P/E M 1-Month 1-Yr Ratio Retn(%) Retn(%) Retn(%)
7.85 15.39 -27.39 -18.9 -29.11 5.13 -38.56 -29.91 -7.97 -10.69 -38.01 5.66 -35.54 29.05 20.13 1.52 1.05 -0.25 0.23 0.65 0.6 -0.12 -0.3 -0.08 0.18 -0.19 0.9 0.13 1.08 0.8 11.86 8.83 -1.03 0.46 2.9 6.08 -3.86 -3.66 1.09 2.21 -3.33 5.43 -1.06 9.57 7.49 19.99 13.33 13.96 9.93 7.37 8.97 7.37 12.82 N/A 8.3 7.24 9.48 11.88 11.96 10.87
Industry
INSURANCE-MULTI LINE FINANCE-MISC SERVICES BANKS-MAJOR REGIONAL BANKS-MAJOR REGIONAL BANKS-MAJOR REGIONAL FINANCE-CONSUMER LOANS BANKS-FOREIGN FINANCE-INVESTMENT BKRS BANKS-FOREIGN BANKS-MAJOR REGIONAL FINANCE-INVESTMENT BKRS BANKS-MAJOR REGIONAL BANKS-FOREIGN BANKS-MAJOR REGIONAL BANKS-MAJOR REGIONAL
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Standard Strategy
No Stops 50/50 Allocation
Long-Bias
(70-30) 3.30 (60-40) 3.79
MNS
(50-50) 4.29 (40-60) 4.78
Short-Bias
(30-70) 5.27
The portfolio was protected by the strong performance of our short side which provided a return of 3.37 % while the long side returned 0.91%. With the ValuEngine Forecast 16 Market Neutral Strategy Portfolio Newsletter, you can run your own portfolio like a hedge fund to manage risk and profit in any market environment. Here are the short-side results for May-June 2012:
Entry Price 5/18/12
6.46 15.56 7.55 37.34 5.52 10.43 18.35 6.30 10.12 15.66 12.51 21.47
Ticker
GY FSYS EXK VPRT FRP NCS JAKK STEI FSP APOG OGXI LUK
Company Name
GENCORP INC FUEL SYSTEM SOL ENDEAVOUR SILVR VISTAPRINT NV FAIRPOINT COMM NCI BLDG SYSTEM JAKKS PACIFIC STEWART ENTRP A FRANKLIN ST PPT APOGEE ENTRPRS ONCOGENEX PHARM LEUCADIA NATL
Exit Price
5.88 15.03 9.41 31.01 4.65 10.03 18.53 6.70 10.07 15.01 12.58 21.41
Change
0.58 0.53 -1.86 6.33 0.87 0.40 -0.18 -0.40 0.05 0.65 -0.07 0.06
%Change
8.98 3.41 -24.64 16.95 15.76 3.84 -0.98 -6.35 0.49 4.15 -0.56 0.28
Sector
AEROSPACE AUTO TIRES TRUCKS BASIC MATERIALS BUSINESS SERVICES COMPUTERS TECHNOLOGY CONSTRUCTION CONSUMER DISCRETIONARY CONSUMER STAPLES FINANCE INDUSTRIAL PRODUCTS MEDICAL MULTI-SECTOR CONGLOMERATES
Ticker
Company Name
Exit Price
Change
%Change
Sector
JINKOSOLAR HLDG SEARS HLDG CP AIR TRANSPT SVC CH ENERGY GRP SHORT PORTFOLIO
GSPC
S&P500
1324.8
1342.84
18.04
1.36
The ValuEngine Forecast 16 MNS Portfolio Newsletter is derived from the ValuEngine Diversified Growth Benchmark Portfolio Strategy. This strategy is the product of ValuEngine's academic research team and combines cutting-edge financial analysis and portfolio construction techniques with real-world Wall St. know how. Since inception, the ValuEngine Forecast 16 MNS Portfolio Newsletter has provided a return of 51% while achieving a better Sharpe and Sortino ratios than the S&P 500.
Our Forecast 16 Market Neutral Portfolio Newsletter subscribers were alerted to many winning trades over the past few months. Recent changes to the newsletter make this portfolio easier to trade, and we want to remind our clients of the benefits of the market neutral approach and to publicize our recent strong performance. We are currently offering new subscribers a 30 day free trial of the Forecast 16 Market Neutral Newsletter ! With the FREE TRIAL, you can access the current portfolio and you will receive next month's rebalanced portfolio with no obligation !
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Suttmeier Says
--Commentary and Analysis from Chief Market Strategist Richard Suttmeier
If you have any comments or questions, send them to Rsuttmeier@Gmail.com Treasury Yields 10-Year--(1.618) Semiannual and monthly value levels are 1.903 and 1.909 with a daily pivot at 1.633, and weekly, quarterly and semiannual risky levels at 1.452, 1.407 and 1.385. Commodities and Forex Comex Gold--($1566.6) My annual value level is $1388.4 with weekly and annual pivots at $1583.8 and $1575.8, and daily, semiannual and monthly risky levels at $1616.0, $1635.8, $1659.4 and $1695.4. My quarterly risky level is $1871.9. The 50-day / 200-day SMAs: $1613.9 / $1674.7. Nymex Crude--($78.37) I show no nearby value levels with semiannual and weekly pivots at $79.83 and $78.40, and daily, quarterly, annual and semiannual risky levels at $82.86, $101.55, $103.58 and $104.84. The Euro--(1.2546) My weekly value level is 1.2288 with daily, monthly, semiannual and quarterly risky levels at 1.2718, 1.2815, 1.2980 and 1.3366. The June 2010 low is 1.1880. Major Indices Daily Dow: (12,574) Weekly and annual value levels are 12,330 and 12,312 with a quarterly pivot at 12,794, and daily, annual and monthly risky levels at 12,931, 14,032 and 14,201. S&P 500 (1325.5) My weekly value level is 1294.4 with my quarterly pivot at 1337.7, and daily, annual, monthly and annual risky levels at 1362.3, 1363.2, 1504.8 and 1562.9. My annual pivot at 1363.2 was tested on Tuesday.
NASDAQ (2859) Weekly and annual value levels are 2761 and 2698 with a quarterly pivot at 2911, and daily, annual and monthly risky levels at 2933, 3232 and 3248. NASDAQ 100 (NDX) (2557) Weekly and annual value levels are 2471 and 2300 with daily, annual and quarterly risky levels at 2624, 2603 and 2608, and monthly risky level at 2873. Dow Transports (5126) My weekly value level at 4931 with daily and quarterly risky levels at 5255 and 5420, and the all time high set at 5627.85 on July 11, 2011. Russell 2000 (764.83) My weekly value level is 744.89 with daily, quarterly and annual risky levels at 786.82, 829.34 and 836.15, and the all time high set at 868.57 on May 2, 2011. The SOX (372.71) My weekly value level is 355.06 with daily, quarterly and monthly risky levels at 387.05, 416.01 and 449.21, and the 2011 high at 474.33 set on February 18, 2011.
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