Showing category "Performance Update" (Show all posts)

Performance Update

Posted by PowerStocks Research on Monday, November 30, 2009, In : Performance Update 
The below spreadsheet contains all the Price-to-Book based model portfolios we have incepted during the course of the year. It includes each share in the respective portfolios together with their individual growths and includes the portfolios sharpe ratios, brokerage costs and dividends. Click on the link below to open the file directly or right-click on it and choose SAVE-AS.

CLICK HERE TO OPEN

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September Update

Posted by PowerStocks Research on Tuesday, September 1, 2009, In : Performance Update 
Here are candidate lists for all the Price-to-Book strategies for ALL-STOCKS, TOP-100 and TOP-40, together with performance updates of the model portfolios we run.

Price-to-Book Strategy Update XLS
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LP2BK JUN Update

Posted by PowerStocks Research on Sunday, July 12, 2009, In : Performance Update 
Here is the YTD performance summary of the 10-share low price--to-book portfolio taken from the lowest price/book decile of the JSE ALL STOCKS universe on 3 March 2009. They represent the lowest price/book shares on the JSE at the time.



Although the performance looks very bad against all the other strategies we are tracking, you must bear in mind that this is taken from the ALL-STOCKS universe, and will have smaller less liquid issues than other strategies we track. In addition these represent...
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LP2BK 28May Update

Posted by PowerStocks Research on Sunday, May 31, 2009, In : Performance Update 
Here is the YTD performance summary of the 10-share low price--to-book portfolio taken from the lowest price/book decile of the JSE ALL STOCKS universe on 3 March 2009. They represent the 10 lowest price/book shares on the JSE at the time.



Although the performance looks bad against all the other strategies we are tracking, you must bear in mind that this is taken from the ALL-STOCKS universe, and will have smaller less liquid issues than other strategies we track. In addition these represent t...
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LP2B April 30 Update

Posted by PowerStocks Research on Tuesday, May 5, 2009, In : Performance Update 
Here is the YTD performance summary of the 10-share low price--to-book portfolio taken from the lowest price/book decile of the JSE ALL STOCKS universe on 3 March 2009. They represent the 10 lowest price/book shares on the JSE at the time.



Although the performance looks bad against all the other strategies we are tracking, you must bear in mind that this is taken from the ALL-STOCKS universe, and will have smaller less liquid issues than other strategies we track. In addition these represent t...
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P2BOOK Portfolio Update

Posted by PowerStocks Research on Thursday, April 16, 2009, In : Performance Update 

Our backtests have shown that the Price/Book ratio is one of the most powerful indicators for value stocks on the JSE. Therefore we will be tracking the performance of live model portfolios constituted each quarter.

Here is an update of the portfolio made up of the lowest 10 price/book shares taken from the ALL-STOCKS JSE universe and constituted on 2 March 2009. Each share made up R5,000 at the creation of the portfolio, and brokerage charges were included. We see the portfolio is more or les...


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