Start Crunching

I know, I should be doing physical crunches, trying to reduce the growing spare tire post the Holiday binge, but I am talking about number crunching. I took my excel worksheet which does a pretty good job replicating the MFI factors and made it work for a series of stocks. Ideally, you could run the entire stock universe through it and replicate the top 30 and top 50 lists. I hope to get there some day. But my code is a little sensitive and does have some issues when all the data isn't found. I figure in a few weeks I'll nail that down. Then I just need a comprehensive list of ticker symbols and I should be there.

For a test, I ran it against the top 50 today. It takes the list of symbols and ranks them. Here is what popped out:

Rank	Row Labels	EY	ROC	Total	Mkt Cap
1	SNTA	48%	1354%	4	163
2	PDLI	21%	145094%	10	1,145
3	CYTK	29%	707%	15	201
4	ELNK	44%	658%	16	898
5	VCLK	18%	967%	21	890
6	QCOR	17%	10939%	22	331
7	EME	24%	343%	23	1,743
8	ENDP	18%	821%	25	2,427
9	TSRA	21%	279%	28	943
10	PRGX	18%	321%	34	142
11	USMO	42%	153%	35	253
12	SOLR	17%	689%	35	832
13	VSNT	14%	914%	36	58
14	KHD	32%	140%	38	435
15	PPD	20%	188%	39	468
16	JCOM	16%	672%	39	875
17	UNTD	17%	255%	42	578
18	FRX	18%	155%	46	9,306
19	PVSW	14%	464%	46	87
20	CF	23%	109%	50	4,704
21	CHKE	13%	725%	50	152
22	XOMA	20%	119%	51	124
23	RGR	27%	103%	52	217
24	UEPS	12%	1275%	52	944
25	IMMU	12%	738%	53	307
26	UTA	18%	111%	55	160
27	LO	13%	674%	55	12,695
28	DYAI	14%	251%	56	71
29	JTX	15%	171%	58	112
30	PRIM	17%	125%	58	271
31	GHM	14%	209%	58	195
32	GME	18%	100%	60	3,446
33	ARO	16%	128%	61	2,352
34	DLX	14%	185%	61	817
35	RAI	13%	251%	61	15,708
36	FIX	17%	106%	62	502
37	FLR	15%	130%	63	8,891
38	APOL	14%	211%	64	9,420
39	IDCC	15%	122%	65	1,127
40	NSR	12%	267%	65	1,755
41	TRMS	14%	167%	66	55
42	VGR	13%	243%	66	989
43	AMED	13%	246%	67	1,487
44	EPAX	17%	106%	67	240
45	RTN	14%	147%	71	21,236
46	CBPO	14%	120%	74	272
47	CBI	14%	99%	85	2,214
48	EXBD	11%	105%	94	838
49	SAI	12%	88%	96	7,333

For some reason CBST bombed out. What is interesting is that if you look at my ranked top 30, 27 are in the MFI top 30. So it does a pretty good job ranking CBI, DLX and IDCC were the misses. It does not mean there is something wrong with my formulas or the data, it is possible if you rank stocks against a larger data set of stocks, the relative ranking could change.

Anyway, this will provide an alternate tool in the event the MFI website ever goes away.

Another piece of M&A on Friday, BARE is being bought (Shiseido to Buy Bare Escentuals for $1.7 Billion). The stock shot up 41%. It is amazing, despite the hefty premium there are law firms (read vultures) filing suits regarding the "fairness" of the deal.

Now on to the mechanical portfolio. Three new stocks came to the list this weekend, SAI, RAI and TRMS. RAI is a weird one as by my calc, it should have been on the list for quite sometime. So I suspect there was some data issue, not that the price suddenly dropped or some earnings came in. As mentioned last week, I bought TRMS. I will likely add either RAI or SAI next week. Here is an update of the top 50 mechanical portfolio:

Symbol		Original	Current	Dividend	S&P O	S&P D	Stock Chg	S&P Chg	Diff
HPY	1/24/09	8.54	14.74	-	83.11	2.18	72.6%	39.4%	33.2%
HLIT	1/31/09	5.15	6.40	-	82.83	2.18	24.3%	39.8%	-15.6%
HGT	1/31/09	13.06	17.32	0.65	82.83	2.18	37.6%	39.8%	-2.2%
CNU	2/8/09	1.96	4.65	-	86.98	2.18	137.2%	33.2%	104.1%
SJT	2/8/09	19.05	21.96	0.55	86.98	2.18	18.2%	33.2%	-15.0%
SGU	2/8/09	2.55	4.14	0.20	86.98	2.18	70.4%	33.2%	37.2%
TC	2/8/09	4.33	14.61	-	86.98	2.18	237.4%	33.2%	204.3%
bioc	2/14/09	3.72	4.38	-	82.76	2.18	17.7%	39.9%	-22.2%
FORR	2/14/09	17.56	28.12	-	82.76	2.18	60.1%	39.9%	20.2%
ZYXI.OB	2/14/09	1.20	1.12	-	82.76	2.18	-6.7%	39.9%	-46.6%
FRD	2/21/09	4.95	5.68	-	77.42	2.18	14.7%	49.6%	-34.8%
SOLR	2/21/09	4.22	5.73	-	77.42	2.18	35.8%	49.6%	-13.8%
MTXX	2/21/09	17.90	4.51	-	77.42	2.18	-74.8%	49.6%	-124.4%
TYPE	2/21/09	3.02	9.80	-	77.42	2.18	224.5%	49.6%	174.9%
PTIE	2/21/09	5.41	5.18	-	77.42	2.18	-4.3%	49.6%	-53.8%
PDO	2/21/09	3.19	5.14	-	77.42	2.18	61.1%	49.6%	11.5%
SAPE	2/21/09	3.38	8.36	-	77.42	2.18	147.3%	49.6%	97.7%
VDSI	2/21/09	5.25	7.34	-	77.42	2.18	39.8%	49.6%	-9.8%
IGTE	2/21/09	2.99	10.36	-	77.42	2.18	246.5%	49.6%	196.9%
DECK	2/28/09	41.27	108.72	-	73.93	2.18	163.4%	56.7%	106.8%
KTII	2/28/09	55.48	148.50	-	73.93	2.18	167.7%	56.7%	111.0%
INT	2/28/09	29.01	52.68	-	73.93	2.18	81.6%	56.7%	24.9%
ICAD	2/28/09	0.90	1.54	-	77.42	2.18	71.1%	49.6%	21.5%
EXBD	3/6/09	12.96	24.40	-	68.92	2.18	88.3%	68.0%	20.2%
DISH	3/6/09	9.27	19.91	-	68.92	2.18	114.8%	68.0%	46.7%
QLTI	3/6/09	1.41	4.70	-	68.92	2.18	233.3%	68.0%	165.3%
SRDX	3/6/09	16.87	20.61	-	68.92	2.18	22.2%	68.0%	-45.9%
INFI	4/16/09	5.83	6.11	-	87.08	1.62	4.8%	32.4%	-27.6%
CRAY	5/1/09	3.98	5.38	-	87.89	1.62	35.2%	31.1%	4.0%
TWX	5/1/09	22.84	28.16	-	87.89	1.62	23.3%	31.1%	-7.8%
RST	5/1/09	29.83	18.21	-	87.89	1.62	-39.0%	31.1%	-70.1%
ulcm	5/1/09	8.72	9.90	-	87.89	1.62	13.5%	31.1%	-17.6%
AAV	5/15/09	3.41	7.03	-	88.71	1.62	106.2%	29.9%	76.2%
AMED	5/29/09	30.43	53.26	-	92.53	1.62	75.0%	24.6%	50.5%
UTA	5/29/09	7.90	10.38	-	92.53	1.62	31.4%	24.6%	6.8%
PFE	6/5/09	14.51	19.49	-	94.55	1.62	34.3%	21.9%	12.4%
VM	6/5/09	4.55	5.50	-	94.55	1.62	20.9%	21.9%	-1.0%
ONTY	6/11/09	2.60	5.33	-	95.08	1.62	105.0%	21.2%	83.8%
BPI	6/19/09	16.74	14.62	-	92.04	1.10	-12.7%	24.7%	-37.3%
GME	6/19/09	22.95	20.50	-	92.04	1.10	-10.7%	24.7%	-35.3%
SHAW	7/10/09	23.69	31.62	-	87.96	1.10	33.5%	30.4%	3.0%
RTN	7/24/09	45.39	53.98	0.62	98.06	1.10	20.3%	17.0%	3.3%
CBZ	7/31/09	6.54	7.52	-	98.81	1.10	15.0%	16.1%	-1.1%
CBI	7/31/09	13.95	22.71	-	98.81	1.10	62.8%	16.1%	46.7%
DRC	7/31/09	29.11	32.94	-	98.81	1.10	13.2%	16.1%	-3.0%
JEC	7/31/09	40.98	40.27	-	98.81	1.10	-1.7%	16.1%	-17.9%
NPSP	7/31/09	3.89	3.39	-	98.81	1.10	-12.9%	16.1%	-29.0%
ASGN	7/31/09	4.23	7.14	-	98.81	1.10	68.8%	16.1%	52.7%
AGX	8/7/09	12.35	14.27	-	98.81	1.10	15.5%	16.1%	-0.6%
BBND	8/7/09	4.00	3.39	-	98.81	1.10	-15.3%	16.1%	-31.4%
LHCG	8/7/09	24.55	31.82	-	98.81	1.10	29.6%	16.1%	13.5%
RGR	8/7/09	11.45	11.20	-	98.81	1.10	-2.2%	16.1%	-18.3%
PRIM	8/7/09	6.95	7.97	0.05	100.79	1.10	15.4%	13.8%	1.6%
SEPR	8/7/09	18.12	23.00	-	100.79	1.10	26.9%	13.8%	13.1%
CEU	8/21/09	5.10	6.95	-	102.96	1.10	36.3%	11.4%	24.8%
CYTK	8/21/09	3.04	3.32	-	102.96	1.10	9.2%	11.4%	-2.2%
CMFO	8/28/09	4.55	7.30	-	102.96	1.10	60.4%	11.4%	49.0%
NAVR	9/4/09	1.79	2.06	-	102.60	1.10	14.8%	11.8%	3.0%
WTW	9/11/09	26.00	29.12	0.35	104.77	1.10	13.3%	9.5%	3.8%
MIPS	9/18/09	3.72	4.21	-	106.72	1.10	13.2%	7.5%	5.7%
ESI	10/30/09	90.35	99.96	-	103.56	0.59	10.6%	10.3%	0.3%
VRSK	10/30/09	27.43	28.95	-	103.56	0.59	5.5%	10.3%	-4.8%
APOL	11/6/09	55.99	60.37	-	107.13	0.59	7.8%	6.6%	1.2%
CBST	11/6/09	17.60	19.68	-	107.13	0.59	11.8%	6.6%	5.2%
SNTA	11/6/09	3.20	4.82	-	107.13	0.59	50.6%	6.6%	44.0%
IMMU	11/6/09	3.61	3.98	-	107.13	0.59	10.2%	6.6%	3.6%
PBH	11/13/09	6.95	7.80	-	109.62	0.59	12.2%	4.2%	8.0%
IDCC	11/20/09	23.56	25.72	-	109.43	0.59	9.2%	4.4%	4.8%
PDLI	11/27/09	6.63	6.79	-	109.57	0.59	2.4%	4.3%	-1.8%
CBPO	12/4/09	9.06	12.56	-	111.01	0.59	38.6%	2.9%	35.7%
XOMA	12/4/09	0.72	0.72	-	111.01	0.59	-0.6%	2.9%	-3.5%
SHE	12/31/09	5.15	9.01	-	111.44	-	75.0%	2.0%	73.0%
RAI	1/15/10	53.81	53.81	-	113.64	-	0.0%	0.0%	0.0%
TRMS	1/15/10	2.45	2.45	-	113.64	-	0.0%	0.0%	0.0%
SAI	1/15/10	18.90	18.90	-	113.64	-	0.0%	0.0%	0.0%
						Top 50 Portfolio
						Totals	22.7%	2.6%	20.0%
54.% of stocks beat the S&P 500 Benchmark						Closed	12.1%	-9.2%	21.3%
S&P C			113.64			Open	44.5%	27.0%	17.5%