Top 30 Ranking

Now that I wrote my Cruncher worksheet, I can enter any group of stock symbols (up to 500) and let my computer whirl for a while and it calculates the earnings yield and return on capital for each of the stocks and then ranks each stock for each statistic within that group (not necessarily the same as against entire stock universe) and then does the JG adding and total ranking.

I ran the top 30 over 50m through the worksheet last night. I think today I will run the top 50 through the workbook as well. My purpose is to try and compare how the statistics change over time to give some feeling as to how the stocks are valued over time. The problem is that the ROIC is such a volatile statistic (as working capital goes to zero it goes to infinity) that it is difficult to use in averages and such, So I think the medians are more telling. I think in a top 50 ranking they will be even more telling, which is why I am going to start that today. I do have one other idea on how to compare, which is to use JGs own method, that is ranking within the ranking. Without further adieu, here is what I have so far.

Top 30 ranking:

Stock	EY	ROC	EY Rank	ROC Rank	Sum
SNTA	62%	2025%	2	3	5
PDLI	18%	173754%	6	1	7
SMED	29%	338%	7	6	13
EME	22%	304%	5	11	16
UEPS	14%	1257%	1	16	17
SOLR	19%	590%	9	12	21
SNTS	13%	3902%	22	2	24
TSRA	19%	277%	20	5	25
USMO	35%	155%	3	23	26
IMMU	14%	731%	12	15	27
ONTY	14%	772%	16	13	29
PPD	21%	187%	15	14	29
KHD	36%	140%	13	17	30
PVSW	15%	526%	10	20	30
WTW	12%	1114%	4	29	33
JCOM	12%	777%	30	4	34
PRSC	16%	275%	27	7	34
FRX	21%	176%	26	9	35
CHKE	13%	725%	25	10	35
IDCC	19%	180%	11	24	35
XOMA	27%	119%	8	27	35
UNTD	15%	233%	29	8	37
LO	13%	650%	18	19	37
CBPO	20%	120%	14	26	40
PRGX	14%	196%	23	21	44
CEU	14%	207%	19	25	44
VCLK	12%	571%	28	18	46
FLR	18%	134%	24	22	46
VSNT	10%	513%	17	30	47
DLX	13%	187%	21	28	49

Comparison with various points in time:

3/19/10	Average	19%	6371%
	Median	16%	321%
2/19/10	Average	25%	5599%
	Median	19%	329%
11/06/09	Average	46%	770%
	Median	16%	229%
07/31/09	Average	37%	588%
	Median	20%	212%
04/16/09	Average	45%	740%
	Median	27%	228%

Here is the rankings of each 30 stocks for the 5 time periods:

Stock	Date	EY	ROC	EY Rank	ROC Rank	Sum
SNTA	3/19/2010	62%	2025%	10	11	21
SNTA	11/7/2009	83%	1354%	8	16	24
SNTA	2/19/2010	56%	1354%	11	17	28
snta	1/7/2010	52%	1354%	13	18	31
qlti	4/16/2009	177%	988%	5	26	31
vsnt	4/16/2009	31%	1581%	29	12	41
ptie	4/16/2009	50%	825%	14	31	45
scmp	4/16/2009	27%	1512%	39	13	52
msb	4/16/2009	27%	2890%	44	10	54
ptie	7/31/2009	34%	825%	25	32	57
QCOR	11/7/2009	24%	10939%	54	4	58
qcor	4/16/2009	25%	7841%	51	7	58
pdli	1/7/2010	22%	145094%	65	2	67
vsnt	7/31/2009	25%	1287%	50	19	69
elnk	1/7/2010	44%	658%	15	54	69
PDLI	2/19/2010	21%	145094%	68	3	71
SMED	2/19/2010	20%	10939%	74	5	79
cytk	1/7/2010	29%	707%	35	46	81
khd	7/31/2009	318%	311%	2	79	81
scmp	7/31/2009	20%	1512%	72	14	86
SOLR	11/7/2009	23%	831%	56	30	86
khd	4/16/2009	176%	311%	6	80	86
PDLI	3/19/2010	18%	173754%	94	1	95
qcor	1/7/2010	18%	10939%	95	6	101
divx	4/16/2009	32%	323%	27	74	101
KHD	11/7/2009	794%	220%	1	101	102
prgx	4/16/2009	35%	303%	22	82	104
SMED	3/19/2010	29%	338%	34	72	106
EME	2/19/2010	27%	343%	42	69	111
qcor	7/31/2009	17%	7841%	108	8	116
solr	4/16/2009	20%	761%	81	37	118
EME	11/7/2009	26%	343%	48	70	118
prgx	7/31/2009	27%	303%	41	83	124
eme	1/7/2010	23%	343%	57	71	128
UEPS	2/19/2010	22%	338%	61	73	134
vclk	1/7/2010	17%	967%	109	27	136
endp	1/7/2010	18%	821%	103	33	136
hckt	4/16/2009	27%	244%	43	93	136
SOLR	2/19/2010	18%	821%	106	34	140
ghm	4/16/2009	28%	207%	36	105	141
mtxx	7/31/2009	187%	150%	3	138	141
EME	3/19/2010	22%	304%	62	81	143
ctcm	4/16/2009	20%	366%	80	67	147
ONTY	11/7/2009	15%	1371%	133	15	148
solr	7/31/2009	17%	761%	110	38	148
SOLR	3/19/2010	19%	590%	91	57	148
eme	7/31/2009	25%	225%	49	100	149
SNTS	2/19/2010	16%	914%	122	28	150
USMO	11/7/2009	40%	153%	17	134	151
usmo	1/7/2010	41%	153%	16	135	151
PRGX	11/7/2009	20%	321%	76	76	152
VSNT	11/7/2009	15%	1031%	128	25	153
USMO	2/19/2010	15%	1257%	132	22	154
ntri	4/16/2009	23%	237%	58	96	154
kfy	4/16/2009	25%	219%	52	102	154
TSRA	2/19/2010	39%	153%	18	136	154
USMO	3/19/2010	35%	155%	24	131	155
airv	4/16/2009	18%	514%	97	62	159
tra	4/16/2009	29%	156%	32	130	162
KHD	3/19/2010	36%	140%	21	142	163
UEPS	3/19/2010	14%	1257%	142	23	165
solr	1/7/2010	16%	689%	118	48	166
ONTY	2/19/2010	35%	140%	23	143	166
usmo	4/16/2009	37%	135%	20	146	166
SNTS	3/19/2010	13%	3902%	159	9	168
cray	4/16/2009	178%	103%	4	164	168
PPD	2/19/2010	20%	277%	83	86	169
KHD	2/19/2010	17%	590%	112	58	170
jcom	1/7/2010	15%	672%	125	51	176
ppd	4/16/2009	21%	192%	66	110	176
deck	4/16/2009	37%	114%	19	157	176
vsnt	1/7/2010	14%	914%	148	29	177
PVSW	2/19/2010	15%	731%	136	41	177
PRSC	2/19/2010	18%	321%	100	77	177
TSRA	3/19/2010	19%	277%	90	87	177
WTW	2/19/2010	159%	99%	7	170	177
eme	4/16/2009	27%	144%	38	141	179
tsra	1/7/2010	18%	279%	96	84	180
usmo	7/31/2009	29%	135%	33	147	180
IMMU	2/19/2010	22%	176%	59	122	181
prgx	1/7/2010	18%	321%	105	78	183
JCOM	2/19/2010	31%	119%	30	154	184
iphs	4/16/2009	64%	81%	9	176	185
PPD	3/19/2010	21%	187%	69	117	186
IMMU	3/19/2010	14%	731%	146	42	188
GIGM	11/7/2009	19%	237%	92	97	189
iphs	7/31/2009	55%	81%	12	177	189
PPD	11/7/2009	20%	188%	77	113	190
gni	7/31/2009	15%	497%	126	65	191
ONTY	3/19/2010	14%	772%	156	36	192
ghm	7/31/2009	26%	136%	47	145	192
AGX	11/7/2009	12%	1259%	172	21	193
IMMU	11/7/2009	14%	738%	155	39	194
FRX	3/19/2010	21%	176%	71	123	194
ueps	1/7/2010	11%	1275%	175	20	195
ctcm	7/31/2009	15%	366%	127	68	195
tsra	4/16/2009	19%	194%	86	109	195
XOMA	3/19/2010	27%	119%	40	155	195
int	4/16/2009	21%	171%	70	126	196
rgr	1/7/2010	30%	103%	31	165	196
WTW	3/19/2010	12%	1114%	173	24	197
khd	1/7/2010	24%	140%	53	144	197
divx	7/31/2009	15%	323%	123	75	198
FRX	2/19/2010	20%	188%	84	114	198
PVSW	3/19/2010	15%	526%	139	60	199
TSRA	11/7/2009	16%	279%	115	85	200
ppd	1/7/2010	19%	188%	85	115	200
fix	4/16/2009	32%	95%	28	173	201
PRSC	3/19/2010	16%	275%	113	89	202
RGR	11/7/2009	28%	103%	37	166	203
IDCC	2/19/2010	13%	725%	161	43	204
CHKE	2/19/2010	14%	672%	152	52	204
GHM	11/7/2009	18%	209%	101	103	204
ahci	4/16/2009	26%	112%	46	158	204
egy	7/31/2009	34%	74%	26	178	204
JCOM	3/19/2010	12%	777%	170	35	205
amed	11/7/2009	16%	246%	114	92	206
ppd	7/31/2009	18%	198%	99	107	206
lo	7/31/2009	13%	700%	160	47	207
JCOM	11/7/2009	14%	672%	154	53	207
CHKE	3/19/2010	13%	725%	164	44	208
untd	1/7/2010	16%	255%	119	90	209
IDCC	3/19/2010	19%	180%	88	121	209
immu	1/7/2010	12%	738%	171	40	211
hckt	7/31/2009	16%	244%	117	94	211
UNTD	2/19/2010	14%	526%	151	61	212
XOMA	2/19/2010	26%	103%	45	167	212
chke	1/7/2010	13%	725%	168	45	213
fwlt	7/31/2009	20%	146%	73	140	213
LO	11/7/2009	13%	674%	167	49	216
PVSW	11/7/2009	14%	464%	150	66	216
FIX	11/7/2009	22%	117%	60	156	216
PRGX	2/19/2010	13%	650%	163	55	218
lo	1/7/2010	13%	674%	169	50	219
PRIM	11/7/2009	20%	150%	82	137	219
LO	3/19/2010	13%	650%	166	56	222
CBPO	2/19/2010	19%	160%	93	129	222
br	7/31/2009	15%	277%	135	88	223
tra	7/31/2009	23%	100%	55	169	224
cf	1/7/2010	22%	109%	63	163	226
LO	2/19/2010	20%	120%	75	152	227
exbd	4/16/2009	21%	109%	67	161	228
UNTD	3/19/2010	15%	233%	130	99	229
int	7/31/2009	18%	171%	102	127	229
CBPO	3/19/2010	20%	120%	78	153	231
VM	11/7/2009	16%	189%	120	112	232
VCLK	3/19/2010	12%	571%	174	59	233
dyai.pk	1/7/2010	14%	251%	144	91	235
VSNT	2/19/2010	15%	242%	140	95	235
fix	7/31/2009	22%	95%	64	174	238
frx	1/7/2010	18%	155%	107	132	239
VSNT	3/19/2010	10%	513%	177	63	240
FLR	2/19/2010	10%	513%	178	64	242
CEU	2/19/2010	16%	171%	121	124	245
CEU	3/19/2010	14%	207%	143	104	247
VCLK	2/19/2010	19%	111%	89	159	248
PRGX	3/19/2010	14%	196%	141	108	249
FLR	3/19/2010	18%	134%	104	148	252
DLX	11/7/2009	15%	185%	134	119	253
dlx	7/31/2009	15%	187%	138	116	254
cbi	7/31/2009	20%	89%	79	175	254
gigm	7/31/2009	14%	237%	157	98	255
cski	7/31/2009	19%	100%	87	168	255
FLR	11/7/2009	17%	134%	111	149	260
exbd	7/31/2009	18%	109%	98	162	260
RTN	11/7/2009	15%	147%	124	139	263
dlx	1/7/2010	14%	185%	145	120	265
CEU	11/7/2009	13%	191%	165	111	276
jtx	7/31/2009	14%	169%	149	128	277
DLX	3/19/2010	13%	187%	162	118	280
JTX	11/7/2009	14%	153%	147	133	280
DLX	2/19/2010	15%	122%	131	150	281
she	1/7/2010	10%	199%	176	106	282
jtx	1/7/2010	14%	171%	158	125	283
CBI	11/7/2009	16%	99%	116	171	287
idcc	1/7/2010	15%	122%	137	151	288
CBST	11/7/2009	15%	110%	129	160	289
cbi	1/7/2010	14%	99%	153	172	325

Then here is the average ranking of each of the 5 time periods:

Row Labels	Average of Sum
4/16/2009	136
2/19/2010	179
1/7/2010	186
7/31/2009	188
3/19/2010	190
11/7/2009	193
Grand Total	179

So while this doesn't give us absolute values, it does show things on a relative basis. 4/16 was clearly when things were cheapest. Interestingly 11/7/09 was the least cheap.