Sunday, May 02, 2010

MFI Snapshot and Super Saver

First the good news... I picked Super Saver to win the Derby! Always fun for us. I am a horse racing fan, we actually were at the Derby last year.

Second, I decided to take the pulse of the MFI stock universe. As my faithful readers (getting up to about 60 now! Tell your friends, families and neighbors), I have a "Cruncher Program" which calculates the key statistics of a group of stocks, similar to the MFI website. Once every few months, I run it against the top 30 (I probably need to move to the top 50) and rank them and look at the median factors (note, ABC clearly has issues in their data and TTT zeros out). To me, it seems that stocks are not as expensive as a month ago).


Stock EY ROC EY Rank ROC Rank Sum

ABC 205% 2918% 1 3 4

SNTA 73% 2025% 2 4 6

BDSI 60% 1123% 3 6 9

SNTS 21% 3902% 10 2 12

PDLI 19% 170668% 12 1 13

CYTK 26% 752% 6 11 17

UEPS 16% 1257% 16 5 21

ONTY 17% 772% 15 10 25

OSK 22% 254% 8 18 26

SMED 23% 235% 7 20 27

USMO 29% 155% 5 25 30

TRMS 57% 111% 4 28 32

UIS 22% 170% 9 24 33

IMMU 14% 731% 21 12 33

SOLR 16% 590% 18 15 33

CEU 20% 196% 11 23 34

CHKE 12% 854% 26 8 34

JCOM 12% 777% 25 9 34

WTW 11% 1114% 28 7 35

LO 14% 684% 22 14 36

VSNT 13% 720% 24 13 37

PRSC 15% 247% 19 19 38

CBPO 19% 128% 13 27 40

EME 17% 149% 14 26 40

UNTD 15% 233% 20 21 41

QDEL 12% 277% 27 17 44

VCLK 10% 513% 29 16 45

DLX 13% 204% 23 22 45

SVA 16% 94% 17 29 46

TTT 0% 0% 30 30 60
30-Apr Median 16.8% 551%









3/19/10 Median 15.6% 321%









2/19/10 Median 18.8% 329%









11/06/09 Median 16.1% 229%









07/31/09 Median 19.7% 212%









04/16/09 Median 27.1% 228%


4 comments:

Homer315 said...

What makes you say they're not as cheap when the EY is higher now than a month ago?

Homer315 said...

Whooops. Back to the old reading comprehension drawing board.....

drew said...

Your rankings don't make sense to me. Some with higher EY are ranked lower. Why is that?

Marsh_Gerda said...

Drew - they are not ranked by EY alone. The book says to firat sort in descending EY order and score them 1 through 30. Then sort in descending ROC order and score them 1 to 30. Then you add the EY score and the ROC score and rank them based on that sum from lowest to highest.

MG