Saturday, December 31, 2011

MFI Index Results

I created a year or so ago an MFI index, not unlike the S&P index. This is simply an index based upon 50 MFI stocks that is reconstituted at the start of each year. Here is how the index has fared versus the Russell 3000 by year and inception to date (note it starts in mid February of 2006 as that is when I started):

IWV Performance

ITD Annual
2006 9.65% 9.65%
2007 12.33% 2.45%
2008 -30.40% -38.04%
2009 -9.85% 29.53%
2010 4.84% 16.29%
2011 4.25% -0.56%



MFI Index Performance

ITD Annual
2006 15.03% 15.03%
2007 7.34% -6.69%
2008 -33.42% -37.97%
2009 -3.34% 45.18%
2010 18.67% 22.77%
2011 6.25% -10.47%

Here are the fifty stocks in the expiring index and how they performed (note the final price includes dividends earned during year):

Stock Start Last Week Current YTD Change Weekly Change
ARO 24.64 15.58 15.25 -38.1% -2.1%
AFAM 38.42 16.31 16.58 -56.8% 1.7%
AMED 33.50 10.91 10.91 -67.4% 0.0%
APOL 39.49 53.76 53.87 36.4% 0.2%
AGX 9.27 16.79 15.61 68.4% -7.0%
HRB 11.91 16.68 16.93 42.1% 1.5%
CSGS 18.94 14.86 14.71 -22.3% -1.0%
CRME 6.42 2.13 2.63 -59.0% 23.5%
CECO 20.73 7.86 7.97 -61.6% 1.4%
CHKE 18.81 13.42 12.47 -33.7% -7.1%
NEP 5.76 2.02 2.04 -64.6% 1.0%
CMTL 27.76 30.26 29.62 6.7% -2.1%
CNXT 1.63 2.38 2.38 46.0% 0.0%
CNU 4.68 6.45 6.45 37.8% 0.0%
COCO 5.21 2.33 2.17 -58.3% -6.9%
CRTX 5.79 5.76 5.60 -3.3% -2.8%
CBST 21.40 39.72 39.62 85.1% -0.3%
DELL 13.55 14.90 14.63 8.0% -1.8%
DLX 23.02 23.74 23.76 3.2% 0.1%
ELNK 8.60 6.51 6.49 -24.5% -0.3%
FRX 31.98 30.45 30.26 -5.4% -0.6%
SOLR 9.12 7.23 7.24 -20.6% 0.1%
GILD 36.24 38.43 38.43 6.0% 0.0%
IPXL 20.11 20.22 20.17 0.3% -0.2%
IDCC 41.64 43.49 43.97 5.6% 1.1%
LPS 29.52 15.51 15.45 -47.7% -0.4%
LINC 15.51 8.95 8.65 -44.2% -3.4%
LO 82.06 118.87 119.20 45.3% 0.3%
MFW 23.10 25.02 25.02 8.3% 0.0%
MRX 26.79 34.10 33.57 25.3% -1.6%
MSFT 27.91 26.71 26.64 -4.6% -0.3%
MPAA 13.04 7.39 7.50 -42.5% 1.5%
TNDM 14.44 10.69 10.69 -26.0% 0.0%
OSK 35.24 22.76 21.37 -39.4% -6.1%
PDLI 6.23 6.76 6.80 9.1% 0.6%
PWER 10.20 3.83 3.91 -61.7% 2.1%
PPD 60.25 66.50 66.50 10.4% 0.0%
PRSC 16.07 13.71 13.76 -14.4% 0.4%
RTN 46.34 50.04 50.06 8.0% 0.0%
SNDK 49.86 50.52 49.21 -1.3% -2.6%
SCEI 6.61 1.07 1.00 -84.9% -6.5%
SUPG 2.62 1.66 1.89 -27.9% 13.9%
TNAV 7.28 8.07 7.81 7.3% -3.2%
TER 14.04 13.75 13.62 -3.0% -0.9%
TSRA 22.15 16.79 16.75 -24.4% -0.2%
USMO 17.77 15.15 14.87 -16.3% -1.8%
UIS 25.89 20.27 19.70 -23.9% -2.8%
UNTD 6.60 6.04 5.84 -11.5% -3.3%
VECO 42.96 21.32 20.80 -51.6% -2.4%
VPHM 17.32 27.77 27.39 58.1% -1.4%
Totals 11,867 10,705 10,625 -10.5% -0.74%

Upcoming Year

Here are the stocks comprising the index for the upcoming year along with starting pricies and shares for those of you that want to play along at home.

Stock Start Price Shares
AFAM 16.58 12.82
AMED 10.91 19.49
APOL 53.87 3.95
AMAT 10.71 19.85
ASTX 1.89 112.50
CJES 20.93 10.16
CPLA 36.05 5.90
CECO 7.97 26.68
CRAY 6.47 32.86
CPIX 5.38 39.52
DELL 14.63 14.53
DLX 22.76 9.34
DLB 30.51 6.97
XLS 9.05 23.49
EXPE 29.02 7.33
FRX 30.26 7.03
GTAT 7.24 29.37
GME 24.13 8.81
GTIV 6.75 31.50
GNI 110.25 1.93
ESI 56.89 3.74
KLAC 48.25 4.41
KLIC 9.25 22.99
LRCX 37.02 5.74
LPS 15.07 14.11
MEDW 12.82 16.58
MANT 31.24 6.81
MDF 7.47 28.46
MSFT 25.96 8.19
MNTA 17.39 12.23
NSU 5.53 38.45
NOC 58.48 3.64
NVMI 7.37 28.85
PDLI 6.20 34.29
PETS 10.38 20.48
PWER 3.91 54.38
RTN 48.38 4.39
SAI 12.29 17.30
SNDK 49.21 4.32
SAVE 15.60 13.63
TNAV 7.81 27.22
TER 13.63 15.60
TSRA 16.75 12.69
USMO 13.87 15.33
USNA 30.37 7.00
UIS 19.71 10.79
EGY 6.04 35.20
VECO 20.80 10.22
VPHM 27.39 7.76
VG 2.45 86.78