Sunday, April 24, 2011

Ranking of All Time MFI Stocks

Ranking of MFI Stocks

As my fourteen (or to show my limited linguistic skills go, quatorze, catorce or vierzehn) followers know, I create a tracking portfolio of 50 stocks, that are 100m or greater once every month and then hold them hypothetically for a year.

As I have been doing this since January 2006, as you might expect I have created a pretty large data base of stock "years".

I thought it might be almost interesting to look at all stocks that have been on the list at least eight times and rank them from best to worst on average annual return.

So without further ado, I present "the list":

Stock Average of Percent Change Count of Stock
CTCM 152.5% 9
deck 129.0% 12
QCOR 103.3% 15
IPHS 92.9% 9
FDG 86.6% 13
COH 78.0% 8
PCU 73.4% 11
CBI 63.9% 12
TRA 61.9% 17
GTLS 59.3% 13
HLF 56.7% 22
EXBD 56.7% 12
FCX 55.0% 11
trlg 52.6% 12
RGR 49.7% 8
SNTA 49.2% 12
IDCC 46.5% 14
DLX 44.3% 42
MVL 44.3% 10
ttt 43.8% 15
CBST 43.1% 8
VCLK 41.6% 12
CF 40.1% 15
CBPO 39.3% 8
CNXT 38.0% 8
NTRI 34.3% 18
ENDP 33.9% 19
TNAV 33.3% 11
SOLR 32.6% 27
KBR 31.2% 10
IPXL 30.8% 12
JH 30.1% 9
CNU 29.1% 16
AXCA 28.4% 10
BPT 28.3% 10
FLR 26.1% 10
MRX 24.9% 27
JCOM 24.0% 15
DELL 23.5% 12
GNI 22.9% 11
pncl 22.5% 19
VGR 20.8% 10
LO 19.8% 25
FWLT 19.5% 18
UIS 18.1% 15
FTD 17.5% 19
TNDM 17.0% 9
NUE 16.2% 11
EME 16.1% 28
PDLI 16.0% 17
USMO 16.0% 48
ASPV 15.3% 14
PPD 14.9% 43
GME 14.2% 15
SNDK 13.2% 10
HRB 12.7% 18
MDP 12.6% 11
ovti 12.5% 13
NSR 12.3% 9
SNTS 11.6% 9
MLHR 11.2% 12
VPHM 11.0% 44
ICFI 10.7% 16
LHCG 10.6% 8
CECO 10.0% 18
FIX 9.8% 13
cmtl 9.5% 9
GHM 9.4% 15
csgs 8.7% 16
SWIR 8.5% 9
OSK 8.3% 12
play 7.8% 8
AFAM 7.4% 13
PRGX 6.0% 10
IMMU 5.1% 12
FRX 5.1% 25
hnr 5.0% 12
TCK 4.7% 14
ARO 4.6% 18
BVF 4.1% 27
pwei 4.0% 12
ELNK 3.9% 34
CVCO 3.7% 10
SUPG 3.1% 8
AGX 2.8% 12
debs 2.4% 14
ACN 2.3% 11
CHKE 1.9% 29
HSII 1.6% 26
RTN -0.5% 21
MHP -1.8% 10
KFY -1.9% 42
MSFT -2.4% 8
EGY -2.7% 39
mstr -2.9% 10
VALU -3.0% 26
TSRA -3.1% 18
WNR -3.2% 10
LRCX -4.2% 10
amed -4.3% 23
UNTD -5.0% 41
JAKK -5.4% 12
pbh -5.7% 14
SAI -6.6% 8
tpc -7.3% 11
PRSC -8.1% 14
FTO -9.1% 27
lrw -11.3% 11
SIMG -12.3% 9
UEPS -13.6% 14
KG -13.7% 37
SHOO -14.4% 8
APOL -14.5% 17
CRYP -15.5% 8
EPAX -16.6% 8
VRGY -17.2% 17
AEO -17.3% 20
HOC -17.5% 19
PALM -17.6% 11
CSKI -20.6% 23
bbsi -24.5% 28
DTPI -24.5% 9
CONN -25.9% 11
KSWS -26.5% 15
rail -32.4% 22
VCI -33.9% 11
AVCI -34.6% 11
MTEX -34.7% 20
SCMP -34.9% 10
PACR -36.3% 29
NOOF -38.1% 18
UTA -38.6% 12
CUTR -41.3% 8
gvhr -41.9% 9
TZOO -42.2% 15
XJT -46.2% 8
IVAC -50.8% 11
CITP -50.9% 10
CEU -51.2% 12
HLYS -59.1% 13
WON -61.9% 15
LCAV -63.6% 9
opmr -64.0% 8
JTX -65.1% 15
TRID -68.4% 9
CHCG.OB -71.5% 9
HBMFF.PK -71.9% 10
SCSS -93.1% 8

So as the average stock is up 7.9%, it looks like OSK and PLAY are the most average of all stocks.

Then here are the details of the two best and the two worst

The Good

Date Stock Initial Price End Price Percent Change Mkt Cap
7/29/2009 CTCM 11.36 18.03 59% 1,744
6/29/2009 CTCM 12.25 14.72 20% 1,879
5/29/2009 CTCM 9.87 14.63 48% 1,508
4/24/2009 CTCM 8.17 19.53 139% 1,248
3/27/2009 CTCM 4.66 16.37 251% 709
1/23/2009 CTCM 4.00 14.68 267% 609
12/26/2008 CTCM 4.85 14.90 207% 738
11/26/2008 CTCM 4.04 14.68 263% 615
10/31/2008 CTCM 7.40 16.08 117% 1,126

Date Stock Initial Price End Price Percent Change Mkt Cap
3/25/2010 deck 45.49 83.00 82% 1,756
2/26/2010 deck 40.07 88.30 120% 1,545
7/29/2009 deck 22.71 50.89 124% 894
6/29/2009 deck 70.20 146.39 109% 921
5/29/2009 deck 57.96 144.72 150% 760
4/24/2009 deck 59.45 157.21 164% 779
3/27/2009 deck 53.24 137.73 159% 697
2/27/2009 deck 41.27 120.20 191% 539
2/27/2007 deck 61.45 127.87 108% 771
5/31/2006 deck 35.46 86.87 145% 445
5/12/2006 deck 37.76 80.18 112% 474
3/29/2006 deck 39.71 72.86 83% 499

The Bad

Date Stock Initial Price End Price Percent Change Mkt Cap
3/24/2008 SCSS 3.93 0.46 -88% 175
2/26/2008 SCSS 5.08 0.20 -96% 227
1/25/2008 SCSS 6.96 0.29 -96% 311
12/28/2007 SCSS 7.15 0.23 -97% 319
11/28/2007 SCSS 10.85 0.32 -97% 484
11/2/2007 SCSS 11.24 0.48 -96% 502
7/3/2007 SCSS 16.52 1.63 -90% 819
5/29/2007 SCSS 17.88 2.67 -85% 886

Date Stock Initial Price End Price Percent Change Mkt Cap
3/24/2008 HBMFF.PK 16.12 5.05 -0.686724566 2,053
2/26/2008 HBMFF.PK 19.90 4.41 -0.77839196 2,533
1/25/2008 HBMFF.PK 18.09 3.56 -0.803427308 2,249
12/28/2007 HBMFF.PK 20.01 2.45 -0.877561219 2,547
11/28/2007 HBMFF.PK 21.34 3.04 -0.857324274 2,731
11/2/2007 HBMFF.PK 28.26 4.62 -0.836518047 3,592
9/27/2007 HBMFF.PK 25.29 6.81 -0.730814551 3,215
8/30/2007 HBMFF.PK 22.49 10.28 -0.542907959 2,767
7/30/2007 HBMFF.PK 24.63 9.16 -0.6281892 3,156
7/3/2007 HBMFF.PK 25.29 13.93 -0.449201265 2,852

The Ugly

By far the worst is actually IAR (which I sadly bought and it was my biggest mistake before the RTOs) but it didn't show up as it made the list 6 times as IAR and 6 times as IAR.PK. On average it was down 97.2%.

Interestingly, the two "bad" stocks: HBMFF and SCSS both ended up recovering. SCSS is back over $17 (you'd have done well to have bought at 28 cents!). HBMFF (now HBM) is around $16 today.

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