Monday, June 13, 2011

Top 200 June 10th 2011

Traveling in Europe again. Posts will be abbreviated.

Ticker Rank Date Stock Price Market Cap Earnings Yield ROIC Yahoo Yield
TRMS 1 6/12 2.84 63 136% 1498% 0.0%
AGX 2 6/12 8.95 122 34% 1150% 0.0%
TTHI 3 6/12 3.01 70 29% 2811% 0.0%
STV 4 6/12 5.77 340 29% 2097% 0.0%
POZN 5 6/12 4.48 134 25% 7128% 0.0%
MAIL 6 6/12 6.75 68 30% 913% 18.5%
PDLI 7 6/12 5.85 1,082 21% 489977% 11.1%
DEPO 8 6/12 8.24 459 21% 8922% 0.0%
SUPG 9 6/12 2.90 177 27% 396% 0.0%
TSRA 10 6/12 15.87 814 33% 266% 0.0%
VECO 11 6/12 52.68 2,241 21% 403% 0.0%
SOLR 12 6/12 12.40 1,585 20% 505% 0.0%
BPI 13 6/12 23.48 1,376 21% 372% 0.0%
ESI 14 6/12 82.13 2,407 24% 311% 0.0%
IDCC 15 6/12 35.91 1,647 17% 2515% 0.3%
XNY 16 6/12 3.58 208 57% 195% 0.0%
APOL 17 6/12 43.59 6,205 25% 219% 0.0%
CRAY 18 6/12 6.00 209 35% 175% 0.0%
ASYS 19 6/12 18.54 181 37% 163% 0.0%
SNDK 20 6/12 42.53 10,352 17% 366% 0.0%
PPD 21 6/12 66.32 649 18% 255% 0.0%
VPHM 22 6/12 17.76 1,704 17% 288% 0.0%
TNAV 23 6/12 14.43 652 15% 772% 0.0%
TRIT 24 6/12 7.36 60 27% 156% 0.0%
UIS 25 6/12 24.76 1,061 25% 160% 0.0%
AFAM 26 6/12 27.72 259 24% 165% 0.0%
BSQR 27 6/12 6.14 72 15% 654% 0.0%
PRSC 28 6/12 13.05 174 18% 216% 0.0%
MNDO 29 6/12 2.77 52 14% 698% 11.6%
RIGL 30 6/12 7.82 409 14% 744% 0.0%
FRX 31 6/12 37.95 10,955 20% 183% 0.0%
TIXC 32 6/12 - - 29% 140% 0.0%
MSFT 33 6/12 23.71 201,730 16% 338% 2.6%
CPLA 34 6/12 45.38 739 17% 220% 0.0%
RIMG 35 6/12 13.52 129 115% 109% 0.7%
GA 36 6/12 7.41 1,736 14% 576% 2.4%
OSK 37 6/12 25.95 2,382 28% 127% 0.0%
DELL 38 6/12 15.47 29,739 17% 219% 0.0%
KLIC 39 6/12 10.48 766 30% 115% 0.0%
PRX 40 6/12 32.63 1,158 17% 208% 0.0%
LPS 41 6/12 23.77 2,095 17% 197% 1.7%
PWER 42 6/12 8.10 1,141 34% 112% 0.0%
NOK 43 6/12 6.29 23,361 22% 131% 8.7%
SPRD 44 6/12 14.68 810 15% 312% 0.0%
USMO 45 6/12 15.13 338 17% 177% 13.2%
ACAD 46 6/12 1.75 88 13% 2450% 0.0%
AMED 47 6/12 26.58 767 21% 121% 0.0%
UEPS 48 6/12 8.01 365 21% 123% 0.0%
CHKE 49 6/12 17.21 153 12% 1140% 6.7%
CECO 50 6/12 21.20 1,627 27% 108% 0.0%
GNI 51 6/12 101.00 152 13% 435% 12.4%
GAME 52 6/12 6.35 1,805 13% 617% 0.0%
CYOU 53 6/12 36.91 1,965 13% 400% 0.0%
RIMM 54 6/12 36.56 19,170 27% 105% 0.0%
CMTL 55 6/12 23.82 771 30% 100% 3.2%
MBND 56 6/12 3.26 34 15% 205% 0.0%
TNH 57 6/12 126.48 2,340 13% 350% 7.9%
CREG 58 6/12 1.90 105 20% 120% 0.0%
HRB 59 6/12 15.39 4,696 14% 257% 3.9%
IPXL 60 6/12 20.70 1,388 20% 119% 0.0%
ARO 61 6/12 17.40 1,452 26% 100% 0.0%
CNU 62 6/12 4.17 261 18% 127% 0.0%
LIWA 63 6/12 6.25 189 59% 84% 0.0%
NVMI 64 6/12 10.12 273 13% 340% 0.0%
CSCO 65 6/12 15.12 83,719 14% 217% 0.4%
UNTD 66 6/12 5.51 484 15% 177% 7.3%
USNA 67 6/12 26.98 438 18% 125% 0.0%
LAS 68 6/12 4.81 142 70% 82% 0.0%
LRCX 69 6/12 44.48 5,573 19% 114% 0.0%
LTXC 70 6/12 8.45 426 18% 116% 0.0%
TER 71 6/12 14.21 3,298 16% 140% 0.0%
AZN 72 6/12 50.28 70,593 18% 122% 5.1%
DLX 73 6/12 22.40 1,162 14% 223% 4.5%
PETS 74 6/12 11.80 263 16% 136% 4.2%
RTN 75 6/12 48.28 17,419 16% 139% 3.2%
LO 76 6/12 99.85 14,472 12% 735% 4.9%
GME 77 6/12 26.26 3,774 18% 105% 0.0%
WSTG 78 6/12 13.73 64 15% 155% 5.8%
OMPI 79 6/12 9.20 170 16% 133% 0.0%
CBPO 80 6/12 11.04 283 22% 89% 0.0%
MSN 81 6/12 2.03 55 49% 73% 0.0%
GEDU 82 6/12 4.80 125 50% 72% 0.0%
RLRN 83 6/12 10.40 305 12% 540% 22.3%
MEDW 84 6/12 11.10 91 12% 688% 0.0%
KLAC 85 6/12 39.95 6,844 18% 101% 1.9%
CHOP 86 6/12 3.68 181 127% 67% 0.0%
NOC 87 6/12 62.51 18,559 16% 106% 13.2%
EGY 88 6/12 6.26 365 33% 71% 0.0%
LINC 89 6/12 14.38 322 34% 69% 3.5%
MNTA 90 6/12 18.51 932 15% 130% 0.0%
MFW 91 6/12 16.96 331 13% 160% 0.0%
AMAT 92 6/12 12.58 16,769 17% 93% 2.3%
MRX 93 6/12 36.02 2,355 11% 856% 0.7%
AHCI 94 6/12 2.27 99 21% 76% 0.0%
EDS 95 6/12 5.95 196 119% 63% 0.0%
CNTF 96 6/12 4.29 227 343% 62% 0.0%
MDP 97 6/12 29.72 1,367 14% 123% #VALUE!
STRA 98 6/12 130.30 1,667 13% 181% 2.9%
ELNK 99 6/12 7.43 815 20% 74% 7.1%
EME 100 6/12 28.30 1,941 15% 103% 0.0%
LHCG 101 6/12 23.68 435 17% 85% 0.0%
NEP 102 6/12 3.24 102 146% 59% 0.0%
MPAA 103 6/12 15.40 191 12% 183% 0.0%
GFRE 104 6/12 2.90 103 407% 58% 0.0%
MKSI 105 6/12 24.49 1,283 26% 66% 0.6%
MIPS 106 6/12 6.46 355 10% 1265% 0.0%
HPQ 107 6/12 35.25 76,986 15% 99% 0.9%
NSR 108 6/12 25.76 1,939 13% 149% 0.0%
CEL 109 6/12 29.80 2,965 15% 93% 9.4%
CSGS 110 6/12 18.04 598 14% 102% 0.0%
INTC 111 6/12 21.38 119,856 15% 85% 3.2%
RGR 112 6/12 19.05 361 15% 86% 1.7%
CA 113 6/12 21.51 10,863 11% 289% 0.8%
GPS 114 6/12 17.72 10,419 20% 64% 2.3%
CEPH 115 6/12 79.68 6,361 14% 99% 0.0%
MRVL 116 6/12 14.40 9,463 12% 155% 0.0%
GTIV 117 6/12 20.51 631 12% 126% 0.0%
DV 118 6/12 56.86 3,996 13% 111% 0.4%
CPIX 119 6/12 4.86 101 17% 70% 0.0%
V 120 6/12 74.69 53,329 11% 345% #VALUE!
MHP 121 6/12 40.84 12,644 11% 268% 2.4%
KIRK 122 6/12 11.65 241 24% 59% 0.0%
SAI 123 6/12 16.20 5,638 15% 81% 0.0%
ADI 124 6/12 37.87 11,725 12% 143% 2.4%
GD 125 6/12 69.37 26,108 15% 82% 2.5%
HITK 126 6/12 25.94 334 19% 64% 0.0%
DM 127 6/12 9.21 280 11% 183% 0.0%
CUB 128 6/12 48.82 1,305 11% 208% 0.6%
NTES 129 6/12 41.75 5,467 10% 351% 0.0%
BKE 130 6/12 39.16 1,851 13% 104% 8.4%
GILD 131 6/12 40.23 32,661 11% 160% 0.0%
CNH 132 6/12 38.05 9,170 35% 53% 0.0%
GMAN 133 6/12 16.81 324 13% 97% 0.0%
HRS 134 6/12 45.23 5,699 15% 74% 2.2%
LPH 135 6/12 1.44 147 76% 50% 0.0%
NVLS 136 6/12 33.85 3,143 15% 74% 0.0%
CNGL 137 6/12 1.60 65 73% 49% 0.0%
EXPR 138 6/12 19.31 1,714 12% 112% 0.0%
LXK 139 6/12 26.81 2,139 29% 53% 0.0%
TRLG 140 6/12 24.90 624 16% 67% 0.0%
CLCT 141 6/12 14.45 113 10% 788% 8.8%
MANT 142 6/12 42.33 1,551 13% 86% 0.0%
COCO 143 6/12 4.25 360 33% 52% #VALUE!
WINA 144 6/12 36.25 189 10% 229% 0.2%
DLB 145 6/12 44.18 5,008 10% 229% 0.0%
LMT 146 6/12 77.30 27,256 13% 88% #VALUE!
LLY 147 6/12 37.05 41,201 17% 63% 5.3%
YONG 148 6/12 4.67 229 33% 50% 0.0%
MDCO 149 6/12 17.30 936 10% 279% 0.0%
PWRD 150 6/12 20.22 1,068 15% 67% 0.0%
GCI 151 6/12 13.39 3,258 19% 57% 1.2%
SBGI 152 6/12 9.25 748 13% 83% 2.6%
MED 153 6/12 21.87 319 12% 98% 0.0%
DNB 154 6/12 75.74 3,787 10% 874% 1.9%
IILG 155 6/12 12.71 738 10% 200% 0.0%
MY 156 6/12 5.63 704 34% 48% 0.0%
PRM 157 6/12 7.08 317 10% 291% 4.0%
UG 158 6/12 14.89 68 11% 183% 4.6%
SPU 159 6/12 2.18 58 601% 44% 0.0%
CMFO 160 6/12 2.82 82 58% 46% 0.0%
LLTC 161 6/12 31.58 7,367 11% 160% 3.0%
BLC 162 6/12 7.00 724 13% 84% 0.0%
LEA 163 6/12 48.32 5,230 15% 62% 0.3%
CGA 164 6/12 4.06 109 77% 44% 0.0%
CHBT 165 6/12 3.78 90 159% 44% 0.0%
MCRL 166 6/12 10.80 681 13% 75% 1.3%
WU 167 6/12 19.63 12,801 9% 711% 1.3%
APAC 168 6/12 5.51 295 15% 64% 0.0%
DISH 169 6/12 28.05 12,590 13% 71% 0.0%
MGIC 170 6/12 4.38 162 9% 587% 0.0%
HHS 171 6/12 8.00 514 14% 68% 3.9%
DGIT 172 6/12 29.71 835 11% 103% 0.0%
STAN 173 6/12 14.95 241 10% 205% 0.0%
SYNA 174 6/12 26.47 936 11% 112% 0.0%
GIII 175 6/12 33.12 653 15% 59% 0.0%
CMLS 176 6/12 3.51 146 11% 140% 0.0%
RAI 177 6/12 37.53 21,979 10% 247% 5.1%
INTX 178 6/12 15.46 302 12% 98% 3.9%
ASEI 179 6/12 79.37 739 12% 94% 1.9%
ICON 180 6/12 21.45 1,617 10% 365% 0.0%
BLUD 181 6/12 19.58 1,384 12% 93% 0.0%
SCLN 182 6/12 5.31 268 11% 110% 0.0%
BCDS 183 6/12 7.75 137 35% 44% 0.0%
MO 184 6/12 27.01 56,289 10% 283% 5.6%
BTM 185 6/12 28.63 5,629 23% 47% 5.8%
PTNR 186 6/12 16.23 2,552 13% 71% 13.0%
ASMI 187 6/12 37.98 2,436 16% 54% 1.5%
CVVT 188 6/12 2.77 99 68% 42% 0.0%
QNST 189 6/12 11.15 564 10% 280% 0.0%
QLGC 190 6/12 15.38 1,643 11% 103% 0.0%
VCI 191 6/12 28.78 1,506 11% 92% 0.0%
MA 192 6/12 267.03 34,981 9% 665% 0.2%
NUS 193 6/12 35.36 2,264 10% 133% 1.5%
AM 194 6/12 22.50 933 20% 47% 2.5%
TVL 195 6/12 4.27 241 13% 66% 0.0%
VCLK 196 6/12 16.01 1,307 9% 794% 0.0%
LLL 197 6/12 78.88 8,637 14% 61% 2.2%
NPK 198 6/12 96.60 664 17% 50% 8.5%
SOHU 199 6/12 69.39 2,690 10% 158% 0.0%
AOL 200 6/12 19.43 2,096 16% 52% 0.0%

Actual Top 50 Placements

Ticker Mkt Cap Date My Ranking
ACAD 85.67 9-Jun 46
AFAM 263.78 9-Jun 26
AMED 822.99 9-Jun 47
APOL 6,298.50 9-Jun 17
AGX 123.48 9-Jun 2
BSQR 64.20 9-Jun 27
HRB 4,813.79 9-Jun 59
CPLA 745.84 9-Jun 34
CECO 1,719.37 9-Jun 50
CHKE 156.75 9-Jun 49
CMTL 626.30 9-Jun 55
CNU 254.00 9-Jun 62
CRAY 217.78 9-Jun 18
DELL 29,757.33 9-Jun 38
DLX 1,169.75 9-Jun 73
DEPO 451.22 9-Jun 8
FRX 10,832.47 9-Jun 31
SOLR 1,529.56 9-Jun 12
GNI 149.64 9-Jun 51
ESI 2,314.93 9-Jun 14
IPXL 1,373.17 9-Jun 60
IDCC 1,648.36 9-Jun 15
KLIC 771.99 9-Jun 39
LRCX 5,591.59 9-Jun 69
LPS 2,115.43 9-Jun 41
MRX 2,175.31 9-Jun 93
MSFT 202,006.76 9-Jun 33
MNDO 54.00 9-Jun 29
NVMI 260.35 9-Jun 64
OSK 2,419.40 9-Jun 37
PDLI 849.01 9-Jun 7
PRX 1,184.93 9-Jun 40
PWER 847.18 9-Jun 42
POZN 139.95 9-Jun 5
PPD 650.48 9-Jun 21
PRSC 166.55 9-Jun 28
RIGL 416.66 9-Jun 30
SNDK 10,135.75 9-Jun 20
SUPG 184.73 9-Jun 9
TNAV 627.62 9-Jun 23
TER 2,702.80 9-Jun 71
TSRA 827.53 9-Jun 10
TTHI 72.90 9-Jun 3
TRMS 62.48 9-Jun 1
USMO 338.97 9-Jun 45
USNA 428.50 9-Jun 67
UIS 1,096.03 9-Jun 25
UNTD 486.41 9-Jun 66
VECO 2,115.17 9-Jun 11
VPHM 1,394.59 9-Jun 22

Looks pretty good!

I do not have my file for complete update, but it has been a rough spell of late and I am sadly back in the red by about 1%. That is depressing just to write. Five+ years at this, and granted I have made some mistakes, but I haven't made a penny.

All my tracking portfolios are sinking as well... oh well. My open mechanical portfolios are down to the S&P by about 7%. When JG said that the formula doesn't always work and that people would get discouraged... he was right. Of my 12 open tracking portfolios, only 3 are beating the Russell 3000 and none are ahead by more than a point. The June 29th is down by 12 points and the July 29th is trailing by 13 points. It isn't just me...

3 comments:

Marcus Paulo said...

Hi Marsh,
I think that on the long run the Magic Formula will outperform the market, however it will not double market returns. Value investing traditionally outperforms the US market by 3-5 percentage points (maybe transaction costs will eat this advantage).
So, maybe, we'll have to improve the formula (using Graham rules, Piotroski F_Score, etc.)
Are you already buying MFI-Dividend stocks or are you buying traditional MFI stocks?
What do you think?
Thanks!

sleepswell said...

Marsh,

Can you please post a detailed explanation to enable a better understanding of your mechanical spreadsheet? Specifically, if you're picking top 50 portfolios, I'm not sure why you are listing single stocks (sometimes one at a date, sometimes 5 at a date). Thanks so much -- by the way, do you have an email address?

Thanks!

Marsh_Gerda said...

My top 50 mechanical portfolio looks every week at the top 50 list. If a stock is new to that list over the past 52 weeks, I add it to my mechanical portfolio. Stocks fall off the list when they have been held for a year.

Top 30 is the same.

You can send emails to marsh_gerda@yahoo.com

To the first comment/question - I would say I am buying traditional MFI stocks.