Monday, January 06, 2014

A Look at 500 Stocks By Decile

Had a cool idea today.  I am going to go back to my top 200 listing as of December 7th, 2012.  I then have taken the first 50 stocks in each decile (there are approximately 2,000 stocks in total, so first decile is #1 to 50, second decile is #201 to 250 etc).  If a stock is no longer valid (like SAI is no longer a valid ticker), I dropped it and pick the next stock down (so #51).  My expectation is that as you go down the deciles, the results should theoretically be worse.

I will then share the results of all ten deciles, plus the individual stocks in each decile.

Drumroll - The Results

I was astonished at how well all of the deciles did.  To put it into perspective, the R3K from Dec 7th 2012 through January 3rd 2013 was up 33% in this time frame, so it has been a good run just overall.

Here is the first grouping, which should be the best:

Stock  Initial Price   End Price  Percent Change
IDCC              42.77           29.40 -31.3%
PDLI                6.92             8.61 24.4%
CYOU              23.37           31.46 34.6%
NTES              39.19           78.21 99.6%
QCOR              25.73           52.66 104.7%
BPI              10.10           17.02 68.5%
GA                4.80           10.93 127.7%
TNAV                8.06             6.47 -19.7%
ESI              18.81           35.08 86.5%
RPXC                9.80           16.87 72.1%
RDA              10.26           17.88 74.3%
UIS              17.52           32.98 88.2%
GTAT                3.22             9.32 189.4%
NTI              20.06           24.88 24.0%
GDOT              12.75           24.89 95.2%
WU              12.43           16.92 36.1%
DELL              10.23           13.86 35.5%
SPPI              10.88             8.48 -22.1%
TNH            202.50         144.47 -28.7%
APOL              20.44           27.03 32.2%
LPS              23.93           37.30 55.9%
CPLA              28.68           64.58 125.2%
STX              27.39           56.82 107.4%
MSFT              25.94           36.91 42.3%
WCRX              11.10           22.93 106.6%
JCOM              29.88           49.67 66.2%
SAVE              16.98           47.58 180.2%
MANT              24.14           29.93 24.0%
SPRD              17.12           30.93 80.7%
CSCO              18.91           21.98 16.2%
DLX              29.32           51.24 74.8%
RTN              55.40           88.82 60.3%
GME              25.99           49.24 89.5%
KLIC              11.68           13.13 12.4%
USNA              43.33           75.27 73.7%
EGY                8.09             6.65 -17.8%
CA              21.29           33.11 55.5%
AZN              45.47           58.86 29.4%
VG                2.47             3.29 33.2%
NSU                3.86             3.34 -13.5%
SOHU              38.82           71.96 85.4%
STRA              56.65           34.14 -39.7%
NOC              65.41         113.58 73.6%
CTCM                7.86           13.67 73.9%
BAH              13.23           19.10 44.4%
NVDA              11.72           15.67 33.7%
HRB              17.75           29.28 65.0%
CACI              53.35           73.90 38.5%
GTIV              10.05           12.00 19.4%
VCI              24.97           34.13 36.7%
Decile 1 54.5%

Hard to complain about 54.4%!

Here is the second grouping:

Stock  Initial Price   End Price  Percent Change
SYK              53.23           74.84 40.6%
SBR              41.44           50.41 21.6%
SYNA              26.78           50.51 88.6%
NPK              71.19           79.76 12.0%
MCO              48.71           77.83 59.8%
ATK              61.29         120.44 96.5%
MKSI              24.00           30.18 25.8%
MCRS              42.00           56.64 34.9%
GRMN              39.69           46.58 17.4%
OSK              27.98           49.79 77.9%
FF              11.29           15.92 41.0%
EMR              49.44           69.37 40.3%
AAP              71.69         112.88 57.5%
JEC              41.56           62.29 49.9%
GSK              41.40           52.80 27.5%
BCR              96.65         131.13 35.7%
EC              54.33           37.68 -30.6%
DTV              50.05           69.04 37.9%
LHCG              19.80           24.00 21.2%
SHOO              28.95           36.38 25.7%
THO              33.83           54.98 62.5%
IPXL              20.84           25.18 20.8%
FL              34.38           41.25 20.0%
TGA                9.84             8.30 -15.7%
SWM              36.54           50.67 38.7%
MGI              12.17           20.16 65.7%
GPX              19.40           29.55 52.3%
CRAY              14.81           27.86 88.1%
FCN              32.37           40.05 23.7%
BRC              31.15           31.35 0.6%
TKR              44.68           54.57 22.1%
ATU              29.02           36.25 24.9%
STJ              33.62           61.19 82.0%
DAR              17.01           20.96 23.2%
TJX              43.08           63.60 47.6%
COL              54.91           73.81 34.4%
USPH              27.02           34.09 26.2%
NSIT              17.25           22.11 28.2%
PBH              20.20           35.61 76.3%
TGD                3.04             1.16 -61.8%
ZMH              64.89           92.64 42.8%
ACN              68.15           81.40 19.4%
SWK              69.33           80.38 15.9%
ZUMZ              20.95           26.15 24.8%
TI                8.82           10.28 16.6%
NCI              10.96           18.75 71.1%
DPS              43.68           47.60 9.0%
IGT              14.08           17.48 24.1%
NSR              40.98           49.25 20.2%
MSCI              30.17           43.17 43.1%
Decile 2 34.6%

Up a snappy 34.6%!  More later.


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