Portfolio Analysis (255 weeks)
Thursday 07/03/2008 16:49:26
Portfolio Analysis (255 weeks)
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
ABXWMP
0.0203645844 0.0918434635 0.0201030393 0.0590097025 3.088168E-4 0.2699955003
GGWMP
0.027787596 0.1073511615 0.0271596297 0.1416829716 0.001303084 0.1648424328
CVDWMP
0.0249231365 0.0541331507 0.0241186614 0.1815057929 0.0084101734 0.1128939516
AGGWMP
-4.857563E-4 0.0096666934 -2.414438E-4 -0.0551217838 0.0255333353 0.0892203803
AIRTWMP
0.0350791886 0.2463908792 0.0329120054 0.4889593017 0.0029460952 0.0626779331
FDGWMP
0.0498169996 0.1214202419 0.0459180183 0.8796872269 0.0392667553 0.0515919385
NWPXWMP
0.0241054371 0.0874496475 0.022404261 0.3838195956 0.0144108207 0.0512563899
FEWMP
0.015516473 0.0451582819 0.0144780239 0.23429515 0.0201373508 0.0473088868
POTWMP
0.0540979654 0.0842178464 0.0493590122 1.0692030837 0.1205765196 0.0464511708
EXCWMP
0.0201907922 0.0430168211 0.0184848252 0.3849003976 0.0598922531 0.0409419216
MONWMP
0.0422566272 0.0712274015 0.0373723291 1.1019956482 0.1790672981 0.0343235448
MEEWMP
0.0426159054 0.1554251611 0.0375224447 1.1491867021 0.0408967852 0.0332266942
PPDIWMP
0.0227358285 0.0745921433 0.020148839 0.5836768732 0.0458046337 0.0313591289
MDRWMP
0.0661911517 0.1356488019 0.0573724312 1.9896780732 0.1609475002 0.0310396553
SIDWMP
0.0563495532 0.1287503392 0.0486684063 1.733020205 0.1355379621 0.0299577136
PTENWMP
0.0200968981 0.0993719697 0.0177334029 0.5332523914 0.0215421201 0.0293757104
FROWMP
0.0337885879 0.1177361682 0.0292788112 1.0174966412 0.0558723302 0.0288515524
OXYWMP
0.030458238 0.0677200556 0.0263839588 0.9192396667 0.1378394661 0.0283125377
ACIWMP
0.0376144014 0.1187245473 0.0323810567 1.1807483713 0.0739919213 0.028102661
XAUWMP
0.0177488048 0.0851466209 0.0155501626 0.4960580235 0.0253910474 0.0268447921
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
PEGWMP
0.0151573298 0.0542965978 0.0133679324 0.4037239017 0.0413593978 0.0265654313
RIMMWMP
0.0679079816 0.1515442878 0.0570363603 2.4528555689 0.1959816362 0.0258783078
HALWMP
0.029352447 0.0885923207 0.025064117 0.9675331397 0.0892257343 0.0257564478
RTPWMP
0.0311883911 0.0875646695 0.0264792538 1.0624752024 0.1101362724 0.0251828568
FLIRWMP
0.03618652 0.1027577594 0.0304184278 1.3013968901 0.1199888254 0.024400158
FTOWMP
0.0365970917 0.1176644862 0.0307215029 1.3256499658 0.0949549171 0.0242634649
BJSWMP
0.0129301297 0.0792117566 0.0112995887 0.3678827647 0.0161357858 0.0230994768
EIXWMP
0.0203622393 0.0498786308 0.0171329698 0.7285880476 0.159619377 0.0218642196
COPWMP
0.0231262241 0.0643052012 0.0193306359 0.8563608879 0.1326697862 0.0218295745
XLEWMP
0.0233922135 0.056363482 0.0195390515 0.8693512192 0.1779694416 0.021809348
AAPLWMP
0.0541807264 0.1175923422 0.0437909757 2.3441361397 0.2972747842 0.0212225286
CIBWMP
0.0360861383 0.0996981934 0.029355984 1.5184567766 0.1735325176 0.0208461041
CSXWMP
0.0239301417 0.0642391294 0.0196891462 0.9568535423 0.1659748465 0.0203771116
BHPWMP
0.034009885 0.0901569948 0.0275571467 1.455866406 0.1950719273 0.0203161874
PXWMP
0.0187948346 0.0409399457 0.0154856749 0.7466127704 0.2487980769 0.0192370194
GOOGWMP
0.04329025 0.1289618909 0.0342608301 2.0372184073 0.2049670728 0.0190740569
SUWMP
0.035424009 0.0952279866 0.0281710941 1.6364032647 0.2209032037 0.0189389617
APCWMP
0.021734314 0.0650733486 0.0176549758 0.9203807141 0.1496508697 0.0187988335
NEMWMP
0.0089791762 0.0838286579 0.0079051277 0.2423270277 0.0062512865 0.0187636763
MROWMP
0.0271115955 0.0889587924 0.0217068131 1.2194268142 0.1405672978 0.0185983816
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
AKSWMP
0.0701042414 0.1931793094 0.0543055813 3.5644956174 0.2546979657 0.0184239281
EWZWMP
0.0378083475 0.0844809189 0.0297707785 1.8134376436 0.3446978231 0.0184048883
STOWMP
0.0267103948 0.0843065903 0.0213101528 1.2184025567 0.1562460884 0.0182847322
GNAWMP
0.0377684906 0.1219764277 0.0296282343 1.836604686 0.1728510578 0.0181510265
AKAMWMP
0.0489650965 0.1944276541 0.0380804587 2.4557914781 0.1193486314 0.0181338141
SCHNWMP
0.0416604429 0.1544585228 0.0324478089 2.0785552804 0.1354721038 0.0179106195
VLOWMP
0.0291660503 0.1076756567 0.0229913052 1.3931459493 0.1252300884 0.0177539331
CMCWMP
0.0402069204 0.1181806847 0.0312190454 2.0278442158 0.2202555035 0.0176417349
CNWWMP
0.0096011413 0.0663928688 0.0082696298 0.30041564 0.0153162645 0.0172058654
XIDEWMP
0.0072247563 0.1850909442 0.0065022267 0.1630165563 5.914059E-4 0.0171303216
MOWMP
0.014456722 0.0534455217 0.0118621415 0.5853894019 0.0897465391 0.0171244844
ETRWMP
0.0151637876 0.0428859107 0.0123803782 0.6279928318 0.1604097128 0.0170886622
FCXWMP
0.0291491468 0.1057109013 0.0226321955 1.4703548491 0.1447289079 0.016810171
NUEWMP
0.0323006101 0.1011686251 0.0249081202 1.6678939544 0.2033273362 0.0167087241
MSAWMP
0.0202517305 0.1004140005 0.0159843127 0.9628149323 0.0687777013 0.0164304683
FPLWMP
0.0133322077 0.042091012 0.0108704918 0.555412589 0.1302576213 0.016024083
BNIWMP
0.022421347 0.0605929531 0.0174366276 1.1246526108 0.2577170185 0.0159952652
CVXWMP
0.0182610545 0.0525309928 0.0141625828 0.9246977657 0.2318029196 0.0149549667
ABTWMP
0.0066302139 0.0466107093 0.0059764669 0.1474984467 0.0074912469 0.0149017412
PWRWMP
0.0292019341 0.1080454439 0.0217112508 1.6900479752 0.1830356682 0.0146562134
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
NSCWMP
0.0213882048 0.0724186823 0.0162083965 1.1686688144 0.1948193929 0.0145087935
OSGWMP
0.0241829343 0.0874046832 0.0180152394 1.3915556458 0.1896191987 0.0141932549
XLUWMP
0.0117676081 0.0306854639 0.0094523778 0.522362326 0.2167847761 0.0140427008
ATIWMP
0.0452350527 0.1687239259 0.0317192317 3.049441654 0.2443643805 0.0133804241
CTSHWMP
0.0284622312 0.0958396792 0.0204058551 1.8176801377 0.269088254 0.0132201483
XOMWMP
0.0166343916 0.0540490039 0.0125358645 0.9247099071 0.2189707364 0.0131956641
WWYWMP
0.0108299255 0.0499228276 0.0086724296 0.4867743086 0.0711225732 0.0131430422
LMTWMP
0.0121662412 0.0467848629 0.0095126745 0.5986978026 0.1225053819 0.0129180546
APDWMP
0.0131154777 0.0393039845 0.0100574996 0.6899410774 0.230516197 0.0125854914
DWMP
0.0083816964 0.042787198 0.00698804 0.314436854 0.0404007913 0.0125604429
NKEWMP
0.0150030414 0.0511419401 0.0112392009 0.8491978609 0.20625951 0.0124479954
BIGWMP
0.0179203954 0.1071300432 0.0130918166 1.0894240706 0.0773609621 0.0123810052
VRSNWMP
0.0228106752 0.1102830917 0.0159824436 1.5405866112 0.1459838944 0.011929511
COSTWMP
0.0127865979 0.056885846 0.0095864328 0.7220214252 0.1205153474 0.011570803
TMWMP
0.0111599173 0.0537885986 0.0085452473 0.589922018 0.0899827635 0.0114043668
MCDWMP
0.0164433364 0.0486292206 0.0117738587 1.0535279282 0.3511139215 0.0114008426
CBIWMP
0.0246018302 0.1074371859 0.0166495532 1.7941936183 0.2086315725 0.0112415961
CNPWMP
0.0126390727 0.0509077273 0.0092804608 0.7577701192 0.165751783 0.0108302535
INFYWMP
0.0239939205 0.0959254354 0.0156538846 1.8816794494 0.2878552784 0.0103958675
PENNWMP
0.0213702843 0.0926116034 0.0141056012 1.6390582421 0.2343195832 0.0103340159
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
GENZWMP
0.0081110857 0.0646124482 0.0065242727 0.3580167281 0.0229680902 0.0102756525
JCPWMP
0.0147223659 0.0813310742 0.010155042 1.030479994 0.1200927091 0.0099857694
SUNWMP
0.0168394167 0.0897630602 0.0113067376 1.2482832552 0.1446710132 0.0099393999
ANFWMP
0.0159462355 0.1033456251 0.010621201 1.201434891 0.1011036559 0.0095835449
QCOMWMP
0.0176695976 0.0777778625 0.0113246633 1.4315445162 0.2534243895 0.0092469129
CNIWMP
0.0187383015 0.0694769472 0.0118461825 1.5550001538 0.374739994 0.0092000449
DUKWMP
0.0095599024 0.0433811881 0.0070742433 0.5608145871 0.1250219443 0.0091432574
PGHWMP
0.0104116602 0.0660972223 0.0072096352 0.7224408843 0.0893693841 0.0082767048
MCWMP
0.0114902677 0.054324653 0.0076116922 0.8750843384 0.1941138091 0.0080655511
USGWMP
0.0200199392 0.1490365714 0.0114171891 1.9409522455 0.1268804065 0.0080309595
PEPWMP
0.0068828585 0.0370500758 0.0055156517 0.3084691864 0.0518556389 0.007944483
TRFWMP
0.016393099 0.0952679664 0.0097004641 1.509992678 0.1879344454 0.0079211435
HPQWMP
0.0139502427 0.0621359944 0.0084736861 1.2356209457 0.2958248095 0.0077030196
IYMWMP
0.0129994554 0.0462883525 0.0080429384 1.1182895328 0.4366321809 0.0076610081
CATWMP
0.0141326981 0.0613931492 0.0084934302 1.272331969 0.3213006882 0.0076241642
COHWMP
0.0169856511 0.0897910744 0.0095405037 1.6797741287 0.2618098422 0.0074732791
HMCWMP
0.0104030091 0.0562290847 0.006837557 0.8044374821 0.1531133669 0.0074223032
GMTWMP
0.0130056487 0.06954097 0.0078473991 1.1638046172 0.2095217627 0.0073667163
CXWMP
0.01362071 0.0668434948 0.0077720998 1.3195637984 0.2915365891 0.0069632706
CPWRWMP
0.01717012 0.1166185662 0.0088623722 1.8743945994 0.1932579104 0.0067957354
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
PHWMP
0.0163882617 0.0707670972 0.0083369833 1.8165294362 0.4929156953 0.0065817989
GSWMP
0.0145214973 0.071618557 0.0076931444 1.5406133312 0.3461679776 0.0065488639
IFNWMP
0.0216368269 0.104153268 0.0099064978 2.6465976172 0.4830372204 0.0065006469
KEPWMP
0.0106757069 0.0722935349 0.006259295 0.996430903 0.1421170155 0.00626584
BAWMP
0.013231528 0.0645277649 0.0070042967 1.4049881419 0.3546522145 0.0062628982
METWMP
0.0117668146 0.0450716205 0.0065503747 1.1769333698 0.5100914122 0.0062319453
TXTWMP
0.0160089135 0.0740004331 0.0076728751 1.8807773879 0.4832331937 0.006155265
SIWMP
0.0132890986 0.0672569051 0.0068285782 1.4576230134 0.3513720319 0.0060762408
YHOOWMP
0.0115621872 0.1156459525 0.0062868898 1.1902129453 0.0792389877 0.0059904885
EWJWMP
0.0089260666 0.0430904552 0.0055546502 0.760659169 0.2331141552 0.0059078185
EFAWMP
0.0107599217 0.0346609689 0.0059851248 1.0772899342 0.7226604524 0.0058737126
JCIWMP
0.0112737902 0.0571684279 0.0061081912 1.1654627548 0.3109101155 0.0058702519
GRWMP
0.0144813657 0.0733421445 0.0068166255 1.7293191107 0.4159045428 0.0058110359
EMRWMP
0.0111904889 0.0493378006 0.0058295124 1.209543736 0.4496081188 0.0055874447
AMZNWMP
0.018147992 0.1380388588 0.00710596 2.4913028123 0.2436693428 0.0055054575
JNPRWMP
0.0148613965 0.1260476559 0.006369354 1.9159751396 0.1728465576 0.005443268
BPWMP
0.0094604539 0.058526136 0.0052715322 0.9451047531 0.1950791488 0.0053202818
NOKWMP
0.0116031338 0.0848162845 0.0055429543 1.3672979942 0.1944099349 0.0052445798
XLBWMP
0.0103872931 0.0425298437 0.0053137281 1.1446980637 0.5419321788 0.0052023001
UHSWMP
0.005980562 0.0663065165 0.0045924955 0.3131757117 0.0166883835 0.0049439712
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
FEZWMP
0.0108997077 0.0419098884 0.0048978574 1.3541377452 0.7809860166 0.0047760853
HONWMP
0.0112529118 0.0576013662 0.0048907137 1.4354394497 0.4645739475 0.004751633
ROKWMP
0.0120165655 0.0828574523 0.0048911442 1.6076379819 0.281620259 0.0047176885
PCARWMP
0.0121255275 0.0688493773 0.004887515 1.6330408098 0.4208667789 0.0047110257
PRUWMP
0.0105861677 0.0554925874 0.0045078929 1.3713806064 0.4568741602 0.004487403
UTXWMP
0.0090310229 0.0435106568 0.00436722 1.0522473594 0.4375170607 0.0043704483
TOLWMP
0.0110651609 0.1044893861 0.0041697004 1.555754111 0.1658395629 0.0042634826
CBWMP
0.0076887659 0.0332045592 0.0042136872 0.7840473721 0.4170995873 0.0041534934
PGWMP
0.0070572742 0.040981546 0.0042218763 0.639722679 0.1822877087 0.0041034093
PVXWMP
0.0066886535 0.0542341881 0.0042440039 0.5515619763 0.0773736166 0.0040909695
TRIDWMP
0.0162174311 0.1909682304 0.0030675522 2.96687603 0.1805623399 0.0039722593
SWKWMP
0.0089341914 0.0544695519 0.0035999644 1.2035086095 0.3652088736 0.0037406971
AEPWMP
0.0067918319 0.0465084687 0.003864379 0.6604921423 0.1508765884 0.0035724901
NTAPWMP
0.011117802 0.1116055846 0.0026277903 1.9155168951 0.2203690863 0.0034902181
IBMWMP
0.0077572218 0.051201161 0.0033852464 0.9864053111 0.2776525736 0.0033708168
ERICWMP
0.0118987318 0.1035466492 0.0018070961 2.2768752952 0.3617071202 0.0032792756
DISWMP
0.007336875 0.0511446372 0.003374367 0.8940211102 0.2285840308 0.0032489666
TXNWMP
0.0100782849 0.0898004174 0.0020317129 1.8154681061 0.3057532777 0.0031099718
FINLWMP
0.0073172888 0.1596596986 0.0031220174 0.9465377503 0.0262927419 0.0030480121
NYAWMP
0.0074752676 0.0287502743 0.0029929607 1.0112983308 0.9256037251 0.0030090402
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
BDKWMP
0.0075735282 0.0659695342 0.0027126681 1.0967074529 0.2067498976 0.0028642989
MNTWMP
0.0079910522 0.0902206376 0.001862293 1.3827710569 0.1757273425 0.0025736885
CLWMP
0.005195871 0.0436631367 0.003834269 0.3072047108 0.037031936 0.0024857716
TWMP
0.0068815597 0.0515666865 0.0021324432 1.0714959282 0.3229930263 0.0022858971
XLIWMP
0.0066553224 0.0335787572 0.0021374358 1.0193257791 0.689361989 0.0021809437
TYCWMP
0.0065665911 0.0586023219 0.0020806656 1.0121146798 0.2231415347 0.0021088132
QQQQWMP
0.0067219534 0.0461746156 2.437793E-4 1.4616059302 0.7495567302 0.0015665804
IYRWMP
0.0061636609 0.051799953 9.581339E-4 1.1744711943 0.3845710097 0.0014742215
AMDWMP
0.0077859084 0.167922914 -0.0041379897 2.6902707304 0.1920094165 0.001246595
MHPWMP
0.0056367191 0.0546224825 0.0013019687 0.9780065094 0.2398231733 0.0012315754
XLPWMP
0.0050734193 0.0229792148 0.0026897274 0.5378086467 0.4097658459 0.0011922253
AUWMP
0.0055491687 0.1039127782 0.0013475196 0.9479762204 0.0622597781 0.0011782346
TGTWMP
0.0053117732 0.0630404651 0.0016325435 0.8301080274 0.1297122722 0.0010595523
AAWMP
0.005678297 0.0779984593 -0.0011777886 1.5468704174 0.2942296114 8.055405E-4
MDCWMP
0.0050737918 0.0900504142 0.0014902897 0.8085099346 0.0603045283 7.935111E-4
CHNWMP
0.0060334047 0.1003759354 -0.0034173558 2.1322810568 0.3375827871 7.509209E-4
VTIWMP
0.0052014492 0.0287805144 6.126928E-4 1.0353153898 0.9680521928 7.429803E-4
XRXWMP
0.0050291289 0.0524224937 0.0011456556 0.8761894762 0.2089831518 6.812438E-4
CSCOWMP
0.0052597057 0.0701922774 -0.0012514427 1.4690455808 0.3276743095 5.632742E-4
COMPXWMP
0.005147601 0.0411734171 -7.843401E-4 1.3383648359 0.7904343767 5.34511E-4
Symbol W M P Det Earning DS Alpha Beta Rsquare Excess
SBUXWMP
0.004990676 0.0754377544 -1.92364E-4 1.1693977143 0.1797618531 4.775498E-4
EBAYWMP
0.0053990739 0.1035719886 -0.0041999272