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Momentum Index
- Thread starter faure
- Start date
Quote from faure:
I really like your idea, thanks for the input. I might have a 20/20 long/short portfolio with a min of 1 stock from each of the 11 sectors. I don't really like having a max allocation since I want as much of the portfolio invested in what is moving.
I've thought about it and I think a 25%/5 stock max and a 5%/1 stock min from any one sector is a good idea.
The sectors are:
BASIC MATERIALS
CAPITAL GOODS
CONGLOMERATES
CONSUMER (CYC & NON-CYC)
ENERGY
FINANCIAL
HEALTHCARE
SERVICES
TECHNOLOGY
TRANSPORT
UTILITIES
Here is the final Momo Index, it will be updated periodically.
Longs
The Mosaic Company MOS 151.25
Lindsay Corporation LNN 98.85
ABB Ltd (ADR) ABB 31.06
Central European Distribution CEDC 71.84
Auxilium Pharmaceuticals, Inc. AUXL 34.87
MasterCard Incorporated MA 292.6
Canadian Solar Inc. CSIQ 47.23
DryShips Inc. DRYS 82
TransAlta Corporation (USA) TAC 36.3
Mechel OAO (ADR) MTL 53.67
BPZ Resources, Inc. BZP 26.42
First Solar, Inc. FSLR 274.32
CF Industries Holdings, Inc. CF 162.16
Sohu.com Inc. SOHU 83.3
Potash Corp./Saskatchewan (USA) POT 233.01
Clayton Williams Energy, Inc. CWEI 111.66
Continental Resources, Inc. CLR 70.45
James River Coal Company JRCC 56.42
Shorts
Smurfit-Stone Container Corporation SSCC 5.8
Centex Corporation CTX 15.63
Temple-Inland, Inc. TIN 13.24
Thomson (ADR) TMS 5.58
Tesoro Corporation TSO 21.21
Huntington Bancshares Incorporated HBAN 5.14
Biovail Corporation (USA) BVF 11.25
Chico's FAS, Inc. CHS 6.57
Qimonda AG (ADR) QI 4
UAL Corporation UAUA 8.11
PNM Resources, Inc. PNM 13.5
Fifth Third Bancorp FITB 9.75
Boyd Gaming Corporation BYD 15.73
AMR Corporation AMR 6.31
KeyCorp KEY 11.35
Rite Aid Corporation RAD 1.91
Mueller Water Products, Inc. MWA 7.52
Lehman Brothers Holdings Inc. LEH 24.46
Delta Air Lines, Inc. DAL 6.38
Wachovia Corporation WB 17.77
Longs
The Mosaic Company MOS 151.25
Lindsay Corporation LNN 98.85
ABB Ltd (ADR) ABB 31.06
Central European Distribution CEDC 71.84
Auxilium Pharmaceuticals, Inc. AUXL 34.87
MasterCard Incorporated MA 292.6
Canadian Solar Inc. CSIQ 47.23
DryShips Inc. DRYS 82
TransAlta Corporation (USA) TAC 36.3
Mechel OAO (ADR) MTL 53.67
BPZ Resources, Inc. BZP 26.42
First Solar, Inc. FSLR 274.32
CF Industries Holdings, Inc. CF 162.16
Sohu.com Inc. SOHU 83.3
Potash Corp./Saskatchewan (USA) POT 233.01
Clayton Williams Energy, Inc. CWEI 111.66
Continental Resources, Inc. CLR 70.45
James River Coal Company JRCC 56.42
Shorts
Smurfit-Stone Container Corporation SSCC 5.8
Centex Corporation CTX 15.63
Temple-Inland, Inc. TIN 13.24
Thomson (ADR) TMS 5.58
Tesoro Corporation TSO 21.21
Huntington Bancshares Incorporated HBAN 5.14
Biovail Corporation (USA) BVF 11.25
Chico's FAS, Inc. CHS 6.57
Qimonda AG (ADR) QI 4
UAL Corporation UAUA 8.11
PNM Resources, Inc. PNM 13.5
Fifth Third Bancorp FITB 9.75
Boyd Gaming Corporation BYD 15.73
AMR Corporation AMR 6.31
KeyCorp KEY 11.35
Rite Aid Corporation RAD 1.91
Mueller Water Products, Inc. MWA 7.52
Lehman Brothers Holdings Inc. LEH 24.46
Delta Air Lines, Inc. DAL 6.38
Wachovia Corporation WB 17.77
The original index is up 16.26 percent since lunch last wednesday.
Longs
Alpha Natural Resources, Inc. 1.75
Continental Resources, Inc. 1.09
Ener1, Inc. -0.49
Gran Tierra Energy Inc. -1.97
Mechel OAO (ADR) -3.1
Pyramid Oil Company 79.79
Questcor Pharmaceuticals, Inc. -3
The Mosaic Company -1.81
Vision-Sciences, Inc. -17.84
6.05%
Shorts
Ambac Financial Group, Inc. 16.59
Downey Financial Corp. 34.22
IndyMac Bancorp, Inc. 11.03
MoneyGram International, Inc. 15.56
R.H. Donnelley Corporation 15.4
Radian Group Inc. 36.51
The PMI Group, Inc. 29.27
Thornburg Mortgage, Inc. 67.14
WCI Communities, Inc. 12.64
26.48%
Total 16.26%
Longs
Alpha Natural Resources, Inc. 1.75
Continental Resources, Inc. 1.09
Ener1, Inc. -0.49
Gran Tierra Energy Inc. -1.97
Mechel OAO (ADR) -3.1
Pyramid Oil Company 79.79
Questcor Pharmaceuticals, Inc. -3
The Mosaic Company -1.81
Vision-Sciences, Inc. -17.84
6.05%
Shorts
Ambac Financial Group, Inc. 16.59
Downey Financial Corp. 34.22
IndyMac Bancorp, Inc. 11.03
MoneyGram International, Inc. 15.56
R.H. Donnelley Corporation 15.4
Radian Group Inc. 36.51
The PMI Group, Inc. 29.27
Thornburg Mortgage, Inc. 67.14
WCI Communities, Inc. 12.64
26.48%
Total 16.26%
The focus is however on the final momo index which was put together after thursday's close. In two sessions it is up 2.92%.
Longs
The Mosaic Company -0.38
Lindsay Corporation 1.05
ABB Ltd (ADR) -1.71
Central European Distribution 1.34
Auxilium Pharmaceuticals, Inc. 0.06
MasterCard Incorporated -3.44
Canadian Solar Inc. -0.04
DryShips Inc. -6.02
TransAlta Corporation (USA) -1.38
Mechel OAO (ADR) -7.34
BPZ Resources, Inc. -0.34
First Solar, Inc. 4.99
CF Industries Holdings, Inc. 3.82
Sohu.com Inc. -8.97
Potash Corp./Saskatchewan (USA) 1.39
Clayton Williams Energy, Inc. 3.94
Continental Resources, Inc. 2.48
James River Coal Company 10.14
-0.02%
Shorts
Smurfit-Stone Container Corporation 10
Centex Corporation 9.79
Temple-Inland, Inc. 6.42
Thomson (ADR) 1.43
Tesoro Corporation 2.26
Huntington Bancshares Incorporated -12.84
Biovail Corporation (USA) 5.69
Chico's FAS, Inc. 8.83
Qimonda AG (ADR) 5
UAL Corporation 24.91
PNM Resources, Inc. 8.07
Fifth Third Bancorp -3.08
Boyd Gaming Corporation 12.65
AMR Corporation 9.19
KeyCorp 3.08
Rite Aid Corporation 3.14
Mueller Water Products, Inc. -10.37
Lehman Brothers Holdings Inc. 6.79
Delta Air Lines, Inc. 21.63
Wachovia Corporation 4.78
5.87
Total 2.92%
Longs
The Mosaic Company -0.38
Lindsay Corporation 1.05
ABB Ltd (ADR) -1.71
Central European Distribution 1.34
Auxilium Pharmaceuticals, Inc. 0.06
MasterCard Incorporated -3.44
Canadian Solar Inc. -0.04
DryShips Inc. -6.02
TransAlta Corporation (USA) -1.38
Mechel OAO (ADR) -7.34
BPZ Resources, Inc. -0.34
First Solar, Inc. 4.99
CF Industries Holdings, Inc. 3.82
Sohu.com Inc. -8.97
Potash Corp./Saskatchewan (USA) 1.39
Clayton Williams Energy, Inc. 3.94
Continental Resources, Inc. 2.48
James River Coal Company 10.14
-0.02%
Shorts
Smurfit-Stone Container Corporation 10
Centex Corporation 9.79
Temple-Inland, Inc. 6.42
Thomson (ADR) 1.43
Tesoro Corporation 2.26
Huntington Bancshares Incorporated -12.84
Biovail Corporation (USA) 5.69
Chico's FAS, Inc. 8.83
Qimonda AG (ADR) 5
UAL Corporation 24.91
PNM Resources, Inc. 8.07
Fifth Third Bancorp -3.08
Boyd Gaming Corporation 12.65
AMR Corporation 9.19
KeyCorp 3.08
Rite Aid Corporation 3.14
Mueller Water Products, Inc. -10.37
Lehman Brothers Holdings Inc. 6.79
Delta Air Lines, Inc. 21.63
Wachovia Corporation 4.78
5.87
Total 2.92%