100 Level

Sydney Morning Herald Article

Photograph: Mt. Lassen in California The following article ("It's still business as usual for Wall Street") just appeared in the Sydney Morning Herald on-line paper.  The three recent crashes discussed include the 1987 drop when the DJI gave away 22% with a 522 point drop.  Then we had the tech blowup in early 2000 through 2002.  Even worse is the current Global … [Read More...]

Revisiting the ITA Index

Long-time readers of ITA are aware of ITA Index, our customized benchmark.  Why use a benchmark such as the ITA Index?  While we watch the performance of VTSMX, an index fund that covers the entire U.S. Equities market, it is not an appropriate benchmark if one holds assets outside the U.S. Equities market.  Emerging markets is an example.  For this reason, I came up with a way to measure the … [Read More...]

300 Level

Waste Management (WM): A Stock of Interest

A Platinum member suggest an analysis of Waste Management (WM).  I'll go into a bit more detail with this stock vs. what I did yesterday with Procter and Gamble (PG).  As you can see from the sales, profits, and earnings graphs, Waste Management is a slow grower.  This material is not available for publication elsewhere on the Internet. … [Read More...]

Momentum-Optimization Analysis of Equity Oriented Portfolio

Momentum-Optimization Analysis In the prior blog post I analyzed a sample portfolio using Quantext Portfolio Planner (QPP).  In this analysis I will use the momentum-optimizer spreadsheet to come up with the efficient frontier, a ranking of the securities, and the "decision maker," a Buy-Hold-Sell recommendation table.  We first take a look at the efficient frontier graph to see where the current … [Read More...]

200 Level

Retirement Analysis: What Must Be Done To Avoid Retirement Poverty

As promised, here is the Quantext Portfolio Planner (QPP) retirement analysis using the Kenilworth Portfolio as an example.  The first screen shot shows the assumptions involved in the analysis.  The second slide is familiar to Platinum readers as it lays out the investments and percentage in each.  The third slide is the scary one as it presents the grim details or the … [Read More...]

Portfolio Performance: 26 July 2013

Approximately two months ago I published the last set of performance numbers so it is time to update the table.  Compared to the last set of data, all the portfolios with exception of the Bohr and Kenilworth picked up ground with respect to the customized ITA Index.  The same cannot be said when we compare the Internal Rate of Return of each portfolio with respect to the VTSMX benchmark and there … [Read More...]

400 Level

Current “Delta Factor” Data

With all the work put into analyzing the "Delta Factor," what are the current market conditions telling us if analyzed over several periods.  In the table below, the highlighted row is the standard three-year period used for analyzing DR.  For this snapshot, I wanted to see if different periods made any difference in the outcome. … [Read More...]

Bullish Percent Indicators: 24 August 2012

Little changed this week in either the market or sector Bullish Percent Indicators.  Check for differences in the two tables shown below by looking at the last two numbers in each column. … [Read More...]