“Delta Factor” Projections for Equity ETFs

When the market dips, as it has for the last two days, it is time to examine the “Delta Factor” projections to see if any changes are forecast.  In this post we take a look at the key equity ETFs used in a number of portfolios.  Only VSS suffers from a short-record, so don’t pay too much attention to that ETF.  Otherwise, the projections are useful.  Keep in mind that I am using five years of data for this analysis.  That means that the market was just beginning to tip over back in late 2007, but did not get up a head of steam until 2008.  When we move into 2013, our five-year analysis will begin to see some shifts in the projections.  There are times when I will likely include both five and three years of data so readers can compare any differences.

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Walgreen (WAG): A Service Company of Interest

As long-time ITA readers know, I am a strong advocate of using non-managed index ETFs to build portfolios.  However, there are times when I will add an individual stock, particularly if the Quantext Portfolio Planner (QPP) analysis shows the stock will increase diversity and lower portfolio volatility.  While I have not run a QPP analysis with Walgreen (WAG) in a portfolio, this is a stock I’ve held in portfolios from time to time.  I thought it would be interesting to analyze it after the market dip yesterday.

The following material is not for publication elsewhere on the Internet.

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