Tuesday, May 6, 2014

05/06/2014 (premarket) Continuing Transition to Value


Style Model
Large Value
Sector Model
XLU
1.35%
Large Portfolio
Date
Return
Days
ABX
4/11/2013
-27.24%
390
NEM
9/30/2013
-9.87%
218
RS
2/10/2014
2.64%
85
CSCO
2/12/2014
1.95%
83
CBI
2/20/2014
-0.74%
75
BX
4/14/2014
-1.14%
22
TIVO
4/23/2014
-0.33%
13
SHOO
4/28/2014
-1.72%
8
UNF
5/2/2014
-0.64%
4
TIBX
5/5/2014
0.05%
1
(Since 5/31/2011)
S&P
Annualized
12.19%
Sector Model
Annualized
27.24%
Large Portfolio
Annualized
25.78%

 

Rotation: selling CSCO; buying EFII.

This continues the theme of business to business industries, also reflected in the TIBX acquisition on Monday.

As for the broad market, the sector and style matrix remains bearish:

Large Value
Small Value
Mid Value
Small Growth
Mid Blend
Large Blend
Small Blend
Large Growth
Mid Growth
Utilities
1
2
3
6
8
35
39
43
73
Finance
4
9
13
16
18
48
52
54
74
Staples
5
10
14
17
20
49
53
56
75
Materials
7
11
15
19
22
51
55
57
76
Technology
12
21
25
27
28
58
59
60
77
Cyclicals
23
29
33
37
40
61
64
66
78
Industrial
24
30
34
38
41
62
65
67
79
Healthcare
26
32
36
42
45
63
68
69
80
Energy
31
44
46
47
50
70
71
72
81

 

Tim

 

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