i*u 发帖数: 299 | 1 • Small cap continued to outperform large cap stocks; rotation
changed as the NASDAQ underperformed the NYSE last Friday.
• Trends improved from the long-term prospective; NYSE finished
above its 200day moving average.
• Healthcare's RSMC sensitivity kept on falling as price rose.
• Utilities finished as the only sector with a lost for the week;
offensive stocks shifted from the best gainers to losers by the end of the
week.
• Historical return spreads are widening from the offensive stocks,
but opposite for the defensive stocks.
• Rates lifted from the long-term of the curve; negative correlation
strengthen between the long-term and short-term bonds.
• Corporate earnings mixed, financials show weakness.
read more at...
http://www.alpbeta.com/p/plus.html
or
http://plus.alpbeta.com/report/201203.pdf
Pleaes let me know your comment on this report, I would love to hear from
you from the reader point of view. This is still new to me, the more I hear,
the better it will be.
祝各位龙年行大运,财源滚滚,心想事成,万事如意。 | c******e 发帖数: 1581 | 2 It was terrific.
Please double check upper left figure on Page 6. This week yields were
higher than those last week. | i*u 发帖数: 299 | 3 thanks for pointing this out, i apologize for this mistake.
i reformated this sheet a little bit today, which caused my code to read the
wrong spot. the labels were not right but the chart was actually correct.
i fixed all the minor stuff, it should be good now.
happy new year!
【在 c******e 的大作中提到】 : It was terrific. : Please double check upper left figure on Page 6. This week yields were : higher than those last week.
| k*****y 发帖数: 16 | 4 wow, your sector analysis was f**king right! |
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