Tag: stock portfolio

  • Energy E&P: XOM Technical Analysis Nov ’22

    Energy E&P: XOM Technical Analysis Nov ’22

    Featured Photo by Kayden The last few years offer a case study of how quickly energy markets can shift. According to our recent post, Oil & Gas Exploration and Production (E&P) stays the top energy sector, remaining firmly at Very Attractive to Buy. In the light of what we know about E&P business, let’s take […]

  • The Zacks’s Market Outlook Nov ’22 – Energy Focus

    The Zacks’s Market Outlook Nov ’22 – Energy Focus

    Featured Image by Canva. Let’s review the current Energy Market Outlook to power your investment portfolio with Zack Research. Indeed, Energy is at the heart of development.  Energy makes possible the investments, innovations, and new industries that are the engines of jobs, inclusive growth, and shared prosperity for entire economies. What Rapidly Shifting Energy Markets […]

  • DJI Market State Analysis using the Cruz Fitting Algorithm

    DJI Market State Analysis using the Cruz Fitting Algorithm

    Based upon the Cruz stochastic fitting algorithm and the colab code implementing a Hidden Markov Model, let’s predict the DJI stock returns from 1970 to 2022 and detect three states such as bull (green), sideways (yellow) and bear (red) markets. Let’s set the working directory YOURPATH import osos.chdir(‘YOURPATH’) os. getcwd() and import/install the following libraries […]

  • Zacks Investment Research Update Q4’22

    Zacks Investment Research Update Q4’22

    Featured Photo by Yiorgos Ntrahas on Unsplash Let’s continue exploring the most popular articles, ideas and opinions from Zacks.com. Contents: Update for Monday, October 24 2022 S&P 500: 3,752.75 +86.97 (+2.37%) Dow: 31,082.56 +748.97 (+2.47%) Nasdaq: 10,859.72 +244.87 (+2.31%) Stocks Soared On Friday And For The Week: Investor Fears Create Opportunity Bottom line – right now, stocks are way underpriced, the markets are way oversold, and you […]

  • Bear vs. Bull Portfolio Risk/Return Optimization QC Analysis

    Bear vs. Bull Portfolio Risk/Return Optimization QC Analysis

    Based on the Portfolio Allocation and Optimization Algorithm discussed earlier and the related portfolio management, let’s run the Bear vs. Bull QC test of the portfolio P=[MSFT, AAPL, NDAQ] in terms of the Risk/Return Ratio (RRR). We have got a Sharpe ratio of less than one that is considered unacceptable or bad. The risk the portfolio encounters isn’t being offset well enough by its return. A high correlation coefficient indicates poor diversification. Results are consistent with the Barchart stocks-to-sell opinion.

  • The Zacks’s Steady Investor – A Quick Look  

    The Zacks’s Steady Investor – A Quick Look  

    Featured Photo by Bram Naus on Unsplash Let’s look at what is going on in the U.S. markets and the current Zacks’s view for investors to consider (as of Sunday, 9 October 2022).

  • Risk/Return POA – Dr. Dividend’s Positions

    Risk/Return POA – Dr. Dividend’s Positions

    Based upon the Portfolio Optimization Algorithm (POA) discussed earlier and the relevant POA QC analysis and comparisons, let’s look at the current stock positions suggested by Dr. Dividend (DD). Let’s define the following POA parameters: benchmark_ = [“^GSPC”,]portfolio_ = [‘AAPL’, ‘GOOG’, ‘COST’, ‘SBUX’, ‘DE’,’SOFI’,’APD’,’UNH’,’SHW’,’NVDA’] start_date_ = “2021-01-01”end_date_ = “2022-10-05”number_of_scenarios = 10000 trade_days_per_year = 252 delta_risk […]

  • Portfolio Optimization Risk/Return QC – Positions of Humble Div vs Dividend Glenn

    Portfolio Optimization Risk/Return QC – Positions of Humble Div vs Dividend Glenn

    Based upon the Portfolio Optimization Algorithm (POA) discussed earlier and the relevant POA QC use-case (positions of The Dividend Breeder), let’s run the similar algorithm to compare top 5 stock positions of Humble Div (HD) vs Dividend Glenn (DG) in terms of the Risk/Return Ratio (RRR) or RRR1=1/RRR. Let’s define the following common POA parameters: […]

  • Stock Portfolio Risk/Return Optimization

    Stock Portfolio Risk/Return Optimization

    Featured Image by D koi on Unsplash Following the Garcia’s exercise on how to create a portfolio testing 10,000 combinations of stocks, let’s implement the end-to-end Python stock optimization workflow that minimizes the Risk/Retun ratio with respect to a market benchmark. Such a stand alone workflow consists of the following steps: Let’s set up the […]

  • Invest in AI via Macroaxis Sep ’22 Update

    Invest in AI via Macroaxis Sep ’22 Update

    Invest in AI via Macroaxis Sep ’22 Update 4 AI pillars AI thematic idea 20 stocks Asset Allocation Market Capitalization (%) Instrument Composition Market Elasticity Risk/Return Ratio Asse ratings Technical Analysis Correlation Matrix Takeaways Business headlines