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robert  
#1 Posted : Friday, November 2, 2007 7:24:17 AM(UTC)
robert

Rank: Advanced Member

Posts: 97

I am thinking of creating an Investor Advisory Service (IAS)-based portfolio.  A couple of years ago, I met Mark Hulbert, who writes the Hulbert Financial Digest, which (I believe) is the leading independent tracker of investing newsletters.  Mark knew IAS well and, for the purpose of comparing IAS returns with other newsletters, runs an "IAS portfolio" by selecting all IAS stocks whose current price is below the Buy price.  If the stock crosses into the "overvalued" zone, his portfolio "sells" the stock.

(Incidentally, Mark commented to me that unlike IAS, most newsletters track a smaller number of stocks and tell you exactly which stocks to buy or keep in a portfolio.  I presume that IAS's philosophy is more to provide expert insight into a larger groups of stocks, but at the same time to encourage its readers to augment IAS findings with their own analysis and judgment.)

OK, so here's my issue: the November IAS issue lists 49 stocks that are currently trading below the "Buy" price, out of 79 stocks that IAS follows.  I don't want a portfolio with 49 stocks . . . 10 - 20 will do fine for my portfolio.  Moreover, even though the entire "basket" of IAS stocks tends to outperform the S&P 500 and Wilshire indices, I postulate that with a smaller portfolio I have a good chance to do even better than the IAS basket that Hulbert tracks . . . curious to know if others agree with this concept.

I am wondering if anyone has any insight or suggestions on how to create an "uber-IAS" portfolio of 10-20 stocks.  Here are some thoughts that come to mind:

1. Have IAS stocks with higher upside-downside ratios outperformed the basket?  Could this be a reliable method of idenfifying the IAS stocks most likely to perform?

2. Can I reduce risk by further screening out of lower quality stocks, or high PE stocks?

Eager to hear any suggestions!  I suppose I could do this analysis by going through old IAS issues, but perhaps someone has already done this analysis empircally and can share with the StockCentral community, or has a compelling theoretical argument for or against these approaches.

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Ralphs  
#2 Posted : Friday, November 2, 2007 8:57:53 AM(UTC)
Ralphs

Rank: Member

Posts: 26


November 2, 2007
Robert,
My selection of stocks for my personal portfolio and to recommend to my investment club from the library of the IAS using the following criteria:
1. In order to appreciate in price the P/E must expand and the EPS must grow.  Therefore I look for the following criteria:
2. A Relative Value around 100 or perhaps somewhat less.  This provides the opportunity for price appreciation from the P/E expansion.   My definition of average P/E is some what different than Ellis Traub's.  I look at the P/E of the last five years.  If the high and/or the low P/E have been trending downward it means the likelihood of  a past average P/E repeating is slim to none. I then pick an average P/E to calculate RV that gives me a PEG ratio of 100 or perhaps a bit higher.  This bit of judgment provides room for the P/E ratio to expand and drive the price up if all goes well.  As companies grow bigger their P/E ratios usually tend to reflect the slower rate of growth of EPS.
 
I use the PERT Report to follow stocks and look for ones I would be interested in.  The RV calculated by the Tool KIt software fails to always take into account judgments made as to which P/E ratios have been used in the SSG for estimating low and high prices.  This is not always true as it depends on what judgments have been used to estimate the future.
 
3. I make sure that any stock I select has a PERT-A  that shows the pre tax profit margin is not declining.  This means growing sales are going to be translated into growing EPS.  I look at the PERT-A graph for trends of growth of sales, pre tax profits and EPS.  I look to see that the growth rate of these metrics meets the estimate of the SSG that was used to recommend the stock.
4.. If all these tests are OK it follows that the Upside/Downside ratio will be 3 to 1 or greater.  I carefully check the estimated future low price to see that it is reasonable in view of the above tests.
5. I read business publications such as The Wall Street Journal, Business Week, Fortune magazine and Barron's.  If there is a hint of bad news I avoid buying the stock or I may sell it if I already own it.  For example, when it was revealed that Associated Computer Services (ACS) was back dating option prices, I sold quickly.  I did not wish to own a stock managed by less than honest people. I look for recent news in Yahoo and keep a file of every stock I am interested in from the IAS or that I am interested in for other reasons.
6. By looking for news on a daily basis I try to keep abreast of events that may influence the price of a stock.  Note, this is a departure from a practice of buy a good company's stock and then forget it.
 
Robert, have I given you enough to chew on? If you need further explanation, then come back to me.
Ralph
----- Original Message -----
Sent: Friday, November 02, 2007 11:24 AM
Subject: [The Classroom]: IAS Uber-Portfolio? (9eb85a40-77ed-4e12-9943-55d838e977ea)
 
From the The Classroom forum at StockCentral.com, Robert Brooker writes:

I am thinking of creating an Investor Advisory Service (IAS)-based portfolio.  A couple of years ago, I met Mark Hulbert, who writes the Hulbert Financial Digest, which (I believe) is the leading independent tracker of investing newsletters.  Mark knew IAS well and, for the purpose of comparing IAS returns with other newsletters, runs an "IAS portfolio" by selecting all IAS stocks whose current price is below the Buy price.  If the stock crosses into the "overvalued" zone, his portfolio "sells" the stock.

(Incidentally, Mark commented to me that unlike IAS, most newsletters track a smaller number of stocks and tell you exactly which stocks to buy or keep in a portfolio.  I presume that IAS's philosophy is more to provide expert insight into a larger groups of stocks, but at the same time to encourage its readers to augment IAS findings with their own analysis and judgment.)

OK, so here's my issue: the November IAS issue lists 49 stocks that are currently trading below the "Buy" price, out of 79 stocks that IAS follows.  I don't want a portfolio with 49 stocks . . . 10 - 20 will do fine for my portfolio.  Moreover, even though the entire "basket" of IAS stocks tends to outperform the S&P 500 and Wilshire indices, I postulate that with a smaller portfolio I have a good chance to do even better than the IAS basket that Hulbert tracks . . . curious to know if others agree with this concept.

I am wondering if anyone has any insight or suggestions on how to create an "uber-IAS" portfolio of 10-20 stocks.  Here are some thoughts that come to mind:

1. Have IAS stocks with higher upside-downside ratios outperformed the basket?  Could this be a reliable method of idenfifying the IAS stocks most likely to perform?

2. Can I reduce risk by further screening out of lower quality stocks, or high PE stocks?

Eager to hear any suggestions!  I suppose I could do this analysis by going through old IAS issues, but perhaps someone has already done this analysis empircally and can share with the StockCentral community, or has a compelling theoretical argument for or against these approaches.



----------
Posted by: Robert Brooker

----------
jimthomas@yahoo.com  
#3 Posted : Friday, November 2, 2007 9:44:27 AM(UTC)
jimthomas@yahoo.com

Rank: Advanced Member

Posts: 105

> I am thinking of creating an Investor Advisory Service (IAS)-based portfolio.  A couple of years ago, I met Mark Hulbert, who writes the Hulbert Financial Digest, which (I believe) is the leading independent tracker of investing newsletters.  Mark knew IAS well and, for the purpose of comparing IAS returns with other newsletters, runs an "IAS portfolio" by selecting all IAS stocks whose current price is below the Buy price.  If the stock crosses into the "overvalued" zone, his portfolio "sells" the stock.

That's interesting, but contrary to the discussion in How to Use the IAS Guide.  That document is specific (page 9) in saying that the data tables do not contain buy or sell recommendations.  It says there that the three stocks highlighted each month are the buy recommendations and the sell recommendations are in the "News of the Companies" section.

A real-money IAS-based portfolio nearing it's five year anniversary and is based on these guidelines: buy the three monthly recommendations; follow sell recommendations; limit the portfolio to about 20 stocks; and otherwise just hold and let the dividends accumulate.  You can read some discussion of this portfolio over on the BetterInvesting Compuserve forum (click here and here) and in the June 2006 BetterInvesting BITS (subscription needed) here.

The last I heard about this portfolio was in March 2007.  Portfolio turnover was pretty high (around 25% to 30%).  Portfolio performance was more or less tracking "the market" (VFINX and VTSMX) and was falling short of a goal of "15% annualized return".  I'll check in with the owner and see if he's willing to share what's been going on more recently.

-Jim Thomas

robert  
#4 Posted : Friday, November 2, 2007 1:10:56 PM(UTC)
robert

Rank: Advanced Member

Posts: 97


















Hi Jim,


 


This is very interesting. 


 


At first, I was struck that only a handful of super-performers
seemed to contribute to an acceptable average return.  This concerned me, as
it suggests that if I only choose 10-20 stocks, I have a good chance to “miss” the super-performers, thus driving down my return.


 


Then, I noticed that the graph only includes the 105
sales.  I would think that in order to accurately plot the investment
return pattern, one would want to include in this graph the 120 “held” stocks . . . in addition to the sales . . . and mark them to market.


 


Does this make sense?








jimthomas@yahoo.com  
#5 Posted : Friday, November 2, 2007 5:07:03 PM(UTC)
jimthomas@yahoo.com

Rank: Advanced Member

Posts: 105

> At first, I was struck that only a handful of super-performers seemed to contribute to an acceptable average return. This concerned me, as it suggests that if I only choose 10-20 stocks, I have a good chance to “miss” the super-performers, thus driving down my return.
Are you assuming there are a handful of super-performers among the IAS recommendations, or do you have access to data that shows this?

It certainly stands to reason that if you don't buy *all* of the three stocks recommended each month (and do this every month) you reduce the odds that you'll own those few that might far outperform the rest. On the other hand, the more stocks you own the harder it becomes for the overall portfolio to outperform "the market". So, by owning far more than 20 or so stocks you'd *better* end up owning some super performers to make of for the rest.


> Then, I noticed that the graph only includes the 105 sales.
I don't know what graph you're refering to?


> I would think that in order to accurately plot the investment return pattern, one would want to include in this graph the 120 “held” stocks . . . in addition to the sales . . . and mark them to market.
To accurately track the investment return, you need to accurately track the stocks you'd actually own in a real portfolio. That includes buying and selling when you could actually do that (including delay in your receiving recommendations) and only owning the number of stocks that you'd actually be able to own.

If you believe that IAS doesn't actually make specific buy/sell recommendations (I think the IAS Guide suggests otherwise), then I see no real value (other than to the marketing folks) in trying to measure some sort of "average" performance that would result from buying and selling based on criteria that the IAS Guide specifically says not to use.

-Jim Thomas

Ralphs  
#6 Posted : Saturday, November 3, 2007 4:16:15 AM(UTC)
Ralphs

Rank: Member

Posts: 26




November 3, 2007
It is my 55 years of experience that a careful selection and screening of criteria as I outlined to Robert and Craig is the best way to separate the sheep from the goats. On many TV programs we see all sorts of nonsense.  One of the fastest ways to become a millionaire is to start with one million dollars  and follow the advice of technical "experts" on TV shows.
Ralph Seger
----- Original Message -----
Sent: Friday, November 02, 2007 9:06 PM
Subject: [The Classroom]: RE: IAS Uber-Portfolio? (9eb85a40-77ed-4e12-9943-55d838e977ea)
 
From the The Classroom forum at StockCentral.com, Jim Thomas writes:


> At first, I was struck that only a handful of super-performers seemed to contribute to an acceptable average return. This concerned me, as it suggests that if I only choose 10-20 stocks, I have a good chance to “miss” the super-performers, thus driving down my return.
Are you assuming there are a handful of super-performers among the IAS recommendations, or do you have access to data that shows this?

It certainly stands to reason that if you don't buy *all* of the three stocks recommended each month (and do this every month) you reduce the odds that you'll own those few that far outperform the rest. On the other hand, the more stocks you own the harder it becomes for the overall portfolio to outperform "the market". So, by owning far more than 20 or so stocks you'd *better* end up owning some super performers to make of for the rest.


> Then, I noticed that the graph only includes the 105 sales.
I don't know what graph you're refering to?


> I would think that in order to accurately plot the investment return pattern, one would want to include in this graph the 120 “held” stocks . . . in addition to the sales . . . and mark them to market.
To accurately track the investment return, you need to accurately track the stocks you'd actually own in a real portfolio. That includes buying and selling when you could actually do that (including delay in your receiving recommendations) and only owning the number of stocks that you'd actually be able to own.

If you believe that IAS doesn't actually make specific buy/sell recommendations (I think the IAS Guide suggests otherwise), then I see no real value (other than to the marketing folks) in trying to measure some sort of "average" performance that would result from buying and selling based on criteria that the IAS Guide specifically says not to use.

-Jim Thomas

----------
Posted by: Jim Thomas

----------
robert  
#7 Posted : Sunday, November 4, 2007 2:41:28 PM(UTC)
robert

Rank: Advanced Member

Posts: 97


















Ralph, you have surely given me some great info to chew on!   My
next task: identify a subset of the IAS stocks in the buy zone that fulfill the additional criteria you outlined!  Thank you!  - Robert








robert  
#8 Posted : Sunday, November 4, 2007 2:49:30 PM(UTC)
robert

Rank: Advanced Member

Posts: 97


















Hi Jim


 


Sorry I didn’t explain fully.  The graph I was referring to was
the one posted by Larry Weiner in the thread you sent me the link to.  Since
Larry posted it to a public website, I hope I’m not out of line for re-posting
it here, so that you can see what I am referring to. (If I am out of line,
please accept my apologies, Larry!)  This graph shows the performance for stocks
that were issued sell recommendations by IAS.  There seem to be a small handful
of stocks with stellar returns, and my point was that this analysis seems to
omit stocks that are still held in the portfolio (if I am understanding it correctly).


 


Regards,


 


Robert


 








Ralphs  
#9 Posted : Sunday, November 4, 2007 3:27:16 PM(UTC)
Ralphs

Rank: Member

Posts: 26

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November 4, 007
Robert,
You are welcome.  Investing to make excellent
profits and to avoid big losers is not simple.  That is why we have
successful investment managers like Seger-Elvekrog. If I can be of further assistance please call on me.
Ralph
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----- Original Message -----
Sent: Sunday, November 04, 2007 7:41 PM
Subject: [StockCentral.com] Reply to a message (9eb85a40-77ed-4e12-9943-55d838e977ea)

A message was posted to a thread you are tracking.




robert Posted:11/05/2007 12:41 AM Subject: [StockCentral.com] Reply to a message



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style="FONT-SIZE: 11pt; COLOR: #1f497d; FONT-FAMILY: 'Calibri','sans-serif'">Ralph,
you have surely given me some great info to chew on!   My next
task: identify a subset of the IAS stocks in the buy zone that fulfill
the additional criteria you outlined!  Thank you!  - Robert




To view the complete thread and reply, please visit: http://www.stockcentral.com/default.aspx?tabid=143&view=topic&forumid=5&postid=4249

Thank
you, STOCKcentral.com (beta) :: Community, Data, and Insight for Investors


jimthomas@yahoo.com  
#10 Posted : Sunday, November 4, 2007 6:32:58 PM(UTC)
jimthomas@yahoo.com

Rank: Advanced Member

Posts: 105

> Then, I noticed that the graph only includes the 105 sales.
> This graph shows the performance for stocks that were issued sell recommendations by IAS.
That's not quite correct, and the difference is important. The graph you refer to shows the distribution of appreciation for stocks (1) recommended for purchase by IAS between January 2000 and March 2006, by virtue of being among the three stocks highlighted each month, and (2) later recommended for sale by IAS during the same time period. There were 75 such stocks recommended for sale, out of 225 total stocks recommended for purchase (75 months x 3 stocks each month = 225).  There were a total of 105 sale recommendations during that time period, but only 75 were for stocks recommended for purchase in the same time period.

The purpose of that graph was to show that with stocks recommended for sale by IAS after only a relatively short holding period, it's basically random whether or not they are sold at a profit. Larry says that 60 percent of such sales produced a loss (or, at most, zero gain). Larry says that 90 percent of the total profits from these 75 sold stocks were produced by just 5 of the sold stocks.



> I would think that in order to accurately plot the investment return pattern, one would want to include in this graph the 120 “held” stocks . . . in addition to the sales . . . and mark them to market.
As described above, the graph you refer to doesn't (and wasn't intended to) show the overall return from following IAS buy/sell recommendations. A graph in the BI BITS article shows that, as well as comparisons with "market" returns. I'll attach a version of that graph here, updated through January 2007.

I believe the number of stocks followed by IAS (currently about 80) is pretty stable over time. But IAS recommends 36 stocks for purchase each year (3 each month). So, either there is a fair amount of selling going on or most of the 3 monthly purchase recommendations are for stocks already being followed (meaning they've been recommended for purchase previously).

I don't really see the point in doing an independent review of the 80 or so stocks followed by IAS to identify those ready for purchase. As I see it, that's the purpose of the 3 stocks highlighted each month by IAS ... to recommend what are among the best purchase opportunities that month.

If you're willing to own all the stocks followed by IAS (and you've got in excess of $100,000 to invest so you can keep your commisons under control), it seems likely to me that by buying 3 each month you'd own most of them within 3 years. If you prefer to own fewer stocks, then it *might* pay to be selective about following all three purchase recommendations each month or, once your portfolio is full, to compare stocks you hold against the 3 monthly recommendations to identify opportunities to improve the portfolio.

-Jim Thomas

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