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Quantitative Portfolio Managment Research
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MaxMeasures portfolios for April 2022

April 6th, 2022 by dobelman

MaxMeasures portfolios from the SP-500, SP-100 and Nasdaq-100 universe IAW the default parameter set are provided below. Closing prices as of 4/6/22. S&P 500 picks missing due to programming changes (bug).

 

Max Measure Picks 4/6/22
S&P500 4/6/22 S&P100 4/6/22 NDX 4/6/22
AAPL 171.83 AAPL 171.83
ABBV 168.91 AEP 104.49
AMGN 249.93 AMGN 249.93
AVGO 602 ATVI 80.11
BMY 75.34 AVGO 602
BRK-B 344.71 AZN 69.07
COP 97.54 BIDU 140
COST 584.79 CEG 59.6
CVX 164.81 COST 584.79
DOW 61.67 CTSH 86.91
DUK 115.15 DLTR 156.06
EXC 49.71 EXC 49.71
GD 240.76 NTES 94.83
KO 63.1 ORLY 701.14
LLY 305.84 PANW 606.8
LMT 454.58 PAYX 141.23
MO 53.83 REGN 708.36
SO 76.51 TMUS 133.71
UNH 531.75 VRTX 272.39
XOM 83.65 XEL 74.99

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MaxMeasures portfolios for March 2021

March 29th, 2021 by dobelman

MaxMeasures portfolios from the SP 500, SP 100 and Nasdaq 100 universe IAW the default parameter set are provided below. Closing prices as of 3/26/21.  S&P 500 picks missing due to programming changes (bug).

Max Measure Picks 3/26/21
S&P500 3/26/21 S&P100 3/26/21 NDX 3/26/21
AIG 46.82 AMAT 128.64
AXP 143.73 ASML 625.67
BA 244.87 AVGO 482.04
BAC 38.68 BIDU 208.61
C 73.02 BKNG 2323.53
COF 129.59 CSCO 52.57
COP 55.04 FOX 36.17
CVX 107.48 FOXA 37.8
F 12.3 INTC 64.87
GE 12.99 KLAC 319.94
GM 56.52 LRCX 584.23
GS 327.39 MAR 146.82
JPM 155.09 MCHP 155.42
MET 60.82 MRNA 133.28
MS 79.98 MU 87.99
SLB 28.31 NXPI 199
SPG 114.67 PDD 131.29
TSLA 618.71 ROST 122.36
WFC 39.76 TSLA 618.71
XOM 57.71 WBA 52.03

 

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MaxMeasures portfolios for March 2020

March 29th, 2021 by dobelman

Oops! Sorry, this was not done, due to Covid-19

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MaxMeasures portfolios for March 2019

March 2nd, 2019 by dobelman

MaxMeasures portfolios from the SP 500, SP 100 and Nasdaq 100 universe IAW the default parameter set are provided below. Closing prices as of 3/1/19

Max Measure Picks 3/1/19
S&P500 3/1/19 S&P100 3/1/19 NDX 3/1/19
AES 17.5 ABT 78.59 ADI 108.44
AMT 177.92 BA 440.62 CDNS 58.14
AZO 929.32 CHTR 346.58 DLTR 96.36
BLL 55.21 CMCSA 39.1 EBAY 37.35
CDNS 58.14 DHR 127.77 INCY 88.17
CMG 611.63 DUK 89.53 JD 28.73
FL 63.07 EXC 48.54 KLAC 115.78
GRMN 84.69 GM 39.53 LRCX 176.75
INCY 88.17 INTC 53.3 MCHP 88.64
KEYS 85.9 KMI 19.74 MELI 451.64
LRCX 176.75 LLY 128.84 MNST 64.74
O 69.14 MCD 185.05 NXPI 94.25
RHT 182.59 MDLZ 47.23 PYPL 98.8
SBUX 70.85 MRK 81.65 SBUX 70.85
UAA 22.86 NEE 187.56 ULTA 315.3
VAR 136.72 PEP 116.18 VRSN 180.5
WAT 244.8 PG 98.44 WDAY 189.14
WHR 141.31 PYPL 98.8 WLTW 172.56
XLNX 126.64 SBUX 70.85 XEL 54.92
XRAY 49.13 SO 49.98 XLNX 126.64

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MaxMeasures portfolios for March 2018

March 26th, 2018 by dobelman

MaxMeasures portfolios from the SP 500 and SP 100 universe IAW the default parameter set are provided below. Closing prices as of 3/23/18:

S&P500 3/23/18 S&P100 3/23/18
AAP 110.84 ABBV 97.46
AKAM 70.19 AMZN 1495.56
ALGN 250.92 BA 321
AMZN 1495.56 BLK 521.13
APC 61.56 COP 57.74
CSRA 41.44 COST 180.84
DPS 117.95 CSCO 42.42
EW 135.32 FOX 35.45
FL 43.74 FOXA 36.12
FOX 35.45 GD 218.81
FOXA 36.12 HAL 46.44
GWW 270.05 INTC 49.36
HP 66.46 LMT 336.31
KSS 61.98 MA 171.83
M 27.21 MSFT 87.18
MU 54.21 NKE 64.63
NFLX 300.94 PYPL 76.44
NTAP 61.15 RTN 214.57
STX 56.28 TGT 67.88
XL 55.33 UNP 131.94

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MaxMeasures portfolios for March 2017

March 10th, 2017 by dobelman

MaxMeasures portfolios from the SP 500 and SP 100 universe IAW the default parameter set are provided below.  Closing prices as of 3/10/17:

S&P500 3/10/2017 S&P100 3/10/2017
BAC 25.31 AAPL 139.14
CFG 37.64 AXP 79.38
CMA 72.16 BA 178.70
CSX 47.80 BAC 25.31
EVHC 66.80 BMY 58.32
GS 248.38 BRK-B 174.98
HBAN 14.19 C 61.49
INCY 149.24 CELG 124.00
KEY 18.58 COF 92.19
LNC 69.01 FOX 29.96
LUV 55.88 FOXA 30.55
MS 46.49 GD 190.84
MTB 166.19 GS 248.38
MU 25.18 JPM 91.28
NFLX 140.89 MO 76.45
NRG 17.86 MS 46.49
NVDA 99.12 TWX 98.60
RF 15.13 UNH 169.98
URI 122.95 USB 54.94
ZION 44.91 WFC 58 .85

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MaxMeasures portfolios for March 2016

March 11th, 2016 by dobelman

MaxMeasures portfolios from the SP500 and SP100 universe IAW the default parameter set are provided below.  Closing prices as of 3/10/16:

S&P500 3/10/2016 S&P100 3/10/2016
ARG 141.87 PYPL 38.49
NEM 27.35 FB 107.32
MAT 33.62 VZ 52.32
CNX 11.09 MCD 119.98
ADT 41.07 DD 62.16
FSLR 69.25 T 38.31
KORS 57.37 PM 96.84
TSN 66.64 EXC 34.73
WYNN 84.06 MSFT 52.05
KLAC 68.70 GOOG 712.82
COH 39.09 JNJ 107.14
BXLT 39.41 PG 82.28
AVGO 144.42 TXN 55.49
DLTR 79.82 MO 63.00
AMAT 19.57 CVX 93.94
CTL 31.71 GOOGL 732.17
NVDA 31.68 SO 49.87
SNDK 76.41 RTN 121.85
ISRG 573.70 DOW 49.13
CPB 63.09 EMR 50.55

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MaxMeasures portfolios for March 2015

March 9th, 2015 by dobelman

MaxMeasures portfolios from the SP500 and SP100 universe IAW the default parameter set are provided below.  Closing prices as of 3/9/15:

S&P500 3/9/2015 S&P100 3/9/2015
HSP 87.71 LOW 74.26
EA 56.67 WBA 83.5
AVGO 127.12 UNH 114.9
WFM 55.64 BMY 66.36
VMC 84.35 V 271.42
WHR 205.7 BIIB 415.51
TSCO 85.38 TGT 78.57
MNST 137.21 MA 91.12
KR 75.07 TXN 58.42
MAC 92.76 BA 154.75
MHK 183.64 CVS 102.5
DLTR 79.7 AAPL 127.14
CTSH 61.92 SBUX 93.04
BSX 16.6 USD 94.33
SEE 46.09 HD 115.25
LUV 43.4 DIS 105.26
ROST 105.45 UTX 121.75
LOW 74.26 CSCO 29.36
HAR 132.62 GM 37.66
ORLY 206.58 MDT 76.9

 

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MaxMeasures portfolios for March 2014

March 13th, 2014 by dobelman

MaxMeasures portfolios from the SP500 and SP100 universe IAW the default parameter set are provided below.  Closing prices as of 3/6/14:

S&P500 S&P100
ALLE 53.19 BAC 17.35
LSI 11.08 WFC 47.34
WIN 8.18 MDLZ 34.88
FTR 4.87 EMC 26.93
PCL 43.68 PFE 32.46
BAC 17.35 BK 32.76
WFC 47.34 JNJ 92.89
MDLZ 34.88 KO 38.47
KEY 13.64 ORCL 39.46
HBAN 9.7 DD 67.5
NWSA 18.28 USB 41.65
MJN 83.04 CMCSA 52.11
AIV 30.68 MET 52.37
PX 130.83 GE 26.22
EMC 26.93 INTC 24.63
IPG 17.59 BRK-B 121.2
XYL 38.3 WMT 74.88
DHI 23.86 SO 42.04
TYC 43.81 FOXA 34.34
CBG 28.06 COST 113.26

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