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Strategies & Market Trends : TA-Quotes Plus -- Ignore unavailable to you. Want to Upgrade?

To: Paul Beattie who wrote (9292)	4/12/1999 6:06:00 PM
From: Nine_USA	Read Replies (2) \| Respond to of 11149

These reports show an attempt to select stocks based on a required high %short position, and a combination of price and volume variables and fundamental variables over the prior 2 years. I am looking at the potential of stocks with high recent momentum (as of 4-7-1998), coupled with a high short position. I then look at the 1 year future returns from 4-7-98 forward. 1. On QP2 4-7-1998 data, a ranking was done on all stocks with at least a 7% short position. 2. The 30 highest stocks on VALUE were then selected and are shown in the first report below. 3. Columns Val and 12mn are the VALUE and %Yr thru 4-9-1999 for each stock. 4. For example, the Yr% for DELL is 160.4% which is the return if held 1 year & sold 4-9-1999. 5. The summary after the 30 stocks is called Cumulative Returns & is the %Yr for all 30 stocks. 6. The %Yr for the 30 stocks is 94.4%. 7. The next report is for the top 15 stocks, and the %Yr is 183.4%. 8. The next report is for the top 6 stocks on VALUE, and the %Yr is 310.5% 9. The final report shows basic outputs for the 30 top value stocks as of 4-7-1998. 10. See especially the column %Shrt which shows the percent short per stock. 11. For example, DELL, the stock with the highest VALUE (158) has 8.4% short. 12. What we seek is a really high %short, but with a still very high VALUE. 13. The fourth stock, YHOO, with VALUE=147 and %short=64.9 appears to have the best VALUE & %short. 14. YHOO %Yr was 751% !!! 15. The next best stock was CVC with VALUE=128 and %short=36.6. 16. CVC %Yr was 'only' 132.6%. Run 04/12/99 4:19:24 PM Data as of close 04/07/98 ---------------------------------------------------------------------------------------------------------------------- TOP 30 ON VALUE AS OF 4-7-1998 BUT WITH 7% SHORT REQUIRED ---------------------------------------------------------------------------------------------------------------------- * ---------------------------------------------------------------------------------------------------------------------- Tik SIC close FutPr %shrt Val 12mn 9m% 6m% 3m% 2Mn% 1Mn% 10D% %Day %/Hi %Mgn r50 r200 Q Qa P/E %Fl DELL 3571 63.12 43.56 8.4 158 160.4 74.4 72.3 11.4 -16.3 0.6 14.3 -3.3 90 6.9 103 134 97 97 48.2 77 PSFT 7372 52.31 13.56 12.2 158 -73.2 -72.6 -37.3 -43.7 -28.6 -25.7 -16.9 -4.5 94 12.2 115 150 96 83 99.0 32 AOL 7370 70.50 159.94 13.0 155 790.0 461.8 595.4 116.3 101.2 72.3 26.4 -3.3 95 0.8 117 162 96 83 99.0 73 YHOO 7375 93.25 207.00 64.9 147 751.5 350.0 262.0 29.4 30.5 19.2 15.6 -5.9 90 na 122 172 97 96 na 15 VRTS 7372 59.75 79.50 8.6 140 101.7 68.7 178.9 18.7 1.3 0.5 -0.2 -8.3 92 17.2 110 131 96 84 89.2 76 CVC 4841 63.62 74.06 36.6 128 132.6 77.4 86.9 36.2 17.3 7.3 -1.3 -3.7 95 na 122 163 97 81 na 33 AEOS 5651 48.81 0.00 15.3 127 - - - - - - - 0.0 100 4.3 149 228 99 90 41.7 27 SFSK 3060 38.12 8.75 12.3 127 -76.5 -80.4 -67.6 -62.5 -61.6 -51.4 15.0 -10.1 89 20.1 117 159 97 94 54.5 63 TLAB 3661 64.81 112.38 7.1 127 71.1 48.6 225.7 49.1 43.0 32.0 17.6 -1.4 94 21.4 109 115 79 70 45.6 76 XCIT 7375 52.31 150.75 24.0 125 463.6 266.6 344.2 172.6 61.9 30.0 13.1 -8.1 92 na 110 173 98 93 na 36 LCOS 7375 53.69 101.50 14.7 124 245.9 186.2 274.3 42.0 -20.2 -7.7 9.6 -7.3 91 na 125 168 98 92 na 41 SAPE 7373 47.19 69.44 10.5 122 38.5 17.7 155.4 2.0 4.0 6.6 19.7 -1.7 98 12.7 115 154 96 75 99.0 36 WAXS 7600 31.50 7.88 14.5 120 -75.0 -71.1 -44.5 -41.9 -32.9 6.8 1.7 -1.7 94 14.3 112 120 97 88 45.7 66 CCR 6162 52.75 42.06 12.5 119 -19.5 -23.9 36.5 -11.7 3.9 4.7 12.2 -1.8 98 22.2 110 133 84 74 17.1 8 GTW 3571 43.56 72.75 11.0 117 56.9 17.6 67.5 24.1 1.0 10.9 14.0 -3.3 90 1.7 104 121 79 72 64.1 44 NXTL 4812 32.38 39.38 23.3 117 19.7 42.6 126.6 34.4 22.8 25.3 17.3 -3.9 96 na 112 124 90 74 na 38 WCOM 4813 42.75 90.06 7.8 117 111.9 79.0 105.0 19.9 13.9 6.4 -1.0 -1.3 96 5.4 108 123 88 72 99.0 89 ICIX 7385 73.88 32.25 57.8 116 -10.9 -16.6 79.2 74.3 83.7 33.3 18.9 -2.6 82 na 99 142 97 84 na 40 U 4512 71.50 55.62 7.8 114 -23.3 -31.1 32.4 -9.2 16.6 10.7 12.5 -1.9 94 10.6 105 138 89 90 7.3 66 CCE 2086 38.25 29.94 7.4 113 -21.3 -24.0 3.7 -9.1 -10.6 -12.3 -10.3 1.3 100 1.4 113 125 80 80 91.1 43 WCII 4813 42.50 43.00 18.0 113 -0.3 8.3 199.0 8.0 2.8 26.5 27.4 -3.1 95 na 109 163 97 73 na 82 AVEI 3841 36.56 0.00 29.8 111 - - - - - - - -2.6 83 21.6 94 132 97 82 98.8 36 BBY 5731 68.62 53.75 19.8 111 203.2 136.3 189.1 50.9 28.6 9.6 8.2 -3.0 95 0.5 112 200 98 88 80.7 75 PTX 2390 47.12 12.31 10.1 110 -74.0 -71.2 -52.0 -54.9 -44.0 -45.0 -13.2 1.3 96 1.5 118 157 95 88 60.4 30 JDAS 7371 51.00 6.19 7.7 109 -82.4 -79.6 -39.3 -25.0 -20.7 -6.5 -14.6 -0.5 94 13.8 110 139 96 81 53.1 21 NETA 9999 65.88 16.31 13.1 109 -62.1 -69.0 -39.9 -70.9 -63.9 -64.5 -47.4 -1.8 85 na 104 114 68 53 na 65 RWAY 7359 26.12 0.00 10.7 109 - - - - - - - -1.2 98 9.5 111 137 95 85 29.7 68 SAI 6311 51.50 2.88 10.3 108 -58.1 -49.9 -34.2 -25.8 -11.4 -4.0 -14.8 0.2 100 18.0 114 128 82 76 26.3 57 ACAI 4512 49.50 29.56 96.4 107 14.5 -12.3 81.9 -4.3 1.1 -9.7 15.4 -3.4 97 6.3 113 179 97 87 29.1 30 LNCR 8090 75.25 23.75 20.1 107 -37.3 -45.6 -31.2 -39.7 -35.6 -28.3 -0.8 -1.4 99 17.8 115 137 88 72 27.5 64 Cumulative Returns filter ____V31 Stocks All Eval on RALL0407 Bought at next day close Sell on 0409____ long # 27 94.4 44.0 102.6 10.8 3.3 1.8 5.1 short# 0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 net # 27 94.4 44.0 102.6 10.8 3.3 1.8 5.1 SPY 22.3 16.4 38.9 6.4 8.5 4.4 4.2 ---------------------------------------------------------------------------------------------------------------------- TOP 15 ON VALUE AS OF 4-7-1998 BUT WITH 7% SHORT REQUIRED ---------------------------------------------------------------------------------------------------------------------- * ---------------------------------------------------------------------------------------------------------------------- Tik SIC close FutPr %shrt Val 12mn 9m% 6m% 3m% 2Mn% 1Mn% 10D% %Day %/Hi %Mgn r50 r200 Q Qa P/E %Fl DELL 3571 63.12 43.56 8.4 158 160.4 74.4 72.3 11.4 -16.3 0.6 14.3 -3.3 90 6.9 103 134 97 97 48.2 77 PSFT 7372 52.31 13.56 12.2 158 -73.2 -72.6 -37.3 -43.7 -28.6 -25.7 -16.9 -4.5 94 12.2 115 150 96 83 99.0 32 AOL 7370 70.50 159.94 13.0 155 790.0 461.8 595.4 116.3 101.2 72.3 26.4 -3.3 95 0.8 117 162 96 83 99.0 73 YHOO 7375 93.25 207.00 64.9 147 751.5 350.0 262.0 29.4 30.5 19.2 15.6 -5.9 90 na 122 172 97 96 na 15 VRTS 7372 59.75 79.50 8.6 140 101.7 68.7 178.9 18.7 1.3 0.5 -0.2 -8.3 92 17.2 110 131 96 84 89.2 76 CVC 4841 63.62 74.06 36.6 128 132.6 77.4 86.9 36.2 17.3 7.3 -1.3 -3.7 95 na 122 163 97 81 na 33 AEOS 5651 48.81 0.00 15.3 127 - - - - - - - 0.0 100 4.3 149 228 99 90 41.7 27 SFSK 3060 38.12 8.75 12.3 127 -76.5 -80.4 -67.6 -62.5 -61.6 -51.4 15.0 -10.1 89 20.1 117 159 97 94 54.5 63 TLAB 3661 64.81 112.38 7.1 127 71.1 48.6 225.7 49.1 43.0 32.0 17.6 -1.4 94 21.4 109 115 79 70 45.6 76 XCIT 7375 52.31 150.75 24.0 125 463.6 266.6 344.2 172.6 61.9 30.0 13.1 -8.1 92 na 110 173 98 93 na 36 LCOS 7375 53.69 101.50 14.7 124 245.9 186.2 274.3 42.0 -20.2 -7.7 9.6 -7.3 91 na 125 168 98 92 na 41 SAPE 7373 47.19 69.44 10.5 122 38.5 17.7 155.4 2.0 4.0 6.6 19.7 -1.7 98 12.7 115 154 96 75 99.0 36 WAXS 7600 31.50 7.88 14.5 120 -75.0 -71.1 -44.5 -41.9 -32.9 6.8 1.7 -1.7 94 14.3 112 120 97 88 45.7 66 CCR 6162 52.75 42.06 12.5 119 -19.5 -23.9 36.5 -11.7 3.9 4.7 12.2 -1.8 98 22.2 110 133 84 74 17.1 8 GTW 3571 43.56 72.75 11.0 117 56.9 17.6 67.5 24.1 1.0 10.9 14.0 -3.3 90 1.7 104 121 79 72 64.1 44 Cumulative Returns filter ____V31 Stocks All Eval on RALL0407 Bought at next day close Sell on 0409____ long # 14 183.4 94.4 153.6 24.4 7.5 7.6 10.1 short# 0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 net # 14 183.4 94.4 153.6 24.4 7.5 7.6 10.1 SPY 22.3 16.4 38.9 6.4 8.5 4.4 4.2 ---------------------------------------------------------------------------------------------------------------------- TOP 6 ON VALUE AS OF 4-7-1998 BUT WITH 7% SHORT REQUIRED ---------------------------------------------------------------------------------------------------------------------- * ---------------------------------------------------------------------------------------------------------------------- Tik SIC close FutPr %shrt Val 12mn 9m% 6m% 3m% 2Mn% 1Mn% 10D% %Day %/Hi %Mgn r50 r200 Q Qa P/E %Fl DELL 3571 63.12 43.56 8.4 158 160.4 74.4 72.3 11.4 -16.3 0.6 14.3 -3.3 90 6.9 103 134 97 97 48.2 77 PSFT 7372 52.31 13.56 12.2 158 -73.2 -72.6 -37.3 -43.7 -28.6 -25.7 -16.9 -4.5 94 12.2 115 150 96 83 99.0 32 AOL 7370 70.50 159.94 13.0 155 790.0 461.8 595.4 116.3 101.2 72.3 26.4 -3.3 95 0.8 117 162 96 83 99.0 73 YHOO 7375 93.25 207.00 64.9 147 751.5 350.0 262.0 29.4 30.5 19.2 15.6 -5.9 90 na 122 172 97 96 na 15 VRTS 7372 59.75 79.50 8.6 140 101.7 68.7 178.9 18.7 1.3 0.5 -0.2 -8.3 92 17.2 110 131 96 84 89.2 76 CVC 4841 63.62 74.06 36.6 128 132.6 77.4 86.9 36.2 17.3 7.3 -1.3 -3.7 95 na 122 163 97 81 na 33 Cumulative Returns filter ____V31 Stocks All Eval on RALL0407 Bought at next day close Sell on 0409____ long # 6 310.5 159.9 193.0 28.1 17.6 12.4 6.3 short# 0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 net # 6 310.5 159.9 193.0 28.0 17.6 12.4 6.3 SPY 22.3 16.4 38.9 6.4 8.5 4.4 4.2 ---------------------------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------------------------- * ---------------------------------------------------------------------------------------------------------------------- Tik SIC Price Up21 p/50 50Pr p/200 Y% Sic% Y+Sic% VoAve Shrt% MnDiff Val PE Q Qav Mcap _Desc DELL 3571 63.12 10 103 61.58 134 278.9 86.4 365.3 18319 8.4 -4002 158 48.2 97 97 41209 DELL COMPUTER COR PSFT 7372 52.31 11 115 45.67 150 160.8 64.3 225.1 3100 12.2 1202 158 99.0 96 83 11839 PEOPLESOFT INC CO AOL 7370 70.50 12 117 60.23 162 248.1 115.3 363.4 4457 13.0 2050 155 99.0 96 83 14820 AMERICA ONLINE IN YHOO 7375 93.25 10 122 76.24 172 382.4 338.5 720.9 2038 64.9 582 147 na 97 96 4274 YAHOO INC COM VRTS 7372 59.75 11 110 54.38 131 211.7 64.3 276.0 437 8.6 98 140 89.2 96 84 1858 VERITAS SOFTWARE CVC 4841 63.62 17 122 52.11 163 300.6 105.5 406.1 234 36.6 406 128 na 97 81 1753 CABLEVISION SYS C AEOS 5651 48.81 13 149 32.78 228 716.2 84.7 801.0 205 15.3 189 127 41.7 99 90 723 AMERN EAGLE OUTFI SFSK 3060 38.12 18 117 32.61 159 301.3 71.4 372.6 683 12.3 412 127 54.5 97 94 2006 SAFESKIN CORP COM TLAB 3661 64.81 14 109 59.46 115 73.7 77.3 151.0 2963 7.1 1192 127 45.6 79 70 11781 TELLABS INC COM XCIT 7375 52.31 13 110 47.67 173 257.8 338.5 596.3 837 24.0 55 125 na 98 93 738 EXCITE INC COM LCOS 7375 53.69 9 125 42.88 168 246.4 338.5 584.9 703 14.7 160 124 na 98 92 835 LYCOS INC COM SAPE 7373 47.19 12 115 41.10 154 194.9 62.8 257.7 232 10.5 108 122 99.0 96 75 1150 SAPIENT CORP COM WAXS 7600 31.50 14 112 28.12 120 293.8 267.6 561.3 881 14.5 110 120 45.7 97 88 607 WORLD ACCESS INC CCR 6162 52.75 14 110 47.96 133 96.2 25.2 121.5 404 12.5 685 119 17.1 84 74 5726 COUNTRYWIDE CR IN GTW 3571 43.56 10 104 42.01 121 62.5 86.4 148.9 1915 11.0 909 117 64.1 79 72 6746 GATEWAY 2000 INC NXTL 4812 32.38 10 112 28.85 124 137.7 104.8 242.6 3694 23.3 1170 117 na 90 74 8181 NEXTEL COMMUNICAT WCOM 4813 42.75 12 108 39.47 123 78.6 50.9 129.5 10993 7.8 4620 117 99.0 88 72 43889 WORLDCOM INC GA C ICIX 7385 73.88 10 99 74.44 142 334.6 168.5 503.1 628 57.8 -73 116 na 97 84 1310 INTERMEDIA COMMUN U 4512 71.50 10 105 68.35 138 181.7 39.9 221.6 1075 7.8 40 114 7.3 89 90 6553 US AIRWAYS GROUP CCE 2086 38.25 12 113 34.00 125 88.5 54.9 143.5 558 7.4 1985 113 91.1 80 80 14803 COCA COLA ENTERPR WCII 4813 42.50 10 109 39.07 163 277.8 50.9 328.7 1232 18.0 68 113 na 97 73 1439 WINSTAR COMMUNICA AVEI 3841 36.56 9 94 38.85 132 379.8 31.1 410.9 1999 29.8 -215 111 98.8 97 82 2287 ARTERIAL VASCULAR BBY 5731 68.62 10 112 61.23 200 443.7 80.8 524.5 715 19.8 115 111 80.7 98 88 3013 BEST BUY INC COM PTX 2390 47.12 11 118 39.85 157 179.1 68.5 247.6 74 10.1 73 110 60.4 95 88 508 PILLOWTEX CORP CO JDAS 7371 51.00 12 110 46.20 139 121.7 40.0 161.7 266 7.7 71 109 53.1 96 81 671 JDA SOFTWARE GROU NETA 9999 65.88 12 104 63.29 114 64.7 41.4 106.1 2069 13.1 -82 109 na 68 53 4563 NETWORKS ASSOCS I RWAY 7359 26.12 9 111 23.53 137 186.4 67.2 253.6 176 10.7 23 109 29.7 95 85 281 RENT WAY INC COM SAI 6311 51.50 14 114 45.24 128 96.2 72.1 168.3 615 10.3 1095 108 26.3 82 76 9213 SUNAMERICA INC CO ACAI 4512 49.50 12 113 43.73 179 247.4 39.9 287.2 129 96.4 49 107 29.1 97 87 378 ATLANTIC COAST AI LNCR 8090 75.25 12 115 65.43 137 77.1 69.2 146.3 217 20.1 259 107 27.5 88 72 2164 LINCARE HLDGS INC