Asset Allocation Analysis
User fills in account name and number and amount of
investment capital, then checks the appropriate box for Risk Tolerance,
Portfolio Objective, and Time Period. Program immediately calculates and
displays the default asset allocation among 12 investment instruments.
PIMS employed Arbitrage Theory and Efficient Frontier theory to develop
the asset allocation database.
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Search Analysis
Search Analysis provides the option to specify search limits on from one to
twenty-one fundamental and technical evaluation criteria. The program then
searches through the entire stock universe and creates a list of stocks that
meet all specified criteria limits. There
are 21 SEARCH
CRITERIA are fixed within the
program into 5 Types of Criteria.
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TOP 50 Stock Analysis Printouts
Eight different Top 50 printouts are provided which yield "instant"
lists to assist portfolio managers increase their performance and productivity.
Included are the:
- Top 50 Blue Chip Return on Equity
- Last 50 Recorded Earnings Surprises
- Top 50 P/E to Growth (PEG) Ratios
- Technical Analysis Top 50 - Price & Volume Rating Method
- Fundamental Rank Top 50 - 5 Rank Methods
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Winning Portfolio Printouts
One or more up to all ten different winning portfolios may be marked and the
program automatically calculates and prints out the portfolios. Included in the
ten portfolios are:
- Dogs of the Dow
- Dow Jones Industrials
- S&P 100 Index - Top 25 Return on Equity Stocks
- S&P 100 Index - Top 25 Highest Ranked Stocks
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Stock Market Money Flow Industry Category
This powerful calculation is included within the Portfolio Creation module.
The USER may chose any two time points over the last four years to calculation
both relative and absolute money flow per industry category of which there are
82. Example time periods are:
- LAST WEEK's MONEY FLOW
- LAST MONTH's MONEY FLOW
- LAST QUARTER's (13 WKS) MONEY FLOW
- LAST YEAR's (52 WKS) MONEY FLOW
Two printout options are available; a one page % by category and a two page
detailed printout showing each categories money flow in $M units.
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Option Valuation
Users are required to input five values to setup each option valuation
case. The five inputs are:
- Stock or Index Ticker SYMBOL
- Put or Call
- Strike Price
- Weeks to Expiration
- Est. Cash Dividend During Option Period
Option valuation is based on the Black-Sholes framework and
represents a theoretical risk-free rate of return approximation - the
model does not take into account short term news or rumors that may be
affecting actual market option valuation.
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ETFs + CEFs Portfolios
More than 150 ETFs and CEFs are divided into 11 categories covering worldwide
investing. Portfolios may be created and backtested by saving the chosen individual
securities symbols to IE’s Portfolio Creation module.
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ETFs + ADRs Portfolios
More than 350 ETFs and ADRs are divided into 50 categories covering worldwide
investing. Portfolios may be created and backtested by saving the chosen individual
securities symbols to IE’s Portfolio Creation module.
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Trading By Formula Sets
57 Trading Formulas provide the User with both fundamental and technical market
analysis methods to create trading algorithms. Each Formula Set created by User may
be backtested directly by this model using the databases included with Investor’s Edge.
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Currency Trading Model
Eight major currencies are tracked weekly from 1996 thru current time. The model
algorithm provides BUY, HOLD, SELL signals that may be acted upon each weekend
relative to the closing prices on Friday. User controlled Stop-loss and Stop-gain basis
points may be set for each currency trade. Backtesting performance results are
automatically calculated by the model according to the Stop-loss Stop-gain settings.
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Other Models include:
- Stock Portfolio Creation Studies
- Investment Advisor Analysis
- Prospect/Client Communication
- Stock Market Indicator Trend Analysis
- Portfolio Tracking
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User controls the amount of investment capital and the time period over which
performance is calculated. Comparison to the S&P 500, Dow Jones Industrials
and the NYSE Composite Index is recorded at the bottom of the printout.
