Weekly RS Recap

August 30, 2010

The table below shows the performance of a universe of mid and large cap U.S. equities, broken down by relative strength decile and quartile and then compared to the universe return. Those at the top of the ranks are those stocks which have the best intermediate-term relative strength. Relative strength strategies buy securities that have strong intermediate-term relative strength and hold them as long as they remain strong.

Last week’s performance (8/23/10 – 8/27/10) is as follows:

The third quartile of relative strength ranks delivered the best performance last week — down only -0.11% while the universe was -0.30%. However, there was not a great deal of separation in performance in the different quartiles last week.

Leave a Comment » | Markets | Permalink

Posted by:

Dorsey, Wright Client Sentiment Survey - 8/27/10

August 30, 2010

Client fear levels remain near all-time highs. Thanks to all of our steady participants!

Here we have the next round of the Dorsey, Wright Sentiment Survey, the first third-party sentiment poll. As you know, when individuals self-report, they are always taller and more beautiful than when outside observers report their perceptions! Instead of asking individual investors to self-report whether they are bullish or bearish, we’d like financial advisors to weigh in and report on the actual behavior of clients. It’s two simple questions and will take no more than 20 seconds of your time. We’ll construct indicators from the data and report the results regularly on our blog–but we need your help to get a large statistical sample!

Click here to take Dorsey, Wright’s Client Sentiment Survey.

Contribute to the greater good! It’s painless, we promise.

Leave a Comment » | Investor Behavior, Markets, Sentiment | Permalink

Posted by: