Monday, December 13, 2010
Visualize Your Sales Force with AlphaVision and GoodData
Wednesday, December 8, 2010
Airport Trade….
The Airport Trade was famous in the 90’s when a floor member, I think it was the CBOT, put on a huge position and left for Brazil. If it worked out, he came back and if it did not he became a new Rio resident. Never came back.
Dashing off on a trip now (no crazy open positions) and I am reviewing the post I did for TheStreet.com today and I noticed a pretty solid undercurrent in Historical Volatility in Aqumin’s AlphaVision Landscape (www.aqumin.com). In general I use the landscape to look for a trading opportunity in real time. Given all the market activity, what looks interesting? Sometimes a longer term trend might appear that is just a consequence of how the data ended up being arranged in a particular view.
Looking at a standard list of two week historical volatilities might not look too exciting. But in AlphaVision™, with the added dimension of relative movement something shows up. The red/white buildings are all names in the top 500 Market Cap stocks and ETF’s trading near or below 37 volatility on a 2 week basis. The 37 volatility number is not that significant, but since I have been watching that is now a good chunk of the market trading down there and corresponds to the lower VIX numbers. Notice most of the tall buildings are red. The building height is the absolute value of an underlying move as a percentage of 1 Standard Deviation. All this means is that tall buildings are moving more than their volatilities imply. Notice how most of that action is bunched in the lower volatility names. The name I selected, Tata Motors, stands out as a volatile name not moving as a point of reference.
Andrew Giovinazzi
Wednesday, December 1, 2010
We've got your Sales Growth right here...
One of the recurring stories of these past two earnings seasons was the lack of sales growth. Or maybe it was just the lack of guidance. Either way those reasons were enough to send more than a few stocks down the market garbage chute in the short term. Now I want to take a look at the last 6 months and see if there are any bargains out there with real, growing sales.
First I use the Aqumin (www.aqumin.com)AlphaVision Landscape to indentify relative 6 month Total Returns. The bigger the spike the bigger the 6 month total return, and there are plenty of tall spikes out there the last 6 months. Also, I used the soft sorting of the AlphaVision ColorBar to highlight 5 year Geometric Sales Growth of 15 Percent or more (in Dark Green). The sales shrinkers are in red. (Even most of those are up the last 6 months)
My simple little sort left me with Southwestern Energy Co. (SWN). SWN leads the Energy sector in Sales Growth (5 year compounded Sales Growth) and what I thought was interesting is that the sales numbers are back up to the 2008 highs. The stock is not. In a day of massive rallying, using AlphaVision, it is not too hard to find a name that is not yet ahead of itself.
Andrew Giovinazzi
For AV for Bloomberg users, just click in the View Library to interact with this view live (Geometric Growth Sales per Diluted Share). If you are not an AlphaVision for Bloomberg Subscriber please follow the download link here: Download AV for Bloomberg


