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Model Portfolios

The MarketMentat Model Portfolios represent a further development of the highly-successful Model Portfolios developed by our Beloved GT when he was Head of Equities at InvestorWeb (later IWL).

Those of you who were viewers back in those old days, will recall that the IWL Model Portfolios routinely outperformed their benchmarks, while simultaneously reducing volatility. The team was particularly good at showing small companies experts how it was done.

GT's additional work has involved putting a hedging layer (genuine hedging, not mickey-mouse leveraged punting), to hedge away broad market risk at times when the market was displaying 'non constructive' sentiment and technical configurations.

Stock selection has also been refined.

In reading what appears below, bear in mind that GT made the explicit decision to leave hedges in place when he called the impending bounce back on February 22nd; yet the MM Model Portfolios are so far ahead of benchmark that we don't even have to bother with the dividend calculations.

Large-Caps

This portfolio is selected from the larger end of the market capitalisation scale within the ASX200; its benchmark is the ASX200 Accumulation Index.

As with all the MarketMentat Model Portfolios, subscribers have the opportunity to implement our built-in hedging strategy, which seeks to limit market exposure when markets are exibiting technical signs of a sentiment extreme. It is currently fully hedged: hedges take the form of short SPI contracts, short CFDs, or covered calls, depending on the size of the usr’s portfolio.

ASXCode Date Added Price PER Yield Debt/Equity Price/NTA %Change Portfolio Share Contribution
ANZ 2008-07-14 17.8 8 7.64 1639.6 1.77 36.12 0.2 7.22
CSR 2008-07-14 2.08 11 7.21 44.6 2.42 -18.75 0.05 -0.94
FGL 2008-07-14 4.45 11 5.62 458.2 8.09 20.45 0.2 4.09
LNN 2008-07-14 8.4 16 4.88 150.8 -16.8 36.43 0.1 3.64
MQG 2008-07-14 49.8 7 6.93 0 1.77 -0.04 0.3 -0.01
TEN 2008-07-14 1.44 4 9.72 0 -3.27 26.39 0.05 1.32
TOL 2008-07-14 6.57 3 3.73 106 2.45 7.46 0.1 0.75

Aggregate capital gain on portfolio since 2008-07-14: 16.07 %

Aggregate capital gain on benchmark since 2008-07-14: -2.09 %


Mid-Caps

This portfolio is selected from the ASX mid-cap 50; its benchmark is the ASX Mid-Cap 50 Accumulation Index. This portfolio is currently 100% hedged against market risk.

ASXCode Date Added Price PER Yield Debt/Equity Price/NTA %Change Portfolio Share Contribution
BEN 2008-07-14 9.63 11 6.44 1923.6 1.67 0.62 0.2 0.12
BLD 2008-07-14 4.88 10 6.97 69 1.12 13.32 0.1 1.33
CPU 2008-07-14 8.61 15 2.21 0 -6.15 41.81 0.2 8.36
CTX 2008-07-14 12.71 5 6.29 23.8 1.25 -10.46 0.15 -1.57
DJS 2008-07-14 2.86 11 8.39 0 2.75 80.77 0.15 12.12
ERA 2008-07-14 23.96 60 0.83 0 7.49 -22.83 0.2 -4.57

Aggregate capital gain on portfolio since 2008-07-14: 15.79 %

Aggregate capital gain on benchmark since 2008-07-14: -11.67 %


Small-Caps

This portfolio is selected from the entire market, with a focus on small stocks, subject to a liquidity requirement (that the stock must average $250k in turnover in the 20 days prior to its inclusion in the portfolio).

The benchmark for this portfolio is the ASX Small Ordinaries Accumulation Index. This portfolio is currently 100% hedged against market risk.

ASXCode Date Added Price PER Yield Debt/Equity Price/NTA %Change Portfolio Share Contribution
AVE 2008-07-14 1.86 8 4.84 0 0.9 -37.1 0.13 -4.82
CDD 2008-07-14 3.7 9 6.89 0 3.22 8.65 0.22 1.9
DWS 2008-07-14 0.94 7 11.17 0 4.7 70.21 0.15 10.53
GUD 2008-07-14 7.65 13 8.37 61.8 15 28.63 0.2 5.73
SOT 2008-07-14 0.175 2 13.71 59 0.55 834.29 0.15 125.14
WHG 2008-07-14 1.06 9 5.66 103.1 6.62 8.49 0.15 1.27

Aggregate capital gain on portfolio since 2008-07-14: 139.75 %

Aggregate capital gain on benchmark since 2008-07-14: -11.58 %


Yield

This portfolio is selected from the entire market, with the aim of identifying high-yielding stocks who yield is sustainable (and whose price has a better than average chance of appreciation). As always, this is subject to a liquidity requirement (that the stock must average $250k in turnover in the 20 days prior to its inclusion in the portfolio).

The benchmark for this portfolio is the ASX All Ordinaries Accumulation Index. This portfolio is currently 100% hedged against market risk.

ASXCode Date Added Price PER Yield Debt/Equity Price/NTA %Change Portfolio Share Contribution
HHV 2008-07-14 0.815 10 9.82 0 0.8 -1.84 0.1 -0.18
MCW 2008-07-14 0.755 3 20.66 25.3 0.39 -22.52 0.2 -4.5
MGR 2008-07-14 2 3 16.33 68.8 0.5 -26 0.3 -7.8
MRZ 2008-07-14 0.41 10 25.66 0 0.29 46.34 0.1 4.63
PRG 2008-07-14 3.33 10 6.01 77 8.76 -5.11 0.2 -1.02
SFH 2008-07-14 0.805 5 13.66 17.3 10.06 80.12 0.1 8.01

Aggregate capital gain on portfolio since 2008-07-14: -0.86 %

Aggregate capital gain on benchmark since 2008-07-14: -3.52 %


Fundamental valuations are based on the trailing twelve months’ data as at the date of the stock’s inclusion into the Model Portfolios

Filed under LargeValue, MidCap, Model Portfolios, SmallCaps, Yield · Tagged with

MarketMentat News Search


Note: Selecting All Stocks will result in slow query execution.

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This tool enables searching for ASX Company Announcements over a specified timeframe, with or without a set of constraints regarding the headline content.

Available constraints include the ability to restrict the results to include only those announcements which were declared by the Company to be “Price Sensitive”.

Further restrictions are possible by the use of a keyword search within the headline that accompanied the ASX Announcement release. This set of restrictions is independent of the “Sensitive Only” restriction. Thus if a user searches for “Share Registry” events, they can still restrict that results set to only include Registry events that were considered Price-Sensitive by the Company.

A brief note regarding the individual pre-programmed search terms:

  • Corporate Actions will search for a range of terms related to Share Purchase Plan (SPP) announcements and their precursors (e.g., Placements, which often presage a later SPP). These corporate actions are a significant potential source of discounted share entitlements, however it is always essential to act in order to become an entitled shareholder prior to the record date for entitlement.
  • Financial Reports includes all Activity Reports, Commitments Test Entity Reports, Annual and Half-Yearly Reports, Cash Flow Statements, Market Updates and other regulatory filings.
  • Registry Events includes all announcements related to changes in the size and composition of the company’s share registry – Substantial Shareholder changes, Directors’ Interests, Options Issue/Exercise/Cancellation, Appendix 3(B), and other related items.
  • Custom Search String – enter a keyword string (using only alphanumeric characters a-z, A-Z, and 0-9) and the Company’s headlines for that term will be extracted.

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