RocketCap Smart Grid Stock Index© Update 6-19-09

Posted on June 20th, 2009 by admin in Smart Grid

Here is the weekly update to RSGSI©, for week ending 6-19-09. This week, our index dropped from about 90% ROI to 70% ROI annualized since 3-12-09.

Figure 1 RSGSI©, for week ending 6-19-09.

Annualized Returns for RSGSI©, PUI and ^GSPC (70 days continuing returns ending 6-19-09)

Annualized Returns for RSGSI©, PUI and ^GSPC (70 days continuing returns ending 6-19-09)

The PDX Matrix also shows dramatic changes from last week. The ROI for the whole portfolio comprised of the RSGSI© stocks grew from 114% to 40% this week. The volatility this week is about the same as last week, but the number of uncorrelated issues dropped from 16 to 7…indicating more correlation among all the securities.

Figure 2 PDX Matrix

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 6-19-09

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 6-19-09

Further Reading and Explanations

Introduction, definitions and meaning of the RocketCap Smart Grid Stock Index©

What annualization means

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