RocketCap Smart Grid Stock Index© Update 6-26-09

Posted on June 27th, 2009 by admin in Smart Grid

Here is the weekly update to RSGSI©, for week ending 6-26-09. This week, our index dropped from about 71% ROI to 64% ROI annualized over the 75 days since 3-13-09.

Figure 1 RSGSI©, for week ending 6-26-09

Annualized Returns for RSGSI©, PUI and ^GSPC (75 days continuing returns ending 6-26-09)

Annualized Returns for RSGSI©, PUI and ^GSPC (75 days continuing returns ending 6-26-09)

Figure 2 PDX Matrix

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 6-26-09

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 6-26-09

Keep in mind the PDX matrix shows the annulized ROIs and standard deviations of daily ROI for each stock in the index. The matrix reveals the very high correlations among the components.

Further Reading and Explanations

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

What annualization means

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