RocketCap Smart Grid Stock Index© Updated for 24 JULY 09

Posted on July 26th, 2009 by admin in Smart Grid

This week, the RSGSI© showed a big uptick in ROI for the second week, as did the comparison indexes. Interestingly, the number of uncorrelated components decreased this week. The number of uncorrelated components has varied between 6 and 17 so far, after each week’s 45 day measurement. The volatility in last 45 day ROI annualization has been stable for several weeks at ~22%/YR.

Overall, note how our RSGSI© has closely tracked the S&P 500 Index©, and both have been superior to the utility index PUI.

RSGSI© Update 7-24-09: 94 days annualized ROI

RSGSI© Update 7-24-09: 94 days annualized ROI

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 7-24-09

RSGSI© Portfolio Correlation Matrix: 45 Days Ending 7-24-09

Further Reading and Explanations

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

What annualization means

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