RocketCap Smart Grid Stock Index for 11 SEP 09

Posted on September 13th, 2009 by admin in Smart Grid

The RocketCap Smart Grid Stock Index finished the week at 71%/YR, up from 66%/YR  last week. The number of uncorrelated componenets of the RSGSI increased to 20 from 14 last week, with volatility about the same (16% now vs. 18% last week).

RSGSI for 9-11-09: 129 days annualized ROI

RSGSI for 9-11-09: 129 days annualized ROI

RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-11-09

RSGSI Portfolio Correlation Matrix: 45 Days Ending 9-11-09

Further Reading and Explanations

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

What annualization means

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