RocketCap Smart Grid Stock Index for 31 OCT 09

Posted on October 31st, 2009 by admin in Smart Grid

The RocketCap Smart Grid Stock Index finished the month down to 55%/YR from 67%/YR on 9-30-09. The number of uncorrelated components of the RSGSI is 19 (PDX=9%), down from 26 last month. Portfolio volatility rose from 14% last month to 17% now.

RSGSI for 10-30-09: 164 days annualized ROI

RSGSI for 10-30-09: 164 days annualized ROI

RSGSI Portfolio Correlation Matrix: 45 Days Ending 10-30-09

RSGSI Portfolio Correlation Matrix: 45 Days Ending 10-30-09

Further Reading and Explanations

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

What annualization means

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