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FW: MDSM weekly report (101698)
Dear colleagues,
This is a follow up of "Three Months Summary on Temporal Dynamic Analysis with
Mutual Fund Data" one month ago. Comparing to the previous summary, there are
two changes in this report. The first, CIFAX is included in the analysis, as it
is not an extreme value anymore. Second, the Average Random Investment is set
as 100%, instead of the best four, as the best four has been surpassed by MDSM.
If you consider this as an interesting scientific research, please tell your
colleagues. If you find something that needs to be improved, please let us
know.
Thank you for your attention.
T. Jay BAI
-----Original Message-----
From: MDSMResear@aol.com [SMTP:MDSMResear@aol.com]
Sent: Sunday, October 18, 1998 9:05 AM
To: mdsm@gpsr.colostate.edu
Cc: sino-eco@biomod.fw.vt.edu
Subject: MDSM weekly report (101698)
Dear Friends,
The value of MDSM investment was increased to $8,897.82 and leading Average
Random Investment $1,240.00 on last Friday.
The Average Random Investment (ARI) was $7,651.82.
When ARI scoring 100%, the MDSM is scoring 116.28%. At the same time, the best
four is scoring 112.01%, and the worst four is scoring 88.47%.
For more information please see the attachment or visit the web site:
http://lamar.colostate.edu/~jbai/inaction.html
Thank you,
T. Jay Bai, Ph.D.
MDSM Research
POBox 272628
Fort Collins, CO 80527-2628
Email: jbai@lamar.colostate.edu
===========================
An Application of M-instantaneous Trend Analysis
Weekly Report Oct. 16, 1998
The total MDSM value (M_value) is $8,897.82. Comparing to Average Random
Investment, the score is 116.28%.
The Average Random Investment (ARI) is $7,651.82, and the score is 100.00% The
MDSM is leading $1,246.00.
At the same time, the best four is scoring 112.01%, and the worst four is
scoring 88.47%(see table 1).
Table 1. Comparison of MDSM, Best 4, ARI, and Worst 4.
4 Funds 5*4 Funds Percentage
====================================
MDSM 4 $8,897.82 --- 116.28%
Best 4 $1,714.16 $8,570.79 112.01%
ARI 20 --- $7,651.82 100.00%
Worst 4 $1,353.93 $6,769.67 88.47%
The Shang Gao Index (SGI) was 65.375 on 6-19, but is 58.56 today. Thus, the
SGI% is 89.57%
For detail see the following table.
The twenty funds were sorted by A_value. The best four funds in last 4-months
were: CNTAX, CTCAX, CIFAX, and CFSAX. The five times of their totaol is:
$8,570.79. The worst four funds were CONAX, COLHX, COLGX, and CSMIX.Their
total * 5 is $6,769.67.
Table 2 Generation of the Best 4, ARI, Worst 4 and comparison to MDSM
19-Jun-98 Today
============================== ==============================
Prc619 Avalue Ashare Mvalue _Price A_value M_share M_value
SGI 65.375 --- --- --- 58.558 --- --- ---
Scores --- --- --- --- 89.57% 100.00% --- 116.28%
TOTAL($) --- 8000 --- 7960.79--- $7,651.82 --- $8,897.82
CNTAX 6.44 400 62.11 --- 7.15 $444.10 330.297$2,361.62
CTCAX 4.94 400 80.97 --- 5.32 $430.77 412.236$2,193.10
CIFAX) 9.25 400 43.24 --- 9.81 $424.22 --- ---
CFSAX 10.88 400 36.76 1983.2211.29 $415.07 192.607$2,174.45
CUSGX 6.64 400 60.24 1983.226.85 $412.65 --- ---
CUTLX 19.97 400 20.03 --- 20.18 $404.21 --- ---
COLIX 6.52 400 61.35 1997.186.55 $401.84 --- ---
NGCAX 9.39 400 42.60 --- 9.40 $400.43 --- ---
CGUAX 15.17 400 26.37 --- 14.56 $383.92 --- ---
CSBAX 15.53 400 25.76 --- 14.83 $381.97 --- ---
COSIX 7.31 400 54.72 --- 6.95 $380.30 --- ---
COLFX 10.77 400 37.14 --- 10.01 $371.77 --- ---
STMAX 13.81 400 28.96 --- 12.56 $363.79 --- ---
COEAX 15.11 400 26.47 --- 13.73 $363.47 --- ---
CFGAX 19.54 400 20.47 1997.1717.69 $362.13 --- ---
SRSAX 13.38 400 29.90 --- 11.95 $357.25 --- ---
CONAX 13.42 400 29.81 --- 11.87 $353.80 182.700$2,168.65
COLHX 7.25 400 55.17 --- 6.38 $352.00 --- ---
COLGX 21.75 400 18.39 --- 19.01 $349.61 --- ---
CSMIX 33.23 400 12.04 --- 24.80 $298.53 --- ---
=== === === === === === === === ===
Where Prc619 are the prices on June 19, 1998. Avalue, the Average Random
Investment spent $8000 buying all twenty funds. Ashare are the shares of the
ARI. Mvalue, MDSM investment on four funds on June 19, 1998. _Price are the
prices today; A_value are the present values of the ARI.
M_value are the present values of MDSM investment.
TOTAL is the total value at a given time with a given method.