Wednesday, September 30, 2009

Russell 3000 Daily Stats (09/30/09)

Key Figures Russell 3000 IWV
Total Active Components2983 1
Total New Listings this period10 0
Total Inactive this period0 0
# All-time Closing Highs 15 (0.50%) 0 (0.00%)
# All-time Closing Lows 5 (0.17%) 0 (0.00%)

# Higher Closes 846 (28.36%) 0 (0.00%)
# Lower Closes 2104 (70.53%) 1 (100.00%)

Total Gains/Losses $-516.04 (-0.72%) $-0.25 (-0.40%)
Average True Range (4.49%) (1.77%)

* Results are cumulative for the period.

Price verification found 0 errors

[Manually updating the following components added to the Russell 3000 today:
CPIX - CUMBERLAND PHARM
CYS - CYPRESS SHARPRIDGE INV
EM - EMDEON INC
GOV - GOVERNMENT PPTY INCOME
IVR - INVESCO MORTGAGE CAP
LOGM - LOGMEIN INC
MDSO - MEDIDATA SOLUTIONS INC
PMT - PENNYMAC MORTGAGE INV
STWD - STARWOOD PPTY TRUST INC
TBNK - TERRITORIAL BANCORP INC

Price Reporting system is not correctly tracking new issues. Hopefully, I can get the issues ironed out before the next additions come our way.]

Tuesday, September 29, 2009

Russell 3000 Daily Stats (09/29/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 13 (0.44%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1203 (40.46%) 0 (0.00%)
# Lower Closes 1712 (57.58%) 1 (100.00%)

Total Gains/Losses $-86.35 (-0.12%) $-0.05 (-0.08%)
Average True Range (3.57%) (1.16%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, September 28, 2009

Russell 3000 Daily Stats (09/28/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 27 (0.91%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2596 (87.32%) 1 (100.00%)
# Lower Closes 336 (11.30%) 0 (0.00%)

Total Gains/Losses $1539.91 (2.19%) $1.00 (1.63%)
Average True Range (4.35%) (1.97%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, September 27, 2009

Russell 3000 Weekly Stats (09/21/09-09/25/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 87 (0.59%) 0 (0.00%)
# All-time Closing Lows 13 (0.09%) 0 (0.00%)

# Higher Closes 5228 (35.17%) 1 (20.00%)
# Lower Closes 9343 (62.85%) 4 (80.00%)

Total Gains/Losses $-1921.76 (-0.53%) $-1.39 (-0.45%)
Average True Range (3.99%) (1.38%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, September 25, 2009

Russell 3000 Daily Stats (09/25/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 12 (0.40%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1134 (38.14%) 0 (0.00%)
# Lower Closes 1780 (59.87%) 1 (100.00%)

Total Gains/Losses $-330.20 (-0.47%) $-0.30 (-0.49%)
Average True Range (3.70%) (1.14%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, September 24, 2009

Russell 3000 Daily Stats (09/24/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 9 (0.30%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 522 (17.56%) 0 (0.00%)
# Lower Closes 2387 (80.29%) 1 (100.00%)

Total Gains/Losses $-1059.47 (-1.48%) $-0.66 (-1.06%)
Average True Range (4.66%) (1.98%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, September 23, 2009

Russell 3000 Daily Stats (09/23/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 14 (0.47%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 747 (25.13%) 0 (0.00%)
# Lower Closes 2179 (73.29%) 1 (100.00%)

Total Gains/Losses $-841.66 (-1.16%) $-0.69 (-1.10%)
Average True Range (3.86%) (1.87%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, September 22, 2009

Russell 3000 Daily Stats (09/22/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 28 (0.94%) 0 (0.00%)
# All-time Closing Lows 3 (0.10%) 0 (0.00%)

# Higher Closes 1756 (59.06%) 1 (100.00%)
# Lower Closes 1153 (38.78%) 0 (0.00%)

Total Gains/Losses $565.18 (0.78%) $0.44 (0.70%)
Average True Range (3.75%) (0.91%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, September 21, 2009

Russell 3000 Daily Stats (09/21/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 24 (0.81%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 1069 (35.96%) 0 (0.00%)
# Lower Closes 1844 (62.02%) 1 (100.00%)

Total Gains/Losses $-255.57 (-0.35%) $-0.18 (-0.29%)
Average True Range (3.97%) (1.02%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, September 20, 2009

Russell 3000 Weekly Stats (09/14/09-09/18/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 136 (0.91%) 0 (0.00%)
# All-time Closing Lows 3 (0.02%) 0 (0.00%)

# Higher Closes 9084 (61.11%) 4 (80.00%)
# Lower Closes 5451 (36.67%) 1 (20.00%)

Total Gains/Losses $2518.04 (0.71%) $1.57 (0.50%)
Average True Range (3.96%) (1.32%)

* Results are cumulative for the period.

Price verification found 0 errors

Saturday, September 19, 2009

Russell 3000 Daily Stats (09/18/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 33 (1.11%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1623 (54.59%) 1 (100.00%)
# Lower Closes 1286 (43.26%) 0 (0.00%)

Total Gains/Losses $274.69 (0.38%) $0.03 (0.05%)
Average True Range (3.86%) (0.73%)

* Results are cumulative for the period.

Price verification found 0 errors

Thursday, September 17, 2009

Russell 3000 Daily Stats (09/17/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 26 (0.87%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 1215 (40.87%) 0 (0.00%)
# Lower Closes 1701 (57.21%) 1 (100.00%)

Total Gains/Losses $-138.74 (-0.19%) $-0.12 (-0.19%)
Average True Range (4.04%) (1.46%)

* Results are cumulative for the period.

Price verification found 0 errors

Wednesday, September 16, 2009

Russell 3000 Daily Stats (09/16/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 35 (1.18%) 0 (0.00%)
# All-time Closing Lows 2 (0.07%) 0 (0.00%)

# Higher Closes 2386 (80.26%) 1 (100.00%)
# Lower Closes 523 (17.59%) 0 (0.00%)

Total Gains/Losses $1271.15 (1.79%) $0.98 (1.58%)
Average True Range (4.14%) (1.58%)

* Results are cumulative for the period.

Price verification found 0 errors

Tuesday, September 15, 2009

Russell 3000 Daily Stats (09/15/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period0 0
# All-time Closing Highs 20 (0.67%) 0 (0.00%)
# All-time Closing Lows 1 (0.03%) 0 (0.00%)

# Higher Closes 1805 (60.71%) 1 (100.00%)
# Lower Closes 1096 (36.87%) 0 (0.00%)

Total Gains/Losses $520.78 (0.74%) $0.34 (0.55%)
Average True Range (3.80%) (1.30%)

* Results are cumulative for the period.

Price verification found 0 errors

Monday, September 14, 2009

Russell 3000 Daily Stats (09/14/09)

Key Figures Russell 3000 IWV
Total Active Components2973 1
Total New Listings this period0 0
Total Inactive this period2 0
# All-time Closing Highs 22 (0.74%) 0 (0.00%)
# All-time Closing Lows 0 (0.00%) 0 (0.00%)

# Higher Closes 2055 (69.12%) 1 (100.00%)
# Lower Closes 845 (28.42%) 0 (0.00%)

Total Gains/Losses $590.34 (0.85%) $0.34 (0.55%)
Average True Range (3.98%) (1.55%)

* Results are cumulative for the period.

Price verification found 0 errors

Sunday, September 13, 2009

Russell 3000 Weekly Stats (09/08/09-09/11/09)

Key Figures Russell 3000 IWV
Total Active Components2975 1
Total New Listings this period0 0
Total Inactive this period3 0
# All-time Closing Highs 58 (0.49%) 0 (0.00%)
# All-time Closing Lows 3 (0.03%) 0 (0.00%)

# Higher Closes 7676 (64.48%) 4 (100.00%)
# Lower Closes 3981 (33.44%) 0 (0.00%)

Total Gains/Losses $2224.89 (0.81%) $1.82 (0.75%)
Average True Range (3.95%) (1.26%)

* Results are cumulative for the period.

Price verification found 0 errors

Friday, September 11, 2009

Russell 3000 Daily Stats (09/11/09)

Total Active Components = 2975
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures Russell 3000
# All-time Closing Highs 11 (0.37%)
# All-time Closing Lows 0 (0.00%)

# Stocks Closing Higher 1207 (40.57%)
# Stocks Closing Lower 1704 (57.28%)

Total Gains/Losses $-79.19 (-0.11%)
Average True Range (3.68%)


Price verification found 0 errors

Thursday, September 10, 2009

Russell 3000 Daily Stats (09/10/09)

Total Active Components = 2976
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures Russell 3000
# All-time Closing Highs 17 (0.57%)
# All-time Closing Lows 0 (0.00%)

# Stocks Closing Higher 2197 (73.82%)
# Stocks Closing Lower 714 (23.99%)

Total Gains/Losses $759.08 (1.10%)
Average True Range (3.97%)


Price verification found 0 errors

Wednesday, September 09, 2009

Russell 3000 Daily Stats (09/09/09)

Total Active Components = 2977
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Russell 3000
# All-time Closing Highs 16 (0.54%)
# All-time Closing Lows 2 (0.07%)

# Stocks Closing Higher 2341 (78.64%)
# Stocks Closing Lower 579 (19.45%)

Total Gains/Losses $903.64 (1.32%)
Average True Range (4.17%)


Price verification found 0 errors

[Edit: Google Finance has a limitation of 14 symbols one can load at one time...so I had to switch to Yahoo Finance for the quote links. Actually works out better...I like the View All Charts feature that Yahoo allows.]

Tuesday, September 08, 2009

Russell 3000 Daily Stats (09/08/09)

Total Active Components = 2977
Total New Listings this period = 0
Total Inactive this period = 1

Key Figures Russell 3000
# All-time Closing Highs 14 (0.47%)
# All-time Closing Lows 1 (0.03%)

# Stocks Closing Higher 1931 (64.86%)
# Stocks Closing Lower 984 (33.05%)

Total Gains/Losses $641.70 (0.95%)
Average True Range (3.97%)


Price verification found 0 errors
[Edit: This post was corrected. Having troubles with the pricing database this week. I believe I've identified the issues...but time will tell. Most of the issues were a result of adding benchmark comparison functionality to the reporting engine. I haven't rolled out the front-end to this yet. But, once I'm sure all the issues are resolved, the stats will post with a comparison to the ETF benchmark IWV. Should always be roughly the same...but will be interesting if there are days that miss the mark.]

Sunday, September 06, 2009

Russell 3000 Weekly Stats (08/31/09-09/04/09)

Total Active Components = 2978
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Russell 3000
# All-time Closing Highs 14 (0.09%)
# All-time Closing Lows 4 (0.03%)

# Stocks Closing Higher 6731 (45.20%)
# Stocks Closing Lower 7881 (52.93%)

Total Gains/Losses $-1082.93 (-0.32%)
Average True Range (4.30%)


Price verification found 0 errors

[Edit: Post was corrected. Pricing database was incorrect and miscalculated the number of all-time highs and lows for the week.]

Portfolio Performance for August 2009

What a bad month for the portfolio. The S&P 500 is really trouncing me. And what's worse, I'm not quite sure the reason. I'm 98% invested in the market. And not trailing...actually delinking from the market. The coming months will shed more light on why the portfolio is zigging when the market is zagging.







On to other things...

You'll notice I'm posting Russell 3000 stats each day. And posting a weekly roundup each Sunday. These should become a regular thing since the whole process is now automated. Hopefully, I'll get a monthly roundup setup as well to start posting the end of this September.

At this point, not a whole lot is being tracked on the daily stats. My main goal is to use the stats as a way to ensure my pricing database is correct. At the end of the daily stats post, you'll find the following line:
Price verification found 0 errors

This line represents that out of all the Russell 3000 end of day quotes posted...none of the following errors were found for a given period:
pricerec['high'] is not less than pricerec['low']

pricerec['low'] is not greater than pricerec['high']

pricerec['close'] is not greater than pricerec['high']

pricerec['open'] is not greater than pricerec['high']

pricerec['close'] is not less than pricerec['low']

pricerec['open'] is not less than pricerec['low']

pricerec['low'] is not equal to or less than 0.00

pricerec['high'] is not equal to or less than 0.00

pricerec['close'] is not equal to or less than 0.00

pricerec['open'] is not equal to or less than 0.00


The daily stats posting also lists the number of stocks that did not receive a price quote for the day via this field:
Total Inactive this period = 0

And new listings...which are not as important for the Russell 3000 since these should only change once a year.

Of course, you can see the number of new all-time highs and lows along with a link to google finance for the corresponding stocks.

Overall, these daily stats are just an easy way to keep up with the price database each day. A stock market dashboard, if you will. With the overall goal of incorporating a portfolio dashboard into these daily stats in order to answer the question...why is my portfolio delinking from the market? Ha.

Later trades,

MT

Friday, September 04, 2009

Russell 3000 Daily Stats (09/04/09)

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Current
# All-time Closing Highs 5 (0.17%)
# All-time Closing Lows 1 (0.03%)

# Stocks Closing Higher 2425 (81.43%)
# Stocks Closing Lower 504 (16.92%)

Total Gains/Losses $852.71 (1.27%)
Average True Range (3.87%)


Price verification found 0 errors

Thursday, September 03, 2009

Russell 3000 Daily Stats (09/03/09)

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Current
# All-time Closing Highs 6 (0.20%)
# All-time Closing Lows 2 (0.07%)

# Stocks Closing Higher 2256 (75.76%)
# Stocks Closing Lower 647 (21.73%)

Total Gains/Losses $747.08 (1.13%)
Average True Range (3.82%)


Price verification found 0 errors

Wednesday, September 02, 2009

Russell 3000 Daily Stats (09/02/09)

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Current
# All-time Closing Highs 1 (0.03%)
# All-time Closing Lows 3 (0.10%)

# Stocks Closing Higher 1182 (39.69%)
# Stocks Closing Lower 1717 (57.66%)

Total Gains/Losses $-223.12 (-0.34%)
Average True Range (3.85%)


Price verification found 0 errors

Russell 3000 Daily Stats - 20090901

PriceHouse Stats for the period 20090901 - 20090901

Total Active = 2979
Total New Listings this period = 0
Total Inactive this period = 0

Key Figures Current
# All-time Closing Highs 0 (0.00%)
# All-time Closing Lows 4 (0.13%)

# Stocks Closing Higher 337 (11.32%)
# Stocks Closing Lower 2607 (87.54%)

Total Gains/Losses $-1567.76 (-2.30%)
Average True Range (5.94%)

Price verification found 0 errors