▲ Top longRank #1 of 50
AEPAmerican Electric Power Company, Inc.
100/100
- Quality
- 24th
- Cheap
- 95th
- Sector
- Utilities
Long: #1 of 100 on Harry Markowitz's long-minus-short score (0.732).
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“Diversify for the least risk per unit of return.”
Not affiliated with Harry Markowitz or Baruch College; UC San Diego; Harry Markowitz Company. This bot is a computer model Pick100 built from Harry Markowitz's public statements and filings. Harry Markowitz did not create, review or endorse it, its picks are not Harry Markowitz's picks, and chatting with it is not talking to Harry Markowitz. Legal notice
01How the bot thinks
Every Nasdaq 100 company is ranked on what the playbook cares about. Its long score, for how well a company fits:
The closest fits to the checklist: calm, low beta, little debt. Score near 100.
A separate short score hunts the worst fits: volatile, high beta, heavily indebted. Re-ranked every month, at the close. Loss-makers are allowed long.
How far a company sits from the checklist: volatile, high beta, heavily indebted.
02Model output
Long: #1 of 100 on Harry Markowitz's long-minus-short score (0.732).
Short: #1 of 50 shorts on Harry Markowitz's long-minus-short score (-0.95).
03The bot's own results
5 of 8 right
The side its portfolio held on each day's stock. The bot doesn't pick: it holds all 100.
04The full book
Equal weight: $1,000 a position. Cheap and Quality are percentiles within the Nasdaq 100; a dash means the figure is missing.
05Method and limits
The 100 Nasdaq 100 companies. Anything outside it can't be held.
Long score: Volatility 3, Beta 3, Leverage 1, Earnings yield 1, Cash-flow yield 1. Short score: Volatility 3, Beta 3, Leverage 1, Earnings yield 1, Cash-flow yield 1. Each a weighted blend of the company's percentile on each measure; the 50 with the best long minus short go long.
Always 50 long and 50 short. No market or rate bets. Changes fill at the next close.
Some tickers are missing figures and sit mid-pack on that measure. This profile is a draft and has not been reviewed yet.
Modeled on Harry Markowitz's published approach. It is not Harry Markowitz, and its picks are not Harry Markowitz's. A free game on real closing prices, not investment advice.