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Mar 14, 2007 2:57 pm
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Why are share prices of investment banks trading at low P/E's of about 10 when they have been posting spectacular earnings results for the last 5 years ? How...
Ideally, when trading positions for a market-neutral strategy (MNS) portfolio, we would presumably like to trade all longs and all shorts at the same time. But...
This is very true, and represents one of the difficulties in executing a market neutral portfolio. Essentially ValuEngine has not found a way to deal with this...
... Hi, I would like to answer the questions above and hope it will be helpful to all ValuEngine users: 1. The performance charts of the two VE 100 MNS...
... Also, after reading your explanation of how results are calculated I would refer you to the CFA Institute Global Performance Standards (GIPS) and suggest...
Thank you for the question, I thought that I would reply to this one if I may. ValuEngine absolutely does use the same method of compounded S&P performance as...
In the VE Institutional software, the Update menu has two buttons: Daily Update and Monthly Update. I understand the use of the Daily Update, but nothing is...
Hi, The monthly update in VE Institutional is to update monthly historical data such as on valuation, and such as any new financial statements from the ...
The VE Institutional program's Markets > Market Overview chart shows model prices for the S&P 500 that seem to consistently lag market prices from mid-1996 to...
On the VE Institutional website, the chart labels for the VE 100 portfolios are contradictory. The top labels, above the charts, say the date range is January...
Occasionally, when generating an MNS portfolio with the VE Institutional program, the portfolio includes stocks which, when viewed with the Valuation > Single...
Thank you for your interest in ValuEngine. The ValuEngine Standard MNS takes into account not only valuation, but also a host of other factors such as ...
We apologize for the oversight in the labeling of the charts. It has now been corrected to show performance from year 2000. We do have data from 1991, but it...
We re-estimate our models on a monthly basis, to 'adapt' to the market's character. Normally there would not be so abrupt a change. But 2000 [the tech bust]...
I had raised the issue with Paul, before this Yahoo group was started, that I was actually having worse investment performance since using VE Institutional,...
Thank you Paul for the question. I am pleased that you are moving towards the use of ValuEngine's portfolios. This has always been our focus, where we can...
Using the VE Institutional software, I'd like to first screen for a standard VE portfolio, then apply another screening parameter on the result of the first...
Dear ValuEngine user, Currently it is not possible to apply a screen on the results of a previous screen. But you can export the .CSV file from your screen for...
I assume that a mispricing rank of 50 means the stock's mispricing percent is in the middle of the mispricing percents for all stocks. So, does a mispricing...
Forrest, The ValuEngine Rankings are relative to the ValuEngine stock Universe and thus dependent on the overall state of the market. For example, in a buoyant...
Hi I am new to the ValuEngine but so far I like very much what I see. To optimize my results I want to know how deep the US stock market is. I want to know...
Dear, Gusman_3, Thank you for your interest in ValuEngine. I am sorry that we do not have the information you require. But based on your statistics of initial ...
In looking through the Fundamentals > Income Statement reports in the VE Institutional software, I noticed many differneces in line items from information I...
Forrest, These differences in financials often occur when different data providers are used. Every data provier has the own way of counting what items comes ...
If your model does not use the financial data you get from CapitalIQ, which is reported in the VE Institutional software's Fundamentals menu, what is your...
Greetings everyone, I was checking in on the group and thought perhaps I could help with these data questions. ValuEngine uses Thomson Financial's IBES...
What trading days and times are used for buying and selling stocks in the VE benchmark portfolios? For example, are the VE Standard 100 MNS portfolios...
Thank you for the question! ValuEngine adjusts the portfolios once per month, in the middle of each month. Typically this occurs on the 15th each month, or the...
