Inspired through gzbkel's work:
http://www.valuebuddies.com/showthread.php?tid=5514
I was wondering if fellow valuebuddies' declared vested stocks will outperform the general STI, and by how much. (also wondering if it will outperform my personal portfolio). I would like to track this portfolio, complete with dividends reinvested through this coming year.
If any other forummer would like to post their own crowdsourced portfolio for study, by all means, please do so!
So without further ado, here is a portfolio based on a known list of stocks with a high number of vested stocks from fellow forummers.
Crowdsourced vb portfolio by thor666:
1.Ums (16 vested) - 0.53 * 19lots = $10070
2. Kingsmen (16) - 0.94 * 11 = $10340
3. Sph (14) - 4.28* 2= $8560
4. Saizen (11) - 0.90*6=$5400
5. Low keng huat (11) - 0.66*8=$5280
6. King wan (10) - 0.32*16= $5120
7. Neratel (10) - 0.76*7 = $5320
8. Popular (9) - 0.24* 21 = $5040
9. Fcl (9) - 1.67*3 = $5010
10. Stamford (9) - 0.55*9= $4950
11. Thg (9) - 1.95*3= $5850
12. Wheelock (9)- 1.81 * 3 = $5430
13. Cmhp (8) - 0.99*5=$4950
14. Ara (8) - 1.69*3=$5070
15. Boustead (8) - 1.88*3=$5640
16. Guocoleisure (8) - 0.94*5=$4700
Total: $96,730
Cash remaining: $3,270
Assumptions:
- Starting portfolio of 100k on 17 November 2014, stocks purchased at zero transaction costs, but only in whole lots.
- stocks selected are those with 8 or more vested.
- portfolio will remain between 10-20 stocks at any one point of time.
- for stocks with 14 or more vested, weighting is ~10% each. the rest are ~5% each.
- I assume forummers remain vested as of the list that gzbkel had updated. (Understood it is inaccurate but, this is about statistical likelihood)
- due to the pricing of the stock on the day, the value of stocks is rounded up or down nearest to the weighting.
- there is a stock Vicom which i have excluded as 1 lot is over 5% of weighting. Will consider this as reinvestment once cash portfolio reaches enough to buy 1 lot.
- I note there are cases where the stock is highly speculated - e.g. Ums holding. The methodology may also be flawed and inefficient in many ways. However, the purpose of this portfolio is not to maximize profits. Rather, based on limited knowledge of what is on public domain in valuebuddies, I would like to find out if vb opinions generate overall alpha compared to sti.
- I will try to update this on a quarterly basis as I will not be able to monitor all these stocks actively.
Sent from my iPad using Tapatalk
http://www.valuebuddies.com/showthread.php?tid=5514
I was wondering if fellow valuebuddies' declared vested stocks will outperform the general STI, and by how much. (also wondering if it will outperform my personal portfolio). I would like to track this portfolio, complete with dividends reinvested through this coming year.
If any other forummer would like to post their own crowdsourced portfolio for study, by all means, please do so!
So without further ado, here is a portfolio based on a known list of stocks with a high number of vested stocks from fellow forummers.
Crowdsourced vb portfolio by thor666:
1.Ums (16 vested) - 0.53 * 19lots = $10070
2. Kingsmen (16) - 0.94 * 11 = $10340
3. Sph (14) - 4.28* 2= $8560
4. Saizen (11) - 0.90*6=$5400
5. Low keng huat (11) - 0.66*8=$5280
6. King wan (10) - 0.32*16= $5120
7. Neratel (10) - 0.76*7 = $5320
8. Popular (9) - 0.24* 21 = $5040
9. Fcl (9) - 1.67*3 = $5010
10. Stamford (9) - 0.55*9= $4950
11. Thg (9) - 1.95*3= $5850
12. Wheelock (9)- 1.81 * 3 = $5430
13. Cmhp (8) - 0.99*5=$4950
14. Ara (8) - 1.69*3=$5070
15. Boustead (8) - 1.88*3=$5640
16. Guocoleisure (8) - 0.94*5=$4700
Total: $96,730
Cash remaining: $3,270
Assumptions:
- Starting portfolio of 100k on 17 November 2014, stocks purchased at zero transaction costs, but only in whole lots.
- stocks selected are those with 8 or more vested.
- portfolio will remain between 10-20 stocks at any one point of time.
- for stocks with 14 or more vested, weighting is ~10% each. the rest are ~5% each.
- I assume forummers remain vested as of the list that gzbkel had updated. (Understood it is inaccurate but, this is about statistical likelihood)
- due to the pricing of the stock on the day, the value of stocks is rounded up or down nearest to the weighting.
- there is a stock Vicom which i have excluded as 1 lot is over 5% of weighting. Will consider this as reinvestment once cash portfolio reaches enough to buy 1 lot.
- I note there are cases where the stock is highly speculated - e.g. Ums holding. The methodology may also be flawed and inefficient in many ways. However, the purpose of this portfolio is not to maximize profits. Rather, based on limited knowledge of what is on public domain in valuebuddies, I would like to find out if vb opinions generate overall alpha compared to sti.
- I will try to update this on a quarterly basis as I will not be able to monitor all these stocks actively.
Sent from my iPad using Tapatalk