Mizzou Investment Fund

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Mizzou Investment Fund

• Presented By
• James Lien
• Valerie Chaston
• Erin McKenna
• Brian Milligan
• Derek Schmidly
• Ryan Tate

Data Reflects Closing Prices as of March 21, 2007
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Overview

• Asset Allocation Rebalancing
• Recent Trades Semester Performance
• Historical Performance
• Portfolio Characteristics Metrics
• Discussion

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Important Updates

• Analyst template Under Analyst Reports on
  discussion board
• Levered/Unlevered Beta New link in Analyst
  Reports
• Technical Guidelines

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Overview

• Asset Allocation Rebalancing
• Recent Trades Semester Performance
• Historical Performance
• Portfolio Characteristics Metrics
• Stock Charts, Screener, etc.

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Portfolio Committee Report
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Portfolio Committee Report

• Allocation Suggestions and Opportunities
• Financial Morgan Stanley, Goldman Sachs, Bank of
  America
• Health Care Merck, Pfizer, United Healthcare,
  Gilead Sciences
• Consumer Goods Jones Soda Company
• Oil Gas Oil drill companies
• Telecommunications Emerging Markets-China
• Basic Materials BHP Billiton

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Overview

• Asset Allocation Rebalancing
• Recent Trades Semester Performance
• Historical Performance
• Portfolio Characteristics Metrics
• Stock Charts, Screener, etc.

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Trades and Performance

• Performance since January 16, 2007 .49
• Performance increase since last report -.60

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Overview

• Asset Allocation Rebalancing
• Recent Trades Semester Performance
• Historical Performance
• Portfolio Characteristics Metrics
• Stock Charts, Screener, etc.

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Monthly Historical Portfolio Performance
Based on December 31st cash
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Semester PerformancePortfolio vs. SP 500
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Historical Performance Portfolio vs. SP 500
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Overview

• Strategy
• Asset Allocation Rebalancing
• Recent Trades Semester Performance
• Historical Performance
• Portfolio Characteristics Metrics
• Stock Charts, Screener, etc.

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Portfolio Characteristics

• Beta .9544
• R-squared .9324
• Sharpe -.36
• Risk free rate 4.70 (as of Mar. 21, 2007)
• Risk premium 3

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Overview

• Strategy
• Asset Allocation Rebalancing
• Recent Trades Semester Performance
• Historical Performance
• Portfolio Characteristics Metrics
• Stock Charts, Screener, etc.

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This is what youll get, but the time period and
moving averages are way too short, so you have to
change some of the settings.
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You can use Daily or Weekly here, whatever you
think looks best
Change this to 3 years, thats as long as you can
get on the free version
Change this to 700 or Landscape, those are the
largest sizes
Use this section to determine the moving
averages. If youre using a daily chart youll
want 300 and 500. If a weekly, use 60 and 100.
Dont worry about this section, you dont need
it. If anything, change the dropdowns on the
left to none to clean up the chart
Feel free to mess around with these variables and
see what you like. These steps just show the
easiest way to get what you need
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5. You should get something like this.
Use the averages and where the price is in
relation to the averages to determine the stocks
technical strength and to determine a stop loss
price
Keep in mind that if a stock is extended way
above its averages, youll want to take a more
conservative position because your stop loss will
have to be so far away. A stop loss more than
20 below the purchase price is probably too far
for any position.
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Screening

• http//moneycentral.msn.com/investor/controls/find
  erpro.asp
• Follow this link and follow the instructions
• Deluxe toolkit allows access to over 500
  fundamental and technical criteria

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Example Screen Shot
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• Open for Discussion