All posts by Steven Albrecht

Global Index (ETF) Portfolio Considerations (American View)

Changes in asset allocation considerations since last report: all of the changes in this report are domestic in nature and influence the Opportunity Target more than the Stable Target.

A

Asset Allocation Discussion (American View)

In this brief we offer a discussion on a practical method of how asset allocation can be used to satisfy an investor’s desire for stability and opportunity within an investment portfolio. It is our objective to create a solid basis for understanding changes in allocations when considering objectives, risks and market characteristics. The major sections start with a global view and then continue to refine focus until the allocation is centered exclusively on domestic sectors. At the end of the brief, there is a special section where consideration is given to portfolios that are concentrated in a single specific industry and how an investor can adjust a portfolio to reduce the impact of concentration.

ESP – S&P Global Announces Commodity Weights for 2018 Index

S&P Dow Jones Indices today announced the composition and weights for the 2018 S&P GSCI. The S&P GSCI is a world production-weighted commodity index which, in 2018, will be composed of 24 exchange-traded futures contracts on physical commodities across five sectors including: energy, industrial metals, precious metals, agricultural and livestock.

Merger Consideration Brief (November 2017)

Over the past several decades we have watched a dramatic increase in the number of mergers and acquisitions that have taken place throughout all industries. We wondered if there was a stock based valuation rationale behind mergers that indicated the probability that a company would be involved in a merger within a reasonable period of time. While we do not have a clear signal that our valuation model is a crystal ball, we have noticed a higher frequency of M&A activity amongst stocks we have categorized as A+ in the Merger, Acquisition, Buyout Factor (MAB) calculation.

USA Stock Consideration Report (November 2017)

Expectations increased slightly for large cap market capitalization stocks to 106.0% an increase of under one percentage point while mid cap expectations increased to 116.5% up from 115.3% and small cap was nearly unchanged at 111.3%. Over valuation pressures remained in check even with large cap stocks posting over a 15% return for the year followed by mid cap with over 10% and small cap remaining positive at nearly 7%. Small cap has struggled all year trying to post positive results, so reaching this level of return without exceeding normal valuations is welcomed.