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20 Stocks Hedge Funds Love
live (public) 1.44% October 04
In our quest for a portfolio of equities that can provide long term good risk adjusted returns, we have looked at many different ideas. J Every quarter, Goldman chief U.S. equity strategist David Kostin compiles a list of the 50 stocks that "matter the most" to hedge funds. The list is based on his analysis of 558 hedge funds with $429 billion in equity assets that own between 10 and 200 individual stock positions.
I am looking for filters that help me make good selections and
using what others use is appealing. Of course Hedge Funds operate
very differently to the individual investor but this is a list
that it is worth measuring.
|
Rank |
Company |
Funds With Stock as Top 10 Holding |
|---|---|---|
| 1 | Apple (Nasdaq: AAPL) | 105 |
| 2 | Google (Nasdaq: GOOG) | 58 |
| 3 | Microsoft (Nasdaq: MSFT) | 50 |
| 4 | JPMorgan Chase (NYSE: JPM) | 31 |
| 5 | Pfizer (NYSE: PFE) | 29 |
| 6 | Qualcomm (Nasdaq: QCOM) | 29 |
| 7 | General Motors (NYSE: GM) | 28 |
| 8 | LyondellBasell Industries (NYSE: LYB) | 24 |
| 9 | Liberty Interactive (Nasdaq: LINTA) | 22 |
| 10 | Baidu (Nasdaq: BIDU) | 21 |
| 11 | Amazon.com (NYSE: JPM) | 20 |
| 12 | Anadarko Petroleum (NYSE: APC) | 20 |
| 13 | Las Vegas Sands (NYSE: LVS) | 20 |
| 14 | Visa (NYSE: V) | 19 |
| 15 | Wells Fargo (NYSE: WFC) | 19 |
| 16 | Cisco Systems (Nasdaq: CSCO) | 18 |
| 17 | ExxonMobil (NYSE: XOM) | 18 |
| 18 | Citigroup (NYSE: C) | 17 |
| 19 | Charter Communications (Nasdaq: CHTR) | 17 |
| 20 | CIT Group (NYSE: CIT) | 17 |
Source: Zero Hedge, citing Lionshare via FactSet,
IDC, and Goldman Sachs Global ECS Research.
While we won't be trying to replicate a hedge fund environment, this could be an interesting starting point to compare with our dividend bearing ETF portfolio and see if there is anything we can use to build a strong, long term portfolio.
| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| Asset1 | AAPL (Apple Inc) | 2.80% | 1.32% |
| Asset1 | GOOG (Alphabet Inc Class C) | 1.78% | 3.50% |
| Asset1 | MSFT (Microsoft Corporation) | 1.35% | 10.08% |
| Asset1 | JPM (JPMorgan Chase & Co) | 2.17% | 5.50% |
| Asset1 | PFE (Pfizer Inc) | 1.35% | 4.13% |
| Asset1 | QCOM (Qualcomm Incorporated) | 2.32% | 2.94% |
| Asset1 | GM (General Motors Company) | 0.20% | 1.74% |
| Asset1 | BIDU (Baidu Inc) | 0.14% | 1.65% |
| Asset1 | AMZN (Amazon.com Inc) | 0.88% | 18.07% |
| Asset1 | APC (Anadarko Petroleum Corporation) | 0.16% | |
| Asset1 | LVS (Las Vegas Sands Corp) | 0.09% | 1.94% |
| Asset1 | V (Visa Inc. Class A) | 1.80% | 4.01% |
| Asset1 | WFC (Wells Fargo & Company) | 1.51% | 3.30% |
| Asset1 | CSCO (Cisco Systems Inc) | 0.98% | 4.15% |
| Asset1 | XOM (Exxon Mobil Corp) | 1.46% | 1.87% |
| Asset1 | C (Citigroup Inc) | 2.22% | 2.75% |
| Asset1 | CIT (CIT Group Inc) | 0.85% | 1.82% |
| Asset1 | CHTR (Charter Communications Inc) | 2.65% | 20.52% |
| Asset1 | lyb (LyondellBasell Industries NV) | 6.84% | |
| CASH | CASH (CASH) | 0.0% | 3.71% |
* Day change on 10/04/2019.
Previous
Since 11/19/2010
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| 20 Stocks Hedge Funds Love | 17.2% | -1.2% | 12.8% | 9.5% | N/A | |
| VFINX (Vanguard (S&P 500) Index) | 7.9% | 27.1% | 8.5% | 13.5% | 12.5% | 14.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 3.5% | 15.3% | 2.8% | 7.7% | 7.7% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/19/2010 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.3 | -1.2 | 12.8 | 9.5 | NA | 12.8 | 17.2 | -4.6 | 23.3 | 15.4 | -1.8 | -1.6 | 41.0 | 25.3 | 1.8 | 5.7 |
| Sharpe Ratio | NA | -0.01 | 0.07 | 0.07 | NA | 0.13 | 0.05 | -0.29 | 2.49 | 0.95 | -0.1 | -0.11 | 3.17 | 1.58 | 0.06 | 0.45 |
| Draw Down(%) | NA | 86.1 | 86.1 | 86.1 | NA | 86.1 | 86.1 | 22.1 | 3.3 | 15.5 | 16.4 | 10.7 | 5.0 | 14.8 | 20.7 | 1.8 |
| Standard Deviation(%) | NA | 276.9 | 159.9 | 124.4 | NA | 94.3 | 317.0 | 20.3 | 9.1 | 16.1 | 18.9 | 14.8 | 12.9 | 16.0 | 28.0 | 12.7 |
| Treynor Ratio | NA | -0.03 | 0.13 | 0.09 | NA | 0.12 | 0.76 | -0.05 | 0.21 | 0.14 | -0.02 | -0.01 | 0.38 | 0.21 | 0.02 | 0.05 |
| Alpha | NA | 2.05 | 0.7 | 0.42 | NA | 0.24 | 2.76 | 0.01 | 0.01 | 0.02 | 0.0 | -0.05 | 0.03 | 0.03 | 0.01 | 0.02 |
| Beta | NA | 0.86 | 0.91 | 0.99 | NA | 1.07 | 0.21 | 1.12 | 1.08 | 1.11 | 1.05 | 1.14 | 1.07 | 1.2 | 1.16 | 1.05 |
| RSquared | NA | 0.0 | 0.0 | 0.0 | NA | 0.01 | 0.0 | 0.89 | 0.63 | 0.82 | 0.75 | 0.76 | 0.85 | 0.91 | 0.94 | 0.82 |
| Sortino Ratio | NA | -0.01 | 0.1 | 0.1 | NA | 0.19 | 0.07 | -0.39 | 3.83 | 1.35 | -0.13 | -0.14 | 4.84 | 2.38 | 0.09 | 0.75 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.06 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.45 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/19/2010
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