Best and Worst Performing Stocks

Posted by raysaif on November 14th, 2006

What are the best and worst performing stocks over the past month, the past 6 months, and the past year? We have analyzed 6,043 NYSE, AMEX and NASDAQ stocks and the tables below show the top 10 and the bottom 10 performers in each category.

Top 10 and bottom 10 stocks over the past month:

Best 1-month Performers Worst 1-month Performers
Company Ticker % Change Company Ticker % Change
Lumera Corporation LMRA 378% Q Comm International, Inc. QMM -79%
Targeted Genetics Corporation TGEN 119% Renovis, Inc. RNVS -77%
SIGA Technologies, Inc. SIGA 119% AVANIR Pharmaceuticals AVNR -67%
NationsHealth, Inc. NHRX 114% Cytomedix, Inc. GTF -60%
Onstream Media Corp ONSM 102% Wolverine Tube, Inc. WLV -56%
PSi Technologies Holdings (ADR) PSIT 96% JED Oil Inc. JDO -55%
Sirna Therapeutics, Inc. RNAI 90% Cortex Pharmaceuticals COR -49%
Poniard Pharmaceuticals Inc. PARD 84% Fidelity National Financial FNF -49%
Uranerz Energy Corp. URZ 81% Adolor Corporation ADLR -47%
Superconductor Technologies SCON 81% Aetrium, Inc. ATRM -47%

Top 10 and bottom 10 stocks over the past six months:

Best 6-month Performers Worst 6-month Performers
Company Ticker % Change Company Ticker % Change
Acorda Therapeutics Inc. ACOR 213% Thomas Equipment, Inc. THM -92%
Syntax-Brillian Corp. BRLC 181% Kuhlman Company, Inc. KUL -91%
US LEC Corp. CLEC 179% Icagen, Inc. ICGN -89%
Medivation, Inc. MDV 178% Avis Budget Group Inc. CAR -88%
NVE Corporation NVEC 170% Valentis, Inc. VLTS -87%
SIGA Technologies, Inc. SIGA 157% Corcept Therapeutics Inc. CORT -87%
BriteSmile, Inc. BSML 151% Pro-Pharmaceuticals, Inc. PRW -86%
Insignia Systems, Inc. ISIG 148% Q Comm International, Inc. QMM -85%
Trio-Tech International TRT 144% IMA Exploration Inc. IMR -85%
International Assets Holding IAAC 143% Neurocrine Biosciences, Inc. NBIX -84%

Top 10 and bottom 10 stocks over the past 52 weeks:

Best 1-year Performers
 Worst 1-year Performers
Company Ticker % Change Company Ticker % Change
Trend-Lines, Inc. TRNDQ 900% Kuhlman Company, Inc. KUL -97%
Insignia Systems, Inc. ISIG 845% Thomas Equipment, Inc. THM -95%
Mothers Work, Inc. MWRK 485% Rotech Healthcare Inc. ROHI -93%
Medivation, Inc. MDV 484% Q Comm International, Inc. QMM -92%
Angeion Corporation ANGN 465% Corautus Genetics Inc. VEGF -90%
Knology, Inc. KNOL 419% Sontra Medical Corporation SONT -89%
U.S. Global Investors GROW 394% Avis Budget Group Inc. CAR -88%
Advanced Magnetics, Inc. AMAG 392% NitroMed, Inc. NTMD -88%
US LEC Corp. CLEC 375% Eagle Broadband, Inc. EAG -87%
iMERGENT, Inc. IIG 369% Icagen, Inc. ICGN -86%

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Using Sector Analysis to Find Top Performing Stocks

Posted by raysaif on November 6th, 2006

One approach for finding the market’s top stocks is to first determine the best performing sectors, and then select the best stocks within those sectors. To find the top sectors, we analyzed the performance of 3,504 NYSE, AMEX and NASDAQ stocks that have positive earnings and represent the 12 main stock market sectors. We then calculated multiples and growth numbers for each sector by averaging the latest multiples and the trailing 12-month growth numbers for all the stocks that belong to those sectors. Using these numbers, we finally calculated composite valuation and momentum numbers for each sector.

The table below shows the calculated multiples and the trailing 12-month growth numbers for the overall market and for each of the 12 sectors:

P/E P/BV P/CF P/S % Price
Change
(52w)		 % Price
Change
(4 w)		 % CF
Growth		 % EPS
Growth		 % Net.
Income
Growth		 % Sales
Growth
OVERALL MARKET 32.91 3.82 24.34 2.87 20.80 4.29 41.05 44.89 52.92 23.06
Basic Materials 29.42 2.82 19.39 2.17 41.64 8.53 58.23 61.28 69.77 28.54
Capital Goods 24.50 2.87 21.92 1.05 21.75 5.49 61.96 60.76 69.83 17.67
Conglomerates 20.36 2.57 18.87 1.45 18.94 5.88 39.09 55.85 55.27 15.88
Consumer Cycl 29.67 3.09 25.25 1.18 24.72 6.96 28.85 30.89 35.30 10.61
Consumer N-Cycl 35.99 4.83 31.34 1.46 24.73 3.16 33.29 30.93 35.05 16.94
Energy 19.28 3.31 11.30 3.25 14.78 6.39 62.81 96.75 115.38 47.94
Financial 21.96 3.58 20.36 4.20 13.60 1.91 25.03 23.51 31.98 26.41
Health Care 46.49 3.85 41.14 3.52 16.26 3.19 54.31 53.61 67.02 21.46
Services 38.99 5.52 19.61 2.61 23.38 5.41 33.25 44.35 50.01 17.74
Technology 49.44 3.38 38.31 2.81 24.28 3.73 59.83 58.22 65.07 21.91
Transportation 18.92 2.53 11.10 1.58 21.11 5.41 47.83 52.35 57.21 17.14
Utilities 23.33 2.74 10.88 1.61 16.44 5.17 5.86 14.56 21.38 30.15

The table below shows each sector’s performance versus the overall market for each parameter:

P/E P/BV P/CF P/S % Price
Change
(52w)		 % Price
Change
(4 w)		 % CF
Growth		 % EPS
Growth		 % Net.
Income
Growth		 % Sales
Growth
Basic Materials 0.89 0.74 0.80 0.76 2.00 1.99 1.42 1.37 1.32 1.24
Capital Goods 0.74 0.75 0.90 0.37 1.05 1.28 1.51 1.35 1.32 0.77
Conglomerates 0.62 0.67 0.78 0.51 0.91 1.37 0.95 1.24 1.04 0.69
Consumer Cycl 0.90 0.81 1.04 0.41 1.19 1.62 0.70 0.69 0.67 0.46
Consumer N-Cycl 1.09 1.27 1.29 0.51 1.19 0.74 0.81 0.69 0.66 0.73
Energy 0.59 0.87 0.46 1.13 0.71 1.49 1.53 2.16 2.18 2.08
Financial 0.67 0.94 0.84 1.46 0.65 0.44 0.61 0.52 0.60 1.15
Health Care 1.41 1.01 1.69 1.23 0.78 0.75 1.32 1.19 1.27 0.93
Services 1.18 1.45 0.81 0.91 1.12 1.26 0.81 0.99 0.95 0.77
Technology 1.50 0.89 1.57 0.98 1.17 0.87 1.46 1.30 1.23 0.95
Transportation 0.57 0.66 0.46 0.55 1.01 1.26 1.17 1.17 1.08 0.74
Utilities 0.71 0.72 0.45 0.56 0.79 1.21 0.14 0.32 0.40 1.31

We used the results shown in the above tables to calculate composite numbers that represent each sector’s valuation and momentum compared to the overall stock market. The valuation number combines these multiples: price/earnings, price/book value, price/cash flow, and price/sales. The composite momentum number takes into account the 12-month trailing growth numbers for cash flow, eps, net income and sales.

The chart below shows the results of this analysis. The sectors in top left hand side of the chart have the most attractive valuation with highest momentum when compared to the overall market. Conversely, compared to the Market, the sectors in the bottom right hand side of the chart have the least attractive valuation and lowest momentum.

According to this analysis, the Energy, Basic Materials and Capital Goods are the best performing sectors and the Consumer (Non-Cyclical) is the worst performing sector.

Finding the Best Stocks

As mentioned earlier, to find the top stocks, we can look for stocks within the top performing sectors (in this case Energy and Basic Materials sectors) that have better composite valuation and momentum characteristics than the overall stock market. Here are some of the top-rated stocks in each of these sectors together with their latest research reports.

Energy:
ExxonMobil Corporation (XOM): XOM Stock Analysis
Holly Corporation (HOC): HOC Stock Analysis

Basic Materials:
Sonoco Products Company (SON): SON Stock Analysis
Lyondell Chemical Company (LYO): LYO Stock Analysis

Next Steps

The underlying assumption in the approach outlined in this article is that the overall stock market and the sectors are neither overvalued nor undervalued. While in some cases this may be a valid assumption, we can significantly improve our analysis of a particular stock by also considering a number of other factors such as the stock’s intrinsic value based on discounted cash flow, its risk, its momentum and the company’s financial strength. You can refer to ValuePrime Stock Analysis Reports to find-out valuation, financial strength, risk and momentum ratings for various NYSE, AMEX and NASDAQ stocks.

We will discuss the use of these parameters in stock analysis in future articles.

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