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Rational Investing
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| | Long | Short | | Total Market Capitalization of All Firms (in million) | $681,478 | $0 | | Average Market Capitalization (in million) | $21,983 | 0 | | Average Market Cap Weighted Market to Model | 0.92 | 0 | | Average Beta | 1.32 | 0 | | Average Price To Revenue | 1.56 | 0 | | Average Price To Free Cash Flow | 41.25 | 0 | | Total Number of Firms | 31 | 0 |
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| Ticker | Company | Sub Sector | Long
/Short | Market To
Model | Market
Cap | Expected
Returns | EV/
EBITDAM | % Growth | Beta | As of | | Halliburton Co | Equipment Leasi | L | 1.1 | 26,979 | 9% | 17.42 | 23 | 1.43 | Jun 10 | | Holly Corp | Oil Gas Refinin | L | 1.2 | 1,401 | 14% | 49.02 | 47 | 0.68 | Jun 10 | | Stantec Inc | Technical Servi | L | 1.2 | 1,155 | 11% | 11.83 | -2 | 1.06 | Jun 10 | | Bhp Billiton Limited | Metals Minerals | L | 1.1 | 195,094 | 11% | 15.87 | -17 | 1.42 | Dec 09 | | ConocoPhillips | Integrated Oil | L | 1.0 | 80,190 | 15% | 14.71 | 12 | 1.13 | Jun 10 | | Suncor Energy Inc | Integrated Oil | L | 1.0 | 47,271 | 12% | 11.11 | 89 | 1.50 | Jun 10 | | Gerdau Ameristeel Corp. | Steel & Iron | L | 1.0 | 4,761 | 12% | 23.89 | 20 | 2.10 | Mar 10 | | Middleby Corp. | Diversified Mac | L | 1.0 | 1,060 | 12% | 9.1 | 10 | 1.11 | Jun 10 | | Hess Corporation | Integrated Oil | L | 0.9 | 17,442 | 10% | 11.94 | 10 | 0.98 | Jun 10 | | Schlumberger Ltd | Oil Gas Equipme | L | 0.9 | 65,843 | 10% | 19.89 | 10 | 0.78 | Jun 10 | | Wet Seal Inc. | Apparel Stores | L | 0.8 | 305 | 19% | 9.65 | 3 | 1.04 | Apr 10 | | Pantry Inc. | Grocery Stores | L | 0.8 | 445 | 20% | 30 | 15 | 0.66 | Mar 10 | | Canadian Natural Resource | Independent Oil | L | 0.8 | 36,290 | 12% | 10.96 | 12 | 1.60 | Jun 10 | | Oil States International | Equipment Leasi | L | 0.8 | 2,145 | 11% | 11.49 | -25 | 1.25 | Jun 10 | | Hansen Natural Corp. | Beverages - Sof | L | 0.8 | 4,029 | 10% | 9.52 | 21 | 0.76 | Jun 10 | | Occidental Petroleum Corp | Independent Oil | L | 0.8 | 62,429 | 12% | 8.79 | 12 | 1.00 | Jun 10 | | Frontier Oil Corp | Oil Gas Refinin | L | 0.7 | 1,284 | 15% | 3.98 | 18 | 0.83 | Jun 10 | | Baker Hughes Inc | Oil Gas Equipme | L | 0.7 | 17,028 | 15% | 10.77 | 26 | 1.39 | Jun 10 | | Atwood Oceanics Inc | Offshore Rigs L | L | 0.7 | 1,618 | 12% | 5.84 | 12 | 1.32 | Jun 10 | | Cooper Cameron Corp. | Equipment Manuf | L | 0.7 | 9,350 | 12% | 10.62 | 19 | 1.52 | Jun 10 | | Sotheby Holdings Inc. | Auction House/A | L | 0.6 | 2,065 | 11% | 24.79 | 39 | 2.05 | Jun 10 | | Berry Petroleum Co. | Independent Oil | L | 0.6 | 1,522 | 23% | 13.26 | 15 | 2.23 | Jun 10 | | Valero Energy Corp | Oil Gas Refinin | L | 0.6 | 9,174 | 16% | 12.6 | 10 | 1.13 | Jun 10 | | Nucor Corp | Steel & Iron | L | 0.6 | 11,957 | 18% | 30 | 39 | 1.13 | Jun 10 | | Union Pacific Corp | Railroads | L | 0.7 | 38,004 | 16% | 8.7 | 16 | 1.18 | Jun 10 | | Commercial Metals Co. | Steel & Iron | L | 0.5 | 1,578 | 32% | 29.36 | 41 | 1.37 | May 10 | | Anadarko Petroleum Corp | Independent Oil | L | 0.6 | 24,147 | 16% | 9.99 | 16 | 1.30 | Jun 10 | | Steel Dynamics Inc | Steel & Iron | L | 0.5 | 3,113 | 16% | 9.99 | 65 | 1.88 | Jun 10 | | Trinity Industries Inc. | Railroad Equipm | L | 0.4 | 1,445 | 21% | 33.76 | -28 | 2.36 | Jun 10 | | Diamond Offshore Drilling | Offshore Rigs L | L | 0.5 | 8,468 | 23% | 5.93 | -5 | 0.79 | Jun 10 | | Advanced Micro Devices In | Semiconductor - | L | 0.4 | 3,886 | 28% | NA | 23 | 2.02 | Jun 10 |
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Note : EV = Enterprise Value
FCF = Free Cash Flow
EBITDAM = Earnings Before Interest Taxes Depreciation and Amortization after Maintenance Capex
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