The 13F Heat Map for the quarter ending 12/31/2011 ***

100 Hottest Stocks based on 13F activity

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The 13F Heat Map is currently being experimented with. I've detailed how the results are calculated below. Please feel free to offer suggestions on ways to improve the algorithm.

The 13F portfolios being sampled are listed below and include those that at least 3 Whalewisdom.com users have registered to receive an email alert for.

The following attributes were calculated for the entire population of stocks from the 13F portfolios being used:

  • (TFI) - Total number of filers increasing or starting a position in the stock
  • (TFD) - Total number of filers decreasing or selling out of a position in the stock
  • (R) - The average ranking the stock had in the portfolio's being sampled.
  • (TOP10) - The number of times the stock appears in the top 10 holdings of the portfolio's being sampled.
  • (TF) - Total number of filers being sampled that held any kind of position in the stock
Only stocks that are held by at least 10% of the portfolio's being sampled are considered for the heat map.
These attributes are compared to the attributes calculated for the prior quarter and the percent change is determined. From there the following algorithm is used to determine the final score:

TFI% - TFD% + R% + TOP10% + TF%

Filers used in this quarter