Expert: Paul Henneman - 4/9/2006

Question
Hi Paul,

I've been running screening scenarios on the ValuEngine individual investor website and am wondering if you can help with a question I have:

Is it possible to replicate the benchmark portfolios using screening criteria? I'd like to use the benchmark portfolio results as a starting point and add additional screening (e.g., Sharpe Ratio, Liquidity minimums, etc.)

Thanks in advance!

Answer
Rich,
  Thank you for your question! Yes, this is absolutely possible in the 'screening' section of www.ValuEngine.com  There you can run a screen using the same criteria as the benchmark portfolios, and add any number of nearly twenty different criteria. The two you mentioned, liquidity and sharpe ratio, are both available, along with many other data points.
   I hope this helps! Please do not hesitate to follow up with me if I can be of any further service,

Sincerely,
Paul Henneman
President
www.ValuEngine.com
www.ValuEngineView.com
www.VEInstitutional.com
www.VEReports.com