EFTA01172057.pdf

From: US GIO To: Undisclosed recipients:; Subject: GIO Trade Idea 12/5/2011: January Effect Date: Mon, 05 Dec 2011 15:38:49 +0000 Attachments: GIO_Trade_Alert_2011-12-05_(January_Effect).pdf Inline-Images: image005.png; image006.png Global Investment Opportunities Group (GIO) Opportunistic Investments December 5, 2011 TRADE ALERT: JANUARY EFFECT In the US. year end's a time ex holiday cheer. time with famiy. and for many investors. tax lost harvesting. Each year healing No December, ewestors look for nvestments that have declined that year to use the shed term losses against tax obligations. Likevase, this sell off creates an opportunity as it makes these stocks more atracevely valued, potentially resulting in outperformance ii January as investors return to market in the new year. Historic" this -January Effect' has impacted smaller market cap and low priced stocks most and while this has become a better known phenomenon over die years, small cap still tends to outperform large cap from m4-December to no-January (see that below). As with much of investing ths 6 not a science nor a guarantee but vie have included below a quantitative screen on the Russell 3000 Index that fit some of the criteria that typically make for good candidates. Please note these are not recommendations but rather a est of companies that meet the t0ll0W19 criteria: • Member of the Russell 3000 • Year to Date Total Return Less than -15% • Price between S5 and $15/share • Market Cap between S250mm and 558 • 3 Month Average Dady Volume Greater than 500k shares • 52 Week LOW after 6/30/2011 and off lows by no more than 15% • Covered by JPMSI wth a Neutral or OW rating Risks: • Past performance is not nchcatrve of future results. Russell 2000 vs. Russell 1000 10.00% w Small Cap vs. Large Cap 8.00% 6.00% 4.00% 2.00% 0.00% I 411,it it I II -400% #eiteettiessinte Son: elccenterg. %ale Imelestats. aim Dab Moon re tans Scat Do IS-an S.:fadyam tiveafientPredue: Plot FOC hit. - No Barth Ouaraxte - May Lose VS.. EFTA01172057  Conevecia Pc Upset. to 10-r 3,10, NCI,. Py tat 3 No Aap Vol tartet Cap Totel gehapt YTO 52 Weak HO 52 Theater th oft lee" 37/31I. are ra Jen ke n Togo Cetera MGM HUMAN Mat SO S 737 cm= r:Ln S 30.15 $ 7.03 an i 99102a011 $ 19.27 r ovn . 9 t- MIMIC! 093273900 -60. $ 37.03 Err CDC 5 13.14 a MOM ®Mir t1C2O a'. $ MI IrC CI r S 15.07 r NINA NUVA SW PIC Sae 1.011349 541911903 :a $ 3411 $ 1227 455% 1V2502011 r $ 7447 lit PlpICS PMC-SIERRAIK S 5.43 3992162 1249912.000 r S 920 S 526 =Mr 0/097011 r S 8.11 45.14 RACK/SPAM CORP $1136 2.37014 1.156.116,001 f ey, $ MSS $ 10.63 C lUtelit seep S 14 25 23% PCS METROPCS COMM San CI 3.0)3.134.000 fl a $ 11.79 $ 72$ C®-',.. IC $ 12.21 :IE Mal APOLLO MCORP $ 7.1$ 2.559964 4414272900 a= $ 1246 $ 6.63 C 11/25/2011 area S 919 r CUZ COUSINS PROP f 5.96 614.024 609.935.993 R7.7 3 9.19 S 525 12.009 10067011 moo 5 7.67 r MI. INTERS'. CORP.4 $10.76 12)6.569 1..102)09C9 n= $ 15.7$ $ 9607 10049011 mom S 12 27 Ir SM ®®C H= fl = $ 17.65 Err CD s 1343 BRNR BRUNER COPS apri Oa= rM $ 2965 lar Cal r S 1731 r WFSL WASIFEO $13.1$ 741,793 1.415204.000 EIEM 5 11.53 $ 12.15 r 100112011 $ 17.11 309 eiTU) mEARTLANO 62PRES $13.55 662.354 1.182.317.060 r S 11.12 $ 12.75 r CIPMfalI r. S 15.25 I :M IMPORTNIT INFORMATION TI-is ensues rd the WOWS Otalleteaed In% is rota peduel the J.P. Megan Research Depanrcom and is rot a research moat SOL. envy tee to a ewes eon a research *Malta Thf w.frientitdai *CON be 1 din corharcbm a U.S. mere gelded by J.P. Wpm Seouriws. Inc. to to @In te such research ersish The ocean rd ideas ogessed Men do rot take war acocuo ocheol chat cromestanom cease and nese. Transactions in any smile that may be referenced Ione may rot be sea:Soforall ireme. This pewee has been treare ha edoeveabon thelOGIPS at. When In mee n illtendedlb be a SClettiettel for are coed a mem dl e be JP. Megan's erase Bat a any a ns Sites Inromeon etre Men has been chute eh shoes Wee to be este bM we do not acne, rte eakrICy a anydesenen and aoma o nosocat•Sei for a Ore a Ceseleguatebe tele% ammo Wenn WO The Olaf eV StaX4044 clewed herein may ea be Sue** fa as investors. Tin ofornaecn rf rot ranee as an cake orecleacer I r he mese a fa of any tronce inVement rd s erg peed sparely to Mere a pa5a4a investment strategy. Past performance:s no mows* of W. reset Invearnent Produce Not FDIC Incased - No Bank Guar-ewe - May Low Value This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at http://wwwjpmorgan.comipages/disclosures/email. EFTA01172058