Valuation models, equity research, fund due diligence, and quantitative work — from the $1.6M Intrieri Family Student Managed Fund and advanced finance coursework at Penn State.
Reviewed a live fund position from pitch to exit: a buy thesis built on post-pandemic normalization and fleet-cost discipline that endured a weak near-term quarter before re-rating sharply. The position nearly doubled — $88.28 entry to $164.89 exit — and the post-mortem separated what the thesis got right (direction, long-term fundamentals) from what it underestimated (timing and severity of earnings volatility).
Built a fully integrated three-statement model for Movado Group with a dedicated assumptions layer driving the forecast. Income statement, balance sheet, and cash flow statement are dynamically linked so any driver change flows through the entire model with the balance sheet staying in balance.
Full company report on the world's largest luxury conglomerate: industry positioning across six operating segments, SWOT analysis, and competitive dynamics. Assessed LVMH's "Rising Star" market position — including its ~12.6% share of the U.S. fragrance segment — and how multi-segment diversification underpins its pricing power.
Ten-year due diligence review of an actively managed growth fund: calendar-year performance versus benchmark and category, concentration risk, and sector-level active bets. Identified 53% of assets concentrated in the top ten holdings and quantified active share by sector to show where the manager takes real risk.
Estimated JPM's security characteristic line against the S&P 500 from monthly returns: beta of 1.0608, alpha of 0.54% monthly, R² of 0.444. Ran full hypothesis tests — beta highly significant (t = 6.87), alpha not statistically distinguishable from zero — and reconciled the estimate against published betas from Yahoo Finance, YCharts, and MarketWatch.
Applied the eight-factor Beneish M-Score model to test for earnings manipulation. Mirion scored −2.664, well below the −1.78 manipulation threshold, with negative accruals confirming earnings backed by operating cash flow rather than aggressive accrual accounting — while flagging rising leverage tied to acquisition activity.
Designed and actively managed a 90/10 growth-oriented portfolio across seven funds — QQQ, SOXX, IWM, VEA, VWO, VBTLX, and VDIGX — with deliberate size, sector, and geographic tilts. Used Nitrogen risk analytics to verify the risk taken was intentional: risk number 74, Sharpe 1.25, Sortino 2.14, at an 0.18% blended expense ratio.
Traded currency pairs in a five-person team combining technical setups with macro catalysts — short EUR/USD, AUD/USD, GBP/USD against long USD/JPY, USD/CAD, USD/THB positions on dollar-strength themes. Authored the team's weekly trading reports covering holding-period returns, trade rationale, and strategy review.
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