Past winners (Momentum)

Dennis Saerbeck

Performance

  • -4,8 %
    seit 07.11.2018
  • +21,2 %
    1 Jahr
    -0,22 %
    Heute
    -9,0 %
    Max Verlust (bisher)
    0,5x
    Risiko-Faktor
    ;
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Handelsidee

This strategy capitalizes on the momentum anomaly which denotes that stocks that have recently surged will continue doing so (Jegadeesh and Titman (1993)).

The constituents of this investment strategy is identifying equity securities that have experienced price increases over the past 6 and past 12 months with the assumption that increases will continue in the future.

Only large and mid-capitalization international stocks exhibiting relatively higher momentum characteristics will be considered and held long term (minimum 6 months).

The portfolio will be 100% equity 0% cash, diversified across multiple industries and will exclude financial services stocks such as banks.
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Stammdaten
Symbol
WF000MOMEN
Erstellungsdatum
07.11.2018
Indexstand
High Watermark
100,3

Regeln

Auszeichnungen

Anlageuniversum

Trader

Dennis Saerbeck
Mitglied seit 18.10.2018
I come from a bankers family with my father being an investment banker and brother a portfolio manager. Hence, my interests, education and work experience have been strongly focused around the finance area, especially the stock market.

Entscheidungsfindung

  • Technische Analyse

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