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EAP_SS21_MOMENTUM

Last Login: 09/21/2021


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+3.0%
since 1/28/2021

+0.8%
Ø-Perf. per year

-3.0%
Performance (1yr)

25.0%
Volatility (1yr)

0.0
Return/Risk



Portfolio chart

Details
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Trading Idea

This portfolio consists of European stocks and US-stocks that are listed on the EUROSTOXX50 and NASDAQ100 respectively. On the start date those 30 stocks are picked that had the highest percentage increase in price during the previous week. Thereafter, the two stocks with the worst weekly performance of the portfolio will be sold on a weekly basis. The best weekly performing 10% of the two indices will be further analysed on their multiples and on current news and 3 stocks will be purchased at the end.

Master data

Symbol

WF000LIMOM

Date created

01/28/2021

Index level

-

High watermark

110.7

Investment Universe

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For the composition of the virtual portfolio click here.