Past winners (Momentum)

Dennis Saerbeck

Performance

  • -5.2 %
    since 2018-11-07
  • +21,2 %
    1 Jahr
    -0,22 %
    Heute
    -9,0 %
    Max Verlust (bisher)
    0,5x
    Risiko-Faktor
    ;
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Trade Idea

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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Master data
Symbol
WF000MOMEN
Date created
2018-11-07
Index level
High watermark
100.3

Rules

wikifolio labels

Investment Universe

Trader

Dennis Saerbeck
Registered since 2018-10-18
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.

Decision making

  • Technical analysis

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