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Momentum strategy | Equal weighting, 5% per stock | 10 long and 10 short positions based on companies with the strongest and the worst momentum. Momentum indicator determined by dividing 3 day simple moving average by 10 day simple moving average. Portfolio rebalanced once a week. | Long position: Lam Research Corporation| Rank: 8
50 stocks in Information Technology sector with the lowest ESG Sustainalytics risk scores. Equal weighing. Long position. Historical growth within the sector has been high within the last 10 years and demand is forecasted to increase. Firms having a good ESG Sustainalytics have been found to outperform those that do not. Rank:30. ESG Risk rating: Low.
Our investment strategy is passive investing. The portfolio follows Nasdaq 100 index, choosing stocks with highest EPS ratios and low price-to-book ratios compared to stocks with similar EPS ratio. This stock offers relatively high returns with low P/B ratio. The initial positions are equally weighted so $100k is allocated to this stock.
Long position. The fund seeks to passively track the investment performance of the 30 largest holdings in the MSCI US Investable Market Information Technology 25/50 Index. The weights are adjusted to market share. Intial weight about 0,7%.
Firms are allocated to the portfolio based on the momentum investment strategy: all firms are from the NASDAQ-100 Technology sector index which was sorted by YTD (year to date) price development. The fund decided to go long in all firms which had YTD returns of over 15% on 30th of October. $1,500,000 was divided with equal weights between the 47 stocks. Rank: 42