Building initial portfolio based on momentum. Verisk seems like a strong long opportunity based on its 3-month momentum.

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. | Short position: Veririsk Analytics Inc.| Rank: 3

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: 41

Following our momentum investment strategy this stock was in the top 15 gainers of the S&P500 index in 3-month-period. Stock fulfilled our requirement of not being in dangerous or harmful industry.

Increase in insider buying could mean that they believe in an increase in stock price soon.

Passive management – long term position – Data analytics & risk assessment

25% of the initial capital is invested in 10 hand-picked stocks. All of these stocks can be found in a sustainability-oriented iShares MSCI ACWI Low Carbon Target ETF. In general, sustainable companies tend to be better in long-term strategic planning, which make them tempting investment targets. Additionally, these stocks we have chosen to our portfolio have been constantly over a time period of at least year performed better than Nasdaq composite index. Thus we are trying to capitalize on momentum strategy.

Test of minimum variance portfolio of SP 500 companies with return of 4% over 6 months using the last 6 months of data.