stock
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NYSE:ETN
156.01
-1.99 (-1.26%)
As of 2021-09-24 Close (EST)
52 Week Rng -
Market Cap -
Avg Volume -
1M Volatility -
Short Ratio -
P/E Ratio (TTM) -
P/E Ratio (Fwd) -
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Div & Yield -
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35
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25
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5
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539
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finance_boys_sauna_evening Aalto Investment Management Game (Fall 2020) Nov 2020

Momentum strategy | Equal weighting | 25 stocks with high expected returns in November

[SELL]
150
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100
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1
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300
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20
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55
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150
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50
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341
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pheez93 OLD|Aalto Investment Management Game (Spring 2019) Feb 2019

Long & Short based on seasonality. Long TOP 25 S&P500 stocks that have best average Feb return in 2007-2018 and short BOTTOM 25. Small modifications to data and removal of outliers made. Reason for short time period was limited data.

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90
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50
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1
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20
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70
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