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Seasonality strategy: We short 15 stocks with the lowest average returns and buy 15 stocks with the highest average returns based on historical average returns in December from 2009-2020. We analyzed companies included in the S&P 500 index. In our fund we maintain the leverage level of 1.80. Long positions are initially equally weighted. Rank 10. in long position
Health Care industry, long position. Eli Lilly has one of the highest ESG-ratings within the industry, along with strong fundamental and technical stock performance in the past years. We are setting our portfolio for leverage of 1,5.
Following our industry and ESG focused passive strategy: Investing in the top 8 medical companies with an ESG score at least 60. Weights in portfolio are based on calculated index which is based on ESG scores in Dow Jones database.