|52 Week Rng||-|
|P/E Ratio (TTM)||-|
|P/E Ratio (Fwd)||-|
|Div & Yield||-|
Momentum Strategy (buy after shorting) | Quantative Weighted Moving Average | Allocation determined by Simulated Efficient Portfolio | Weekly Frequency | Market Cap over $100m | Liquidating last weeks positions in order to buy the new securities
According to the fund’s strategy, the fund buys long 5 % of the S&P 600 small-cap value stocks that have the lowest P/E ratios.