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Investment Rationale: 1.5 million of the portfolio's buying power is invested in small cap stocks, with equal weighted allocation to the 30 stocks with the lowest P/B ratios.
Value-momentum strategy, long leg of value portfolio: 10 stocks with the highest book-to-market ratio in 2017. Rank 5, book-to-market ratio 4,538. Equal weighting.
Fundamental quant strategy based on value and momentum investing. Due to recent developments in price this stock doesn’t fit our strategy anymore. At the same time adjusting leverage towards our target (1,8).