Financial Strength Value

Financial Strength Score driven Value picks

Balance-sheets are scored based on current profitability, stability and operational improvements for two years (using 3 years of data.) The rationale is that stocks that score high on these criteria should out-perform over a period of time.

This Theme consists of an equally weighted portfolio of stocks with high Financial Strength Scores

This theme was created on Sep 13, 2013 and
was last modified on Jul 10, 2017


Theme Risk Analytics
Projected
Alpha
Beta
Risk Premium
Sharpe Ratio (StDev)
Sharpe Ratio (VaR)
Sharpe Ratio (ES)
Information Ratio
Historical
Alpha
Beta
Bull Beta
Bear Beta
Risk Premium
Sharpe Ratio (StDev)
Sharpe Ratio (VaR)
Sharpe Ratio (ES)
Information Ratio
Portfolio Composition
Weightage
Theme Risk Analytics
Alpha
Beta
Risk Premium
Sharpe Ratio (StDev)
Sharpe Ratio (VaR)
Sharpe Ratio (ES)
Information Ratio
Theme Performance