Momentum

A relative momentum strategy.

Stocks that perform well typically continue to perform well in the near future.
This Theme consists of an equally weighted portfolio of stocks that have shown strong performance over the last 200 days.
For an automated version of this strategy, see Momo (Relative)

This theme was created on Aug 17, 2013 and
was last modified on Jul 10, 2017


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