StockViz – Page 80 – Invest Without Emotions

Theme: High Sharpe Update 10.06.2016

stockviz June 10, 2016June 10, 2016

	held since	returns (%)
RAJESHEXPO	2015-Dec-23	-26.22
CHOLAFIN	2015-Dec-23	+53.59
MPHASIS	2015-Dec-23	+10.20
PETRONET	2015-Dec-23	+10.46
MARICO	2015-Dec-23	+11.04
ASHOKLEY	2015-Dec-23	+16.49
IGL	2016-Feb-01	+3.14
TATAELXSI	2016-Mar-04	-4.46
JSWSTEEL	2016-Mar-04	+18.80
KANSAINER	2016-Mar-04	+3.73
BAJAJFINSV	2016-Apr-05	+3.90
INFY	2016-Apr-05	-3.58
JUBILANT	2016-Apr-05	-10.60
RAMCOCEM	2016-Apr-05	+27.98
TVSMOTOR	2016-Apr-05	-8.61
TRENT	2016-May-09	-0.15
KAJARIACER	2016-May-09	+8.40
INDUSINDBK	2016-May-09	+5.54
HAVELLS	2016-May-09	+3.78
FEL	2016-May-09	-82.59

Since the last rebalance on 2016-May-09 till 2016-Jun-09, this strategy has returned -2.42%

You can find more details about the High Sharpe Theme here.

Categories Your Money Tags High Sharpe, theme

Theme: High Alpha Update 10.06.2016

stockviz June 10, 2016June 10, 2016

	held since	returns (%)
SRF	2015-Dec-23	-1.57
HINDPETRO	2015-Dec-23	+6.23
RAJESHEXPO	2015-Dec-23	-26.10
VAKRANGEE	2015-Dec-23	-7.02
ASHOKLEY	2015-Dec-23	+16.16
TORNTPOWER	2016-Feb-01	-22.75
TATAELXSI	2016-Mar-04	-4.59
JSWSTEEL	2016-Mar-04	+18.75
SKSMICRO	2016-Mar-04	+27.50
PETRONET	2016-Mar-04	+12.32
IGL	2016-Apr-05	+3.13
RELINFRA	2016-Apr-05	+2.02
JUBILANT	2016-Apr-05	-10.48
RAMCOCEM	2016-Apr-05	+28.83
KANSAINER	2016-Apr-05	+4.63
BAJAJFINSV	2016-May-09	-3.48
TRENT	2016-May-09	-0.15
KAJARIACER	2016-May-09	+9.19
CHOLAFIN	2016-May-09	+8.88
FEL	2016-May-09	-82.66

Since the last rebalance on 2016-May-09 till 2016-Jun-09, this strategy has returned -4.84%

You can find more details about the High Alpha Theme here.

Categories Your Money Tags High Alpha, theme

Theme: Low Beta Update 10.06.2016

stockviz June 10, 2016June 10, 2016

	held since	returns (%)
BAJAJHLDNG	2015-Dec-23	-4.63
CARERATING	2015-Dec-23	-20.09
SKFINDIA	2015-Dec-23	+2.64
COLPAL	2015-Dec-23	-8.50
HINDUNILVR	2015-Dec-23	+2.71
SUPREMEIND	2015-Dec-23	+30.59
CHOLAFIN	2015-Dec-23	+55.13
MPHASIS	2015-Dec-23	+10.81
KARURVYSYA	2015-Dec-23	-1.01
CYIENT	2015-Dec-23	+5.79
INDHOTEL	2015-Dec-23	+9.87
CUB	2015-Dec-23	+20.95
AIAENG	2016-Feb-01	+21.71
SUNDARMFIN	2016-Mar-04	+17.71
EMAMILTD	2016-Mar-04	+2.10
TUBEINVEST	2016-Mar-04	+19.09
PIDILITIND	2016-Apr-05	+18.39
POWERGRID	2016-Apr-05	+10.81
ECLERX	2016-May-09	+15.65
BALKRISIND	2016-May-09	+3.22

Since the last rebalance on 2016-May-09 till 2016-Jun-09, this strategy has returned +7.05%

You can find more details about the Low Beta Theme here.

Categories Your Money Tags Low Beta, theme

Theme: High Beta Update 03.06.2016

stockviz June 3, 2016June 3, 2016

	held since	returns (%)
CANBK	2013-Oct-28	-22.11
CENTURYTEX	2015-Dec-23	+8.36
RELINFRA	2015-Dec-23	+12.66
RELCAPITAL	2015-Dec-23	-0.67
ARVIND	2015-Dec-23	-5.11
TATASTEEL	2015-Dec-23	+28.32
UNIONBANK	2015-Dec-23	-23.55
DLF	2015-Dec-23	+16.32
VEDL	2015-Dec-23	+23.34
RCOM	2015-Dec-23	-35.49
SUZLON	2015-Dec-23	-17.46
GMRINFRA	2015-Dec-23	-27.01
TATAELXSI	2016-Jan-25	-2.31
ADANIPOWER	2016-Jan-25	+5.25
BANKBARODA	2016-Feb-26	+5.38
HINDALCO	2016-Feb-26	+51.33
WOCKPHARMA	2016-Mar-29	-2.16
IDBI	2016-Mar-29	-6.27
TATAMOTORS	2016-May-02	+9.47
DHFL	2016-May-02	-4.65

Since the last rebalance on 2016-May-02 till 2016-Jun-02, this strategy has returned -1.99%

You can find more details about the High Beta Theme here.

Categories Your Money Tags High Beta, theme

Monthly Recap: May you live in Interesting Times…

shyam June 1, 2016June 1, 2016

Equities

Major
DAX(DEU)	+1.50%
CAC(FRA)	+0.92%
UKX(GBR)	-1.16%
NKY(JPN)	+1.74%
SPX(USA)	+2.15%

MINTs
JCI(IDN)	+0.02%
INMEX(MEX)	-1.61%
NGSEINDX(NGA)	+7.83%
XU030(TUR)	-9.43%

BRICS
IBOV(BRA)	-9.81%
SHCOMP(CHN)	-0.84%
NIFTY(IND)	+4.21%
INDEXCF(RUS)	-2.70%
TOP40(ZAF)	+2.50%

Commodities

Energy
Ethanol	+6.67%
Heating Oil	+7.38%
Natural Gas	+7.49%
Brent Crude Oil	+2.90%
RBOB Gasoline	+0.68%
WTI Crude Oil	+6.55%

Metals
Copper	-7.49%
Platinum	-8.82%
Silver 5000oz	-10.11%
Gold 100oz	-5.52%
Palladium	-12.65%

Currencies

USDEUR:+2.47% USDJPY:+2.45%

MINTs
USDIDR(IDN)	+3.65%
USDMXN(MEX)	+7.17%
USDNGN(NGA)	+0.00%
USDTRY(TUR)	+5.40%

BRICS
USDBRL(BRA)	+4.23%
USDCNY(CHN)	+1.54%
USDINR(IND)	+1.69%
USDRUB(RUS)	+3.25%
USDZAR(ZAF)	+10.07%

Agricultural
Lean Hogs	+3.33%
Lumber	+2.78%
Orange Juice	+20.00%
Wheat	-2.56%
White Sugar	+2.88%
Coffee (Robusta)	+6.04%
Corn	+2.81%
Cotton	+0.28%
Soybean Meal	+18.55%
Soybeans	+5.17%
Cattle	-2.34%
Cocoa	-3.81%
Coffee (Arabica)	+1.70%
Feeder Cattle	+5.01%
Sugar #11	+7.46%

Credit Indices

Index	Change
Markit CDX EM	-0.78%
Markit CDX NA HY	-0.24%
Markit CDX NA IG	+0.19%
Markit iTraxx Asia ex-Japan IG	+0.55%
Markit iTraxx Australia	-4.39%
Markit iTraxx Europe	-0.16%
Markit iTraxx Europe Crossover	+3.18%
Markit iTraxx Japan	-4.31%
Markit MCDX (Municipal CDS)	-2.00%

The US Dollar rallied, NIFTY was the best performing equity index…

International ETFs (USD)

Nifty Heatmap

Index Returns

Market Cap Decile Performance

Top Winners and Losers

PIDILITIND	+17.11%
LT	+17.45%
SRTRANSFIN	+25.19%
ADANIPORTS	-19.33%
RCOM	-16.46%
CIPLA	-11.98%

Mirroring the performance of sector indices…

ETF Performance

INFRABEES	+5.44%
BANKBEES	+4.88%
NIFTYBEES	+3.96%
JUNIORBEES	+2.15%
PSUBNKBEES	+0.93%
CPSEETF	-1.09%
GOLDBEES	-2.63%

Infrastructure caught a bid. But for how long?

Yield Curve

Bond Indices

Sub Index	Change in YTM	Total Return(%)
0 5	-0.03	+0.73%
5 10	-0.01	+0.73%
10 15	-0.10	+1.38%
15 20	-0.00	+0.71%
20 30	-0.01	+0.79%

Bonds put in a decent performance…

Investment Theme Performance

Low Beta	+6.53%
Tactical CNX 100	+3.05%
Enterprise Yield	+2.73%
Low Volatility	+2.72%
Acceleration	+2.44%
HighIR Momentum	+1.61%
Balance Sheet Strength	+1.09%
Financial Strength Value	+0.43%
Quality to Price	+0.21%
Magic Formula	-0.23%
High Beta	-1.50%
High Sharpe	-3.46%
Velocity	-4.45%
Momentum	-4.60%
High Alpha	-5.27%

Low Beta/Volatility outperformed momentum…

Equity Mutual Funds

Best
JM Core 11 Fund – Growth option	+9.70%
Escorts Tax Plan-Growth	+6.85%
DSP BlackRock 3 Years Close Ended Equity Fund – Regular Plan – Growth	+6.21%
Sundaram Rural India Fund Growth	+5.91%
Reliance Mid & Small Cap Fund -Growth Plan -Growth Option	+5.47%
Birla Sun Life Small & Midcap Fund – GROWTH	+5.42%
HSBC Equity Fund – Growth	+5.39%

Worst
SBI PSU Fund – REGULAR PLAN -Growth	-0.49%
Axis Triple Advantage Fund – Growth Option	-0.59%
IDFC Infrastructure Fund-Regular Plan-Growth	-0.64%
SBI Smal & Midcap – Regular Plan – Growth	-1.18%
HSBC Progressive Themes Fund – Growth	-1.96%
Baroda Pioneer PSU Equity Fund- Plan A – Growth Option	-2.24%
Principal Global Opportunities Fund-Growth Option	-2.34%

Bond Mutual Funds

Best
SBI Dynamic Bond Fund – REGULAR PLAN – Growth (Previously Magnum NRI – LTP Upto 22/11/09)	+0.83%
SBI Magnum Income Fund-REGULAR PLAN-Growth	+0.73%
ICICI Prudential Short Term Gilt Fund – Growth	+0.73%
Indiabulls Income Fund – Regular Plan – Growth Option	+0.66%
HDFC Gilt Fund-Short Term-Growth	+0.64%
IDFC GSF-Provident Fund-Regular Plan-Growth	+0.64%
Birla Sun Life Treasury Optimizer Plan – Discipline Advantage Plan – Growth	+0.63%

Worst
Sundaram Bond Saver-Growth	+0.22%
Canara Robeco Gilt PGS – Regular Plan – Growth	+0.19%
L&T Gilt Fund-Growth	+0.19%
Canara Robeco Dynamic Bond Fund – Regular Plan – Growth	+0.13%
Birla Sun Life Income Plus – Growth – Regular Plan	+0.09%
JM G-Sec Fund – Growth Option	+0.08%
IDBI Gilt Fund Growth	-0.05%