StockViz – Page 85 – Invest Without Emotions

Theme: Acceleration Update 02.02.2016

stockviz February 2, 2016February 2, 2016

	held since	returns (%)
RUSHIL	2015-Nov-19	-18.69
ESTER	2015-Nov-19	-23.34
GUFICBIO	2015-Nov-19	-10.58
TRIVENI	2015-Dec-01	+28.74
MRO-TEK	2015-Dec-01	+43.11
JETAIRWAYS	2016-Jan-01	-17.11
VIVIMEDLAB	2016-Jan-01	-4.38
JUBILANT	2016-Jan-01	-14.31
KPIT	2016-Jan-01	-15.96
LYPSAGEMS	2016-Jan-01	-17.07
RJL	2016-Jan-01	-5.44
TVSELECT	2016-Jan-01	-23.33
TRIGYN	2016-Jan-01	-13.49
GULFPETRO	2016-Jan-01	-15.56
CORDSCABLE	2016-Jan-01	-0.09
WINDMACHIN	2016-Jan-01	-21.26
JAGSNPHARM	2016-Jan-01	-7.40
GSS	2016-Jan-01	-13.89
MOREPENLAB	2016-Jan-01	-8.11
VIKASECO	2016-Jan-01	-1.23

Since the last rebalance on 2016-Jan-01 till 2016-Feb-01, this strategy has returned -13.90%.

You can find more details about the Acceleration Theme here.

Categories Your Money Tags acceleration, theme

Theme: Velocity Update 02.02.2016

stockviz February 2, 2016February 2, 2016

	held since	returns (%)
GAYAPROJ	2015-Sep-04	+53.42
SANGAMIND	2015-Sep-04	+23.27
RUSHIL	2015-Sep-04	+44.92
8KMILES	2015-Oct-06	+18.58
LYKALABS	2015-Oct-06	+12.11
DEEPIND	2015-Nov-02	-1.23
EMMBI	2015-Nov-02	+12.66
RAJESHEXPO	2015-Dec-01	+2.87
COSMOFILMS	2015-Dec-01	+3.45
JUBLINDS	2015-Dec-01	-17.27
TIRUMALCHM	2015-Dec-01	-8.17
TVSELECT	2015-Dec-01	+1.51
ESTER	2015-Dec-01	-27.63
NILKAMAL	2016-Jan-01	+9.01
DENORA	2016-Jan-01	-7.11
NCLIND	2016-Jan-01	-32.55
CTE	2016-Jan-01	+0.17
KWALITY	2016-Jan-01	-19.60
GUFICBIO	2016-Jan-01	-18.11
MIC	2016-Jan-01	-8.07

Since the last rebalance on 2016-Jan-01 till 2016-Feb-01, this strategy has returned -12.67%.

You can find more details about the Velocity Theme here.

Categories Your Money Tags theme, Velocity

Theme: Momentum Update 02.02.2016

stockviz February 2, 2016February 2, 2016

	held since	returns (%)
CAPLIPOINT	2015-Sep-07	-15.17
GAYAPROJ	2015-Sep-07	+49.98
SANGAMIND	2015-Sep-07	+27.71
JUBILANT	2015-Oct-06	-10.63
NCLIND	2015-Oct-06	-2.06
SRIPIPES	2015-Nov-02	-20.27
LYKALABS	2015-Nov-02	-15.86
EMMBI	2015-Nov-02	+12.77
NAVINFLUOR	2015-Dec-01	-17.11
8KMILES	2015-Dec-01	+18.23
RAJESHEXPO	2015-Dec-01	+2.84
ISFT	2015-Dec-01	-33.23
RUSHIL	2015-Dec-01	-22.11
ESTER	2015-Dec-01	-28.98
RPGLIFE	2016-Jan-01	-26.21
KWALITY	2016-Jan-01	-18.51
IZMO	2016-Jan-01	-27.03
ELAND	2016-Jan-01	-28.97
GUFICBIO	2016-Jan-01	-16.34
MOREPENLAB	2016-Jan-01	-8.36

Since the last rebalance on 2016-Jan-01 till 2016-Feb-01, this strategy has returned -18.59%.

You can find more details about the Momentum Theme here.

Categories Your Money Tags momentum, theme

Theme: Enterprise Yield Update 01.02.2016

stockviz February 1, 2016February 1, 2016

	held since	returns (%)
BAJAJ-AUTO	2014-Aug-24	+3.56
CONCOR	2015-Jan-20	-14.03
DRREDDY	2014-Aug-24	+9.42
GRASIM	2013-Sep-15	+34.93
HEROMOTOCO	2014-Aug-24	+0.48
INFY	2014-Aug-24	+31.13
LUPIN	2015-Jan-20	+18.52
M&M	2015-Jan-24	-9.52
OFSS	2014-Aug-24	+3.38
PETRONET	2014-Aug-24	+39.47

Since the last rebalance on 2015-Jan-27 till 2016-Jan-29, this strategy has returned +0.89%.
It invested in NIFTY 100 stocks with high Enterprise Yield values. Going forward, it will invest in NIFTY 500 stocks with the same criteria.

You can find more details about the Enterprise Yield Theme here.

Categories Your Money Tags Enterprise Yield, theme

Monthly Recap: Carnage

shyam January 30, 2016January 30, 2016

Equities

Major
DAX(DEU)	-8.80%
CAC(FRA)	-4.75%
UKX(GBR)	-2.54%
NKY(JPN)	-7.96%
SPX(USA)	-5.60%

MINTs
JCI(IDN)	+0.48%
INMEX(MEX)	+0.57%
NGSEINDX(NGA)	-16.50%
XU030(TUR)	+2.99%

BRICS
IBOV(BRA)	-6.79%
SHCOMP(CHN)	-22.65%
NIFTY(IND)	-4.82%
INDEXCF(RUS)	+1.34%
TOP40(ZAF)	-3.78%

Commodities

Energy
Heating Oil	-3.91%
Natural Gas	-1.66%
RBOB Gasoline	-11.16%
WTI Crude Oil	-10.10%
Brent Crude Oil	-4.76%
Ethanol	+1.79%

Metals
Palladium	-11.05%
Silver 5000oz	+3.62%
Copper	-3.29%
Gold 100oz	+5.37%
Platinum	+0.33%

Currencies

USDEUR:+0.42% USDJPY:+0.79%

MINTs
USDIDR(IDN)	-0.07%
USDMXN(MEX)	+5.13%
USDNGN(NGA)	-0.17%
USDTRY(TUR)	+1.33%

BRICS
USDBRL(BRA)	+0.98%
USDCNY(CHN)	+1.27%
USDINR(IND)	+2.48%
USDRUB(RUS)	+3.59%
USDZAR(ZAF)	+2.66%

Agricultural
Cotton	-3.97%
Soybeans	+1.23%
Wheat	+1.75%
Coffee (Arabica)	-7.87%
Lean Hogs	+10.06%
Cocoa	-11.17%
Coffee (Robusta)	-6.98%
Corn	+3.70%
Soybean Meal	+2.84%
White Sugar	-3.72%
Cattle	-0.74%
Feeder Cattle	-6.28%
Lumber	-6.05%
Orange Juice	-5.13%
Sugar #11	-13.48%

Credit Indices

Index	Change
Markit CDX EM	-0.81%
Markit CDX NA HY	-2.26%
Markit CDX NA IG	+16.56%
Markit iTraxx Asia ex-Japan IG	+19.42%
Markit iTraxx Australia	+17.89%
Markit iTraxx Europe	+14.77%
Markit iTraxx Europe Crossover	+51.56%
Markit iTraxx Japan	+15.56%
Markit MCDX (Municipal CDS)	+6.25%

A fresh bout of volatility hit the markets in January. EM currencies crashed, China capital outflows accelerated and Japan announced negative interest rates. The first half of February will see companies announce their quarterly results, adding a fresh dose of fuel to the volatility fire…

International ETFs (USD)

Nifty Heatmap

Index Returns

For a deeper dive into indices, check out our weekly Index Update.

Market Cap Decile Performance

Decile	Mkt. Cap.	Adv/Decl
1 (micro)	-17.03%	69/71
2	-9.17%	65/74
3	-15.39%	52/87
4	-16.38%	45/95
5	-18.88%	41/98
6	-14.42%	45/94
7	-15.34%	51/89
8	-15.24%	56/83
9	-16.29%	55/84
10 (mega)	-7.84%	67/73

Mid- and small-caps bore the brunt of the selloff…

Top Winners and Losers

TITAN	+4.77%
INFY	+5.38%
SUNPHARMA	+6.44%
RCOM	-29.58%
IDEA	-28.19%
PNB	-21.09%

Whats the difference between a Brutality and Fatality?

ETF Performance

GOLDBEES	+6.32%
NIFTYBEES	-5.07%
CPSEETF	-6.19%
JUNIORBEES	-8.02%
BANKBEES	-8.28%
INFRABEES	-12.00%
PSUBNKBEES	-20.00%

Gold saw a bid on the back of Rupee collapse…

Yield Curve

Bond Indices

Sub Index	Change in YTM	Total Return(%)
0 5	-0.13	+0.99%
5 10	-0.06	+0.96%
10 15	-0.02	+0.86%
15 20	+0.06	-0.04%
20 30	+0.11	-0.48%

Bonds proved their worth during the turmoil – diversification FTW!

Investment Theme Performance

Tactical CNX 100	-3.66%
Enterprise Yield	-4.30%
HighIR Momentum	-4.77%
Low Volatility	-5.31%
Low Beta	-5.75%
High Sharpe	-6.27%
High Alpha	-6.42%
Balance Sheet Strength	-8.44%
Magic Formula	-10.25%
Financial Strength Value	-10.76%
Velocity	-11.18%
Acceleration	-11.41%
High Beta	-12.19%
Quality to Price	-14.25%
Momentum	-16.59%

Momentum saw the worst drawdown among all strategies. But the last few days have seen a dramatic recovery…

Equity Mutual Funds

Best
Canara Robeco InDiGo Fund – Regular Plan – Growth	+1.49%
SBI REGULAR SAVINGS FUNDS – REGULAR PLAN – GROWTH	+0.92%
Axis Triple Advantage Fund – Growth Option	+0.80%
JM MIP FUND-Growth	+0.64%
LIC NOMURA MF Liquid Fund-Growth	+0.59%
L&T Short Term Income Fund-Growth Option	+0.52%
L&T Ultra Short Term Fund – Growth Plan	+0.51%

Worst
ICICI Prudential MidCap Fund – Regular Plan – Growth	-9.81%
Sahara Star Value Fund-Growth Option	-9.83%
HDFC Core and Satellite Fund – GROWTH	-9.90%
UTI Infrastructure Fund-Growth Option	-10.14%
HDFC INFRASTRUCTURE FUND-GROWTH OPTION	-11.16%
HDFC Premier Multi-Cap Fund-Growth	-11.95%
Mirae Asset China Advantage Fund – Regular Plan Growth Option	-14.15%

Bond Mutual Funds

Best
DWS Inflation Indexed Bond Fund – Regular Plan – Growth	+1.55%
ICICI Prudential Constant Maturity Gilt Fund – Regular Plan – Growth	+1.35%
DSP BlackRock Constant Maturity 10Y G-Sec Fund – Regular Plan – Growth	+0.99%
HDFC Gilt Fund-Short Term-Growth	+0.95%
Franklin India Banking & PSU Debt Fund – Growth	+0.84%
Tata Gilt Mid Term Fund -Regular Plan- Growth	+0.74%
IDFC GSF-Provident Fund-Regular Plan-Growth	+0.73%

Worst
Birla Sun Life Income Plus – Growth – Regular Plan	-0.56%
JM G-Sec Fund – Growth Option	-0.59%
ICICI Prudential Long Term Gilt Fund – Regular Plan – Growth	-0.73%
Canara Robeco Dynamic Bond Fund – Regular Plan – Growth	-0.76%
Birla Sun Life Government Securities Fund – Long Term Plan – Growth – Regular Plan	-0.84%
Canara Robeco Gilt PGS – Regular Plan – Growth	-0.94%
IDBI Gilt Fund Growth	-1.07%

Thought to sum up the month

Here’s what happens when you make short-term decisions with long-term capital:

You constantly change your strategy and chase past performance.
You ignore any semblance of a long-term plan.
You end up being reactive instead of pro-active with your decisions.
You incur higher fees from increased trading, due diligence and switching costs.
You lose sight of your actual goals and time horizon.
You end up with a portfolio that’s built to withstand the last war, not the next one.
You lose out on much of the long-term benefits that come from diversification, rebalancing and mean reversion.

Source: Short-Term Thinking With Long-Term Capital

Categories Your Money Tags monthly