Tag: theme

Theme: Velocity Update 01.12.2015

Introduction

Our “absolute” momentum strategy is about three months old now and has put in some decent performance numbers. It will be interesting to see how this absolute-momentum strategy compares to relative-momentum over a longer time-frame.

Performance Summary

held since returns (%)
TATAELXSI
2015-Sep-04
+14.98
GAYAPROJ
2015-Sep-04
+88.74
GMBREW
2015-Sep-04
+129.97
SANGAMIND
2015-Sep-04
+25.82
RUSHIL
2015-Sep-04
+108.01
MIRZAINT
2015-Sep-04
+42.70
8KMILES
2015-Oct-06
+0.58
WELSPUNIND
2015-Oct-06
+1.45
DISHMAN
2015-Oct-06
-17.05
SRIPIPES
2015-Oct-06
-1.01
TAKE
2015-Oct-06
+21.04
NCLIND
2015-Oct-06
+45.22
LYKALABS
2015-Oct-06
+59.55
NAVINFLUOR
2015-Nov-02
+8.42
DEEPIND
2015-Nov-02
+6.78
PGEL
2015-Nov-02
-22.91
AEGISCHEM
2015-Nov-02
+7.13
MADHUCON
2015-Nov-02
+2.36
EMMBI
2015-Nov-02
+55.79
IZMO
2015-Nov-02
+36.50
Since the last rebalance on 2015-Nov-02 till 2015-Nov-30, this strategy has returned +9.22%

You can find more details about the Velocity Theme here.

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Theme: Momentum Update 01.12.2015

Introduction

Our relative momentum strategy, simply called Momentum, is our longest-running momentum strategy. Between its inception in Aug 2013 and now, it has clocked an impressive +212% translating to an IRR of about +65%.

Performance summary

held since returns (%)
KEI
2015-Aug-10
-3.38
TATAELXSI
2015-Sep-07
+16.24
CAPLIPOINT
2015-Sep-07
-5.33
GAYAPROJ
2015-Sep-07
+88.39
SANGAMIND
2015-Sep-07
+30.35
TAKE
2015-Sep-07
+86.91
MIRZAINT
2015-Sep-07
+46.51
JUBILANT
2015-Oct-06
+5.36
NCLIND
2015-Oct-06
+45.48
NILKAMAL
2015-Nov-02
+5.41
ICIL
2015-Nov-02
+16.02
KPRMILL
2015-Nov-02
+4.05
VADILALIND
2015-Nov-02
+12.26
SRIPIPES
2015-Nov-02
-8.64
NDL
2015-Nov-02
+9.77
LYKALABS
2015-Nov-02
+19.55
NIBL
2015-Nov-02
-1.20
EMMBI
2015-Nov-02
+55.53
IZMO
2015-Nov-02
+37.54
MIC
2015-Nov-02
+13.82
Since the last rebalance on 2015-Nov-02 till 2015-Nov-30, this strategy has returned +13.31%

You can find more details about the Momentum Theme here.

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Diwali Stock Picks: Doodh ya Paani?

Mostly Paani.

Back in October last year, we created two Themes to track the Diwali stock picks collated by ET and Kotak. ET had written that the 10 stocks that they assembled from the recommendations of four brokers could double by next Diwali.

However, between 2014-10-21 and 2015-11-02, ET Diwali Picks 2014 returned a cumulative 2.50% (IRR of 2.41%) vs. CNX Midcap’s cumulative return of 17.60% (16.10%.) While Kotak Diwali Picks 2014 has returned a cumulative 14.60% (14.11%.) (ET Picks, Kotak Picks)

ET has once again put out stock picks for this Diwali. You can track the portfolio here: Diwali Picks ET 2015

Better luck this year!

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Theme: Velocity Update 02.11.2015

We rebalanced the Velocity (absolute momentum) Theme today. Here is how the previous portfolio performed.

Details

held since returns (%)
TATAELXSI
2015-Sep-04
+2.57
CAPLIPOINT
2015-Sep-04
-14.64
ICIL
2015-Sep-04
-0.71
RAJESHEXPO
2015-Sep-04
+38.69
GAYAPROJ
2015-Sep-04
+69.38
GMBREW
2015-Sep-04
+100.89
JUBILANT
2015-Sep-04
+25.98
JUBLINDS
2015-Sep-04
-13.27
SANGAMIND
2015-Sep-04
+9.25
BLISSGVS
2015-Sep-04
+9.06
RUSHIL
2015-Sep-04
+116.91
MIRZAINT
2015-Sep-04
+27.35
8KMILES
2015-Oct-06
-0.80
WELSPUNIND
2015-Oct-06
-20.21
DISHMAN
2015-Oct-06
-4.98
SRIPIPES
2015-Oct-06
+11.98
CHENNPETRO
2015-Oct-06
-8.09
TAKE
2015-Oct-06
+6.99
NCLIND
2015-Oct-06
+10.46
LYKALABS
2015-Oct-06
+36.62
Since the last rebalance on 2015-Oct-06 till 2015-Oct-30, this strategy has returned +3.22%

You can find more details about the Velocity Theme here.

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Theme: Momentum Update 02.11.2015

We rebalanced the Momentum (relative momentum) Theme today. Here is how the previous portfolio performed.

Details

held since returns (%)
KEI
2015-Aug-10
-10.60
TATAELXSI
2015-Sep-07
+3.64
CAPLIPOINT
2015-Sep-07
-15.22
8KMILES
2015-Sep-07
+40.95
RAJESHEXPO
2015-Sep-07
+37.76
GAYAPROJ
2015-Sep-07
+69.07
SANGAMIND
2015-Sep-07
+12.68
BLISSGVS
2015-Sep-07
+8.05
SKMEGGPROD
2015-Sep-07
+33.08
TAKE
2015-Sep-07
+65.22
MIRZAINT
2015-Sep-07
+30.75
CANFINHOME
2015-Oct-06
+3.98
JKIL
2015-Oct-06
-10.38
SHASUNPHAR
2015-Oct-06
+2.80
JUBILANT
2015-Oct-06
+4.84
DISHMAN
2015-Oct-06
-5.30
JUBLINDS
2015-Oct-06
-20.69
TIRUMALCHM
2015-Oct-06
-21.34
HIMATSEIDE
2015-Oct-06
-5.67
NCLIND
2015-Oct-06
+10.65
Since the last rebalance on 2015-Oct-06 till 2015-Oct-30, this strategy has returned -3.15%

You can find more details about the Momentum Theme here.

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