Please see attached my portfolio. The main reason for this post is to discuss the low beta impact on an otherwise potentially volatile portfolio i.e small cap and momentum.
Theory:
- Momentum >=94
- Small cap <= 800
i.e Momentum can move small caps more freely
- Stock Rank - >=94
- Quality - >= 80 (No junk stocks)
- Value (rank >= 40) Nothing too expensive
- EPS last interim greater than 0
- PEG less than <=1.5, >0
and BETA - My theory is the low beta will reduce the negative effects of momentum in a downturn.....??
I use UK and European stock which have generated this portfolio (excluding TCS and EI)
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