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)

58a83cffbfbb0My_portfolio_Feb_17.jpg




Unlock the rest of this Article in 15 seconds

or Unlock with your email