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Style Neutral 200 Qualifying

In the StockRank Styles framework, Style Neutral is the classification given to shares that don’t currently have high or low exposure to the Quality, Value and Momentum factors. This is not necessarily a negative classification. Many stocks don’t have extreme exposures to the three main factors. Likewise, Style Neutral can represent a transition phase for stocks moving between Styles.

This screen uses the following criteria:

  • Mkt Cap £m > 10
  • StockRank Style in (Style Neutral)
  • Is Primary Listing == 1

Results are sorted by:

  • Stock Rank™ in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 1.2% -1.1% 0.4% -0.3% 0.0% -5.9% -2.1% -0.3%
1 month -4.9% -3.6% -2.4% 11.2% -1.6% -9.9% -5.5% -6.1%
3 months -11.2% 2.5% 7.5% 20.5% 2.3% -19.4% -3.0% -1.9%
6 months -2.3% 0.4% 4.4% 22.7% 8.9% -13.7% -3.3% -1.2%
1 year -10.5% -5.8% -1.2% 12.7% -2.8% -29.9% -12.6% -6.2%
2 years -10.2% 16.4% 7.1% 23.1% 3.6% -16.3% 4.0% -3.9%
Annualised 11.2% 15.7% 6.6% 12.5% 20.6% 13.7% 4.9%
 
Risks
Max Drawdown -20.7% -19.8% -11.3% -21.7% -22.2% -41.7% -24.6%
Avg Holdings 25 25 25 25 25 25 25
Diversification Good Good Good Good Good Good Good