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Top VM Rank 200 Qualifying

The VM Rank which blends the Value Rank and Momentum Rank. Value and Momentum are the two strongest forces in almost all markets (including currencies & commodities) and together they make great bedfellows. The returns to Value tend to zig when the returns to Momentum zag - they are complementary forces. This value strategy is quality agnostic but incorporating the momentum score is another way to avoid so called 'value traps'. Versions of this strategy have been a core focus of Quants and Academics.

This screen uses the following criteria:

  • VM Rank >= 90
  • Mkt Cap £m > 10
  • Is Primary Listing == 1

Results are sorted by:

  • VM Rank in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week -1.1% -0.3% -0.3% -1.6% -0.6% 0.8% -4.6% 1.0%
1 month -3.6% -1.2% -2.1% -7.3% -2.7% -1.2% -13.5% -2.7%
3 months -4.5% -5.4% -2.8% -12.5% -11.3% -10.5% -21.8% -6.3%
6 months -7.1% -9.1% -1.8% -15.9% -12.6% -11.3% -23.6% -11.9%
1 year 4.8% 7.8% 20.0% -15.7% -10.5% -15.2% -20.8% -8.1%
2 years 27.1% 43.4% 30.9% 12.9% 21.2% 29.4% -22.0% -1.5%
Annualised 21.4% 19.6% 21.4% 22.6% 21.9% 29.2% -5.2%
 
Risks
Max Drawdown -15.5% -12.8% -9.0% -17.6% -18.4% -32.6% -26.1%
Avg Holdings 25 25 25 25 25 25 25
Diversification Good Good Good Good Good Good Good

 Studies based on equal weighted portfolios of max 25 stocks rebalanced quarterly. Qualifying shares below updated daily. Past performance not indicative of future returns.



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200 Qualifying

Ticker Name Mkt Cap £m VM Rank StockRank Style Risk Rating Sector Flag
Subscriber Subscriber Turnaround Balanced Financials Netherlands
Subscriber Subscriber