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:
Results are sorted by:
And limited to the first 200 Results
| 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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Ticker | Name | Mkt Cap £m | VM Rank | StockRank Style | Risk Rating | Sector | Flag |
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Subscriber | Subscriber | Turnaround | Balanced | Financials |  |
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Subscriber | Subscriber |
