Last Updated: February 24, 2017
Inception Date: 2011-10-31 00:00:00.0
Date Funded: 2013-06-18*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AEIS||advanced energy inds||10.00%|
|2||ALSN||allison transmission hldgs inc com||10.00%|
|3||ESNT||essent group ltd com||10.00%|
|4||GTLS||chart inds inc com par $0.01||10.00%|
|5||HBM||hudbay minerals inc com||10.00%|
|6||MTG||mgic invt corp wis||10.00%|
|8||UPLMQ||ultra petroleum corp||10.00%|
|9||WDC||western digital corp||10.00%|
|10||WNC||wabash natl corp||10.00%|
Steps to Create This Folio
- The folio is published by Zacks to employ a strategy based on the Momentum anomaly discussed at Zacks.com.
- A list of liquid, investible stocks is created by selecting those with a market capitalization in the top 3,000 of publicly tradable U.S.-listed stocks, an average trading volume above 100,000 shares per day, and a current stock price greater than $5.
- Only those with a Zacks Rank of a 1 are retained.
- The 50 stocks with the highest 52 week price change are retained.
- Of those 50, the 10 with the lowest 1 week price change are retained.
- The 10 stocks are then equally weighted.
Number of Securities
There will generally be 10 stocks in this folio.
The Zacks Momentum Anomaly folio is generally rebalanced and holdings are traded weekly, typically on Mondays, in order to capture price changes and estimate changes included in the calculation of the Zacks Rank. Turnover will typically be 8 or 9 stocks each week or as high as 100%.
If you follow this Ready-to-Go folio your performance may deviate from the performance displayed here unless you are able to update your actual holdings in the trading window which immediately follows the publication of folio changes by Zacks. This may not be possible depending on when you receive the notification that a change has occurred.
If the characteristics of the folio have changed substantially, the securities included may change. Also, corporate actions, such as a merger, or other events may cause changes to the securities held at any time. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a folio has been updated that you place orders to update your holdings.