Last Updated: November 16, 2017
Inception Date: 2011-10-31 00:00:00.0
Date Funded: 2013-06-18*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||COBZ||cobiz financial com||10.00%|
|2||CVTI||covenant transn group inc cl a||10.00%|
|3||HSII||heidrick & struggles intl inc||10.00%|
|4||MCFT||mcbc hldgs inc com||10.00%|
|5||OCSL||oaktree specialty lending corp new||10.00%|
|6||SGH||smart global hldgs inc shs||10.00%|
|8||THR||thermon group hldgs inc com||10.00%|
|9||TPIC||tpi composites inc com||10.00%|
|10||VRS||verso corp cl a||10.00%|
Steps to Create This Folio
- The folio is generated by Zacks to employ a strategy based on the Multi-Anomaly discussed at Zacks.com.
- A list of liquid, investible stocks is created by selecting those with a market capitalization between $100 million and $1 billion 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 or 2 are retained.
- The 50 stocks with the highest Cash Flow-to-Price ratio are retained.
- Of those 50, the 25 with the highest percentage change in the quarterly earnings estimate are retained.
- Of those 25, the 10 with the lowest 1 week price change are retained.
- The 10 stocks then are equally weighted.
Number of Securities
There will generally be 10 stocks in this folio.
The Zacks Multi-Anomaly folio is generally rebalanced and holdings are traded weekly, typically on Mondays, in order to capture price changes, earnings estimate changes and other possible changes in either the market value or reported company data. Turnover will typically be 7 or 8 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.