Objective

The Zacks Value Anomaly folio was developed by Zacks. Zacks describes the folio as designed for investors seeking returns through a value-styled portfolio. According to Zacks, higher returns generally come with higher risk, and therefore investors in this portfolio must both be able to accept higher than average short-term price fluctuations that come with Zack’s efforts to seek above-average returns, and should have capital appreciation with a longer-term focus as their primary investment objective in following this portfolio.

Strategy

The Zacks Value Anomaly folio—created and maintained by Zacks Investment Research—is described by Zacks as focused on investing in a portfolio of stocks with a high cash flow-to-price ratio and a Zacks Rank of 1 or 2, indicating a Strong Buy or Buy. Visit Zacks to learn more about this folio.

Note: Under this strategy, holdings are generally updated by Zacks weekly, typically on Mondays, with up to 100% weekly turnover. 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 by Zacks. This may be impossible depending on when you receive the notification that a change has occurred.

Last Updated: May 19, 2017

Category: Strategy
Inception Date: 2011-10-31 00:00:00.0
Date Funded: 2013-06-18*

Folio S&P 500 Total Return
One-Month 0.6% 2.06%
Three-Month -4.2% 2.0%
Year-to-Date -0.79% 7.24%
One-Year 17.75% 19.23%
Three-Year (Annualized) -5.07% 10.41%
Five-Year (Annualized) 12.08% 15.39%
Since Inception 9.74% N/A
Volatility 16.78% 9.67%

Past performance is no guarantee of future results.
See how returns are calculated

* Returns reflect model performance from the Inception Date to the Date Funded, and funded performance since the Date Funded, if funded. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a strategy has been updated that you place orders to update your holdings.

#SymbolCompanyWeight
(% of Folio)
1AANaarons, inc. cl a4.00%
2ADSWadvanced disp svcs inc del com4.00%
3AELamerican eqty invt life hld co4.00%
4AGNCagnc invt corp new4.00%
5AMKRamkor technology inc4.00%
6AYAamaya inc com4.00%
7BGCPbgc partners inc cl a4.00%
8BSMXgrupo financiero santander mex spon adr4.00%
9CGcarlyle group l p com uts ltd ptn4.00%
10CZZcosan ltd shs a4.00%
11DANdana inc4.00%
12FCAUat chrysler automobiles n v shs4.00%
13GATXgatx corp4.00%
14MGPmgm growth pptys llc cl a com4.00%
15ODPoffice depot inc4.00%
16OIowens ill inc new4.00%
17PAHplatform specialty prods corp com4.00%
18PENNpenn natl gaming inc4.00%
19SKYWskywest inc4.00%
20TDStelephone & data sys inc4.00%
21TIVOtivo corp4.00%
22TRTNtriton intl ltd cl a4.00%
23UALunited contl hldgs inc com4.00%
24WDwalker & dunlop inc com4.00%
25WSTCwest corp com4.00%

Steps to Create This Folio

  1. The folio is generated by Zack to employ a strategy based on the Value anomaly discussed at Zacks.com.
  2. A list of liquid, investible stocks is created by selecting those with 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.
  3. Only those with a Zacks Rank of a 1 or 2 are retained.
  4. The 25 stocks with the highest cash flow-to-price ratio are retained.
  5. The 25 stocks are then equally weighted.

Number of Securities

There will generally be 25 stocks in this folio.

Update Frequency

The Zacks Value Anomaly folio is generally rebalanced and holdings are traded weekly, typically on Mondays, in order to capture price changes, estimate changes included in the calculation of the Zacks Rank, and the latest reported cash flow figures. Turnover will typically be 6 or 7 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.