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: December 8, 2016

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

Folio S&P 500 Total Return
One-Month 10.43% 5.2%
Three-Month 6.7% 3.54%
Year-to-Date 20.37% 12.21%
One-Year 15.85% 11.25%
Three-Year (Annualized) 0.11% 9.84%
Five-Year (Annualized) 11.91% 15.15%
Since Inception 11.16% N/A
Volatility 24.26% 13.68%

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)
1AGNCagnc invt corp new4.00%
2AMKRamkor technology inc4.00%
3CHSchicos fas inc4.00%
4CIMchimera invt corp new4.00%
5CZZcosan ltd shs a4.00%
6DFdean foods co new4.00%
7DGIdigitalglobe inc com new4.00%
8DVdevry education group inc4.00%
9EGLengility holdings inc new4.00%
10FEfirstenergy corp4.00%
11GMgeneral mtrs co com4.00%
12LMCAliberty media corp delaware cl a4.00%
13LMCKliberty media corp del ser c4.00%
14MOSmosaic co4.00%
15MUmicron technology inc4.00%
16NBLnoble energy inc4.00%
17NCRncr corp new4.00%
18RUSHArush enterpises inc cl a4.00%
19SAFMsanderson farms inc4.00%
20SKYWskywest inc4.00%
21SMsm energy company inc com4.00%
22TLNtalen energy corp com4.00%
23TTMIttm technologies inc4.00%
24UNTunit corp4.00%
25VLOvalero energy corp new4.00%

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.