Last Updated: May 23, 2018
Inception Date: 2011-10-31 00:00:00.0
Date Funded: 2013-06-18*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AAWW||atlas air worldwide hldgs inc com new||4.00%|
|2||AEL||american eqty invt life hld co||4.00%|
|3||AER||aercap holdings nv shs||4.00%|
|4||AMCX||amc networks inc cl a||4.00%|
|5||AYR||aircastle ltd com||4.00%|
|6||CAR||avis budget group||4.00%|
|7||CLNS||colony northstar inc cl a new||4.00%|
|9||DISCA||discovery communicatns new com ser a||4.00%|
|11||GM||general mtrs co com||4.00%|
|12||HCC||warrior met coal inc com||4.00%|
|13||HEES||h & e equipment services inc com||4.00%|
|14||HRI||herc hldgs inc com||4.00%|
|15||IGT||international game tech plc shs usd||4.00%|
|16||PENN||penn natl gaming inc||4.00%|
|17||PPC||pilgrims pride corp new com||4.00%|
|18||PSEC||prospect capital corporation||4.00%|
|19||THC||tenet healthcare corp||4.00%|
|20||TRTN||triton intl ltd cl a||4.00%|
|21||TWO||two hbrs invt corp||4.00%|
|22||URI||united rentals inc||4.00%|
|23||WD||walker & dunlop inc com||4.00%|
|24||WDC||western digital corp||4.00%|
Steps to Create This Folio
- The folio is generated by Zack to employ a strategy based on the Value anomaly discussed at Zacks.com.
- 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.
- Only those with a Zacks Rank of a 1 or 2 are retained.
- The 25 stocks with the highest cash flow-to-price ratio are retained.
- The 25 stocks are then equally weighted.
Number of Securities
There will generally be 25 stocks in this folio.
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.