Objective

The Zacks Momentum Anomaly folio was developed by Zacks. Zacks describes the folio as designed for investors seeking returns through a momentum-styled portfolio. According to Zacks, because 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 Momentum Anomaly folio—created and maintained by Zacks Investment Research—is described by Zacks as focused on investing in a portfolio of stocks that have experienced high price appreciation over the last 52 weeks, that have also experienced a sharp decline over the last week, and that also have a Zacks Rank of 1 (indicating a Strong Buy). Visit Zacks to learn more about this folio.

Note: Zacks advises that 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 of folio changes by Zacks. This may not be possible depending on when you receive the notification that a change has occurred.

Last Updated: September 26, 2016

Category: Strategy
Inception Date: October 31, 2011
Date Funded: June 18, 2013*

Folio S&P 500 Total Return
One-Month -1.52% -0.9%
Three-Month 9.1% 5.9%
Year-to-Date 10.55% 6.7%
One-Year 5.92% 13.55%
Three-Year (Annualized) 14.21% 10.39%
Five-Year (Annualized) N/A 15.48%
Since Inception 21.66% N/A
Volatility 19.35% 14.52%

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)
1BAXbaxter intl inc10.00%
2CRUScirrus logic corp10.00%
3FBfacebook inc cl a10.00%
4LOGIlogitech international s a10.00%
5MASImasimo corp com10.00%
6OCLRoclaro inc new10.00%
7PLCEchildrens pl retail stores inc10.00%
8SAFMsanderson farms inc10.00%
9SLABsilicon laboratories inc10.00%
10TSEtrinseo s a shs10.00%

Steps to Create This Folio

  1. The folio is published by Zacks to employ a strategy based on the Momentum anomaly discussed at Zacks.com.
  2. 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.
  3. Only those with a Zacks Rank of a 1 are retained.
  4. The 50 stocks with the highest 52 week price change are retained.
  5. Of those 50, the 10 with the lowest 1 week price change are retained.
  6. The 10 stocks are then equally weighted.

Number of Securities

There will generally be 10 stocks in this folio.

Update Frequency

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.