Ready-to-Go Folios: Zacks Analyst Anomaly Folio

Zacks Analyst Anomaly Folio

Strategy Main | See All Folios

Objective

The Zacks Analyst Anomaly Folio was developed by Zacks. Zacks describes the Folio as designed for investors seeking returns through an investment analyst-ratings based 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 Analyst Anomaly Folio—created and maintained by Zacks Investment Research—is described by Zacks as focused on investing in a portfolio of stocks that had improving analyst recommendations and earnings estimates over the last four weeks, as well as a low Price/Sales ratio. 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: April 17, 2014

Category: Strategy

Inception Date: October 31, 2011

Date Funded: June 18, 2013*

One Month -5.68% 0.46%
Three Month -3.51% 1.95%
Year to Date -6.13% 1.49%
One Year 28.61% 22.72%
Three year (Annualized) N/A 14.67%
Five Year (Annualized) N/A 18.98%
Since Inception 32.82% N/A
Volatility 18.28% 11.42%

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)
1AAalcoa inc10.00%
2ADMarcher daniels midland co10.00%
3ANDEandersons inc10.00%
4DKdelek us hldgs inc10.00%
5GPREgreen plains renewable energy10.00%
6JBLUjetblue airways10.00%
7RRDdonnelley r r & sons co10.00%
8SNXsynnex corp10.00%
9THGhanover ins group inc com10.00%
10UALunited contl hldgs inc com10.00%

Steps to Create This Folio

  1. The Folio is generated by Zacks to employ a strategy based on the Analyst 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 US 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 Price/Sales ratio in the bottom 10% are retained.
  4. The 75 stocks with the highest number of rating upgrades minus the number of downgrades are retained.
  5. Of those 75, the 10 with the highest percentage change in the quarterly earnings estimate 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 Analyst Anomaly Folio is generally rebalanced and holdings are traded weekly, typically on Mondays, in order to capture price changes, analyst recommendations and earnings estimate changes. Turnover will typically be 4 or 5 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.