Not exact matches
Our stock and dividend reports together can provide a unique picture
of each firm's investment
potential, from value through income through
momentum strategies and beyond.
Putting the 12 individual
strategies together in a single portfolio6 delivers a package
of carry,
momentum, and value that provides the
potential for strong absolute returns at moderate levels
of risk and leverage.
Front runners and high transaction costs, a function
of the
strategy's required high turnover, largely destroy the
potential benefits
of a
momentum - based passive portfolio.