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Chart: Quantamental Strategy

March 2020

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  • Is 'quantamental' analysis the future of trading? - Guest Editorial FinanceFeeds (blog)
  • How Data and Technology are Changing Active Portfolio Management Traders Magazine
  • Hedge Funds Have Never Been This Bullish On The Hershey ... Insider Monkey (blog)
  • China markets rebound as coronavirus fears grip rest of the world Pensions & Investments
  • The Value in Machine Learning Alternative Data for Investment ... Virtual-Strategy Magazine
  • Sustainable investing voted key structural investment theme at AIF ... HedgeWeek
  • Private Equity and Venture Capital Firms Shared their Outlook for 2020 S&P Global
  • Smarter Strategies, Smartly Implemented Seeking Alpha
  • Top 20 Index Longs Based on Momentum

    MLIndexnameweek1monthytd6months1yrRank
    UKXI3X IndexFTSEFTSE 100 UKXI3X39.0075.2072.2863.3826.0650.91
    SHRTDX3 IndexDeutsche BoerseShortDAX x3 TR EUR42.5899.8375.0143.033.6247.27
    IBEXDS IndexMadrid Stock ExchangeIBEX 35 Double Short35.1466.4349.3933.1322.7239.36
    CACDSH Index#N/A N/ACAC 40 DOUBLE SHORT GR32.4363.1552.8435.355.2134.04
    UKXI2X IndexFTSEFTSE 100 UKXI2X25.7146.8644.3743.0519.0933.68
    JGOLD IndexFTSEFTSE/JSE AFRICA GOLD MNG-5.277.13-2.4638.4089.8832.54
    SHRTDAX2 IndexDeutsche BoerseSHORTDAX X2 INDEX28.3662.3947.7430.195.5431.62
    PLDMLNPM IndexLondon Metal Exchange - LMELondon Metal Exchange Palladiu-0.334.3327.8252.1960.0929.07
    MUTFPALL IndexInvestment TrustMUFG TOCOM Palladium-4.042.4924.4951.1862.5128.04
    NQCIPAER Index#N/A Field Not ApplicableNQCI Palladium ER-4.400.7819.6042.9754.1723.38
    NTCS11IV IndexNikkeiNikkei-TOCOM IV Cr Oil17.0825.5441.1213.2428.9421.20
    FMIBI1X IndexFTSEFTSE MIB FMIBI1X21.0337.6026.5119.284.0420.49
    IBEXSH IndexMadrid Stock ExchangeIBEX 35 SHORT INDEX17.8032.2623.6517.9012.8520.20
    SMISL IndexSix Swiss ExchangeSMI Daily Short Leverage21.9741.6327.5915.02-5.4318.30
    NTCCS4LV IndexNikkeiNikkei-TOCOM LV Gold-2.284.0712.3216.4650.6317.22
    MXEUSHRT IndexMSCIMSCI EUROPE Short EUR16.1830.0822.5815.674.2516.55
    SHORTDAX IndexDeutsche BoerseSHORTDAX Index14.7430.4822.9916.364.4516.51
    NKYINV IndexNikkeiNIKKEI Inverse Indx10.4526.1024.6114.6412.1815.84
    GLDLNCHF IndexSolactive (Structured SolutionLondon Gold Price PM AM2.919.6311.7415.3835.0815.75
    SXNRS IndexSTOXXSTXE6IGSDSht (EUR)TR (GR)14.9432.2923.3515.00-0.5015.43

    Top 20 Index Shorts Based on Momentum

    MLIndexnameweek1monthytd6months1yrRank
    NTCS11LV IndexNikkeiNikkei-TOCOM LV Cr Oil-61.10-64.95-73.85-63.97-73.78-65.95
    SOLGLOIN IndexSolactive (Structured SolutionSolactive Gl Oil Eq NR-47.41-58.50-66.04-64.73-69.00-59.91
    US0012M IndexICE Benchmark AdministrationICE LIBOR USD 12 Month-23.15-58.86-62.76-63.72-74.09-54.96
    DWOTR IndexNew York Stock Exchange (NYSE)Dyn Oil Ser Intellidex T-35.45-47.74-58.41-55.51-65.52-51.05
    DWETR IndexNew York Stock Exchange (NYSE)Dyn En E&P Intellidex TR-31.04-45.98-58.00-54.53-60.48-48.01
    STRQEN IndexNew York Stock Exchange (NYSE)STRATAQUANT ENERGY-31.81-45.85-54.91-52.72-60.87-47.81
    DWENTR IndexNASDAQ Global MarketDorsey Wright TL En TR-31.36-43.54-52.90-50.15-56.29-45.34
    MLPY IndexCushingCushing MLP High Inc Idx-29.12-40.74-49.80-52.93-57.37-45.04
    TTENAR IndexStandard & Poor'sS&P/TSX CAP ENERGY TR IX-34.42-43.77-51.00-45.41-50.23-43.46
    SPCPOGN IndexStandard & Poor'sS&P CP O&G Expl&Prod NTR-32.02-42.18-49.31-44.97-48.24-41.85
    SPSU6ET IndexStandard & Poor'sSP SC 600 Cap Enrgy TR-17.43-34.01-50.43-52.08-63.47-41.75
    MLPMP IndexChicago Board Options ExchangeMiller/Howard MLP Fundam-27.98-39.37-45.11-48.33-50.90-41.64
    UKXL3X IndexFTSEFTSE 100 UKXL3X-31.64-48.68-51.06-43.79-38.21-40.58
    SPTXHUTR IndexStandard & Poor'sS&P/TSX Hi Energy TR USD-31.13-40.62-45.12-41.78-45.00-39.63
    AMZIX IndexStandard & Poor'sALERIAN MLP INFRA TR-27.46-37.09-41.41-45.19-46.10-38.96
    EUCRBRDT IndexBloombergEuropean Crude Dated Brent Spo-31.65-34.63-46.73-41.89-46.70-38.72
    SOLMLPJ IndexSolactive (Structured SolutionSOL JUN MLP COM IDX-27.19-36.97-42.46-44.12-45.60-38.47
    LEVDAX3 IndexDeutsche BoerseLevDAX x3 TR EUR-32.69-52.46-49.93-39.94-27.71-38.20
    SPOILH IndexStandard & Poor'sS&P 500 Oil-hedged-33.74-42.31-49.82-38.25-37.16-37.87
    M2US0ENI IndexMSCIMSCI USA IMI/ENGY GR-24.75-35.69-42.59-41.00-44.65-36.52


    Top 20 Funds Longs Based on Momentum

    Name1week1monthytd6months1yrRank
    UBS HANA AMBATOVY NICKEL OVERSEAS INVESTMENT COMPANY 1 (099340)-15.66167.67175.11178.21164.55123.69
    DB PHYSICAL RHODIUM ETC (XRH0)6.8310.5394.80132.11253.72100.80
    LYXOR ETF IBEX 35 DOBLE INVERSO DIARIO (2INVE)35.0266.0449.5832.2721.5638.72
    PROSHARES ULTRASHORT MSCI BRAZIL CAPPED (BZQ)25.0957.2480.2335.5223.6635.38
    CHANGSHENG TELECOM INDUSTRY FUND (CHTEINF)0.2414.9124.6739.1347.6125.47
    49 NORTH RESOURCES INC (FNR)-2.93-3.2732.1134.6370.4324.72
    LYXOR ETF FTSE MIB DAILY SHORT BEAR (BERMIB)21.0337.9526.5018.983.2720.31
    DB X-TRACKERS SHORTDAX DAILY UCITS ETF (XSDX)14.3730.3421.7816.514.2516.37
    CHINA UNIVERSAL CONSUMER SECTOR FUND (CNUNCSF)0.515.323.6812.8734.4713.29
    CHINA SOUTHERN GRAIN & OIL COMMODITY FUND (CSG0CMD)-3.541.719.9920.5134.4013.27
    FONDUL PROPRIETATEA SA/FUND (FP)-5.70-4.373.579.5950.7312.56
    CSIMF SWISS REAL ESTATE SECURITIES - D (CSSWRES)2.851.548.0116.8528.0612.33
    TMB GOLD FUND - FOREIGN (TMBGOLD$)2.326.8010.3411.8527.4512.11
    XETRA-GOLD (4GLD)1.355.769.3511.5228.2911.73
    RENMINBI BOND FUND - CHF A (RENBOCA)3.418.789.6312.5522.0311.69
    ISHARES GOLD TRUST (I6HB)0.815.608.6110.9929.1611.64
    CHINA UNIVERSAL CSI CONSUMER STAPLES INDEX ETF (159928)0.886.654.187.5131.0211.52
    PICTET CH INSTITUTIONAL - SWISS REAL ESTATE FUNDS - I DY CHF (PISWREI)3.801.876.6314.1225.9111.43
    ETFS PHYSICAL GOLD/JERSEY (PHAU)1.085.878.8810.8427.8611.41
    PICTET CH PRECIOUS METALS FUND - PHYSICAL GOLD (PIGE)1.585.259.3010.8927.6111.33

    Top 20 Funds Shorts Based on Momentum

    Name1week1monthytd6months1yrRank
    PROSHARES ULTRA DJ-UBS CRUDE OIL (UCO)-52.02-58.38-72.19-66.35-70.75-61.88
    DIREXION DAILY BRAZIL BULL 3X SHARES (BRZU)-48.38-65.25-73.30-62.67-68.94-61.31
    DIREXION DAILY LATIN AMERICA BULL 3X SHARES (LBJ)-45.75-61.17-68.20-61.95-70.75-59.91
    MARKET VECTORS OIL SERVICE ETF (OIH)-40.44-53.45-60.75-59.26-67.86-55.25
    UBS HANA AMBATOVY NICKEL OVERSEAS INVESTMENT COMPANY 1 (2772642)-0.39-63.96-66.11-73.26-81.87-54.87
    TORTOISE ENERGY INFRASTRUCTURE CORP (TYG)-37.96-51.51-54.05-59.47-61.13-52.52
    DIREXION DAILY RUSSIA BULL 3X SHARES (RUSL)-48.62-65.45-66.89-55.40-37.52-51.75
    CLEARBRIDGE ENERGY MLP FUND INC (CEM)-43.04-52.68-54.83-54.23-55.11-51.27
    SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF (XOP)-33.36-47.24-58.10-57.27-64.88-50.69
    SANTANDER FIC FI PETROBRAS 3 ACOES (REALPET)-42.66-52.00-55.56-51.46-55.73-50.46
    SAFRA PETROBRAS FIC FIA (SAFPETR)-42.44-51.79-55.43-51.49-55.86-50.39
    TORTOISE ENERGY INFRASTRUCTURE CORP (XTYGX)-38.26-47.91-52.56-55.09-57.56-49.71
    CLEARBRIDGE ENERGY MLP FUND INC (XCEMX)-40.31-49.32-52.74-53.14-53.46-49.06
    NEUBERGER BERMAN MLP INCOME FUND INC (XNMLX)-37.54-45.89-48.55-50.49-51.96-46.47
    KAYNE ANDERSON MLP INVESTMENT CO (XKYNX)-36.88-44.45-48.75-50.78-51.25-45.84
    KAYNE ANDERSON MLP INVESTMENT CO (KYN)-33.92-42.27-45.23-46.79-48.36-42.83
    AVANA INDEXTREND EUROPA CONTROL - R (AICB)-43.00-43.93-44.60-42.67-41.55-42.79
    OPPENHEIMER STEELPATH MLP INCOME FUND - Y (MLPZX)-29.55-40.57-46.70-47.81-48.16-41.52
    WTI CRUDE OIL PRICE LINKED ETF (9D311097)-34.15-38.54-49.78-43.04-44.03-39.94
    RS GLOBAL NATURAL RESOURCES FUND - C (RGNCX)-22.26-33.95-47.07-40.59-61.90-39.68

    Top 5 Commodities Longs Based on Momentum

    Tickernameunitsweek1monthytd6months1yrRank
    XPDUSD CurncyPalladium SpotUSD/t oz.0.75143.7730.8366.4861.3968.10
    MO1 ComdtyECX Emissions (ICE)EUR/MT-2.66214.57-9.04-6.533.5852.24
    XAUINR CurncyGold/Indian Rupee SpotINR/t oz.8.9746.2715.1411.2934.8225.34
    XAUUSD CurncyGold SpotUSD/t oz.5.3128.9311.177.9528.9117.78
    GC1 ComdtyGold (Comex)USD/t oz.5.3329.1011.137.4929.0117.73

    Top 5 Commodities Shorts Based on Momentum

    Tickernameunitsweek1monthytd6months1yrRank
    CO1 ComdtyBrent Crude (ICE)USD/bbl.-34.54-42.24-44.72-38.54-43.97-39.82
    CL1 ComdtyWTI Crude Oil (Nymex)USD/bbl.-34.83-41.21-44.68-39.57-40.95-39.14
    CP1 ComdtyCrude Oil (Tokyo)JPY/kl-33.07-40.98-39.82-30.54-43.69-37.07
    QS1 ComdtyGasoil (Nymex)USD/MT-27.68-34.90-39.78-34.09-39.78-34.11
    HO1 ComdtyHeating Oil (Nymex)USd/gal.-26.14-36.27-38.91-32.21-38.25-33.22

    Top Quantamental Picks
    (Best Quality, Growth and Value)

    Start
    2020
    2019
    2018
    2017
    2016
    2015
    linkcountryUniverse Stocks
    Top PicksAUSTRALIA52
    Top PicksBRAZIL77
    Top PicksBRITAIN108
    Top PicksCANADA67
    Top PicksCHILE22
    Top PicksCHINA115
    Top PicksCOLOMBIA16
    Top PicksDENMARK12
    Top PicksFRANCE57
    Top PicksGERMANY38
    Top PicksHONG KONG54
    Top PicksINDIA98
    Top PicksINDONESIA30
    Top PicksITALY17
    Top PicksJAPAN110
    Top PicksMALAYSIA42
    Top PicksMEXICO29
    Top PicksNETHERLANDS20
    Top PicksPHILIPPINES22
    Top PicksRUSSIA134
    Top PicksSOUTH AFRICA51
    Top PicksSOUTH KOREA115
    Top PicksSPAIN25
    Top PicksSWEDEN25
    Top PicksSWITZERLAND36
    Top PicksTAIWAN119
    Top PicksTHAILAND27
    Top PicksTURKEY28
    Top PicksUNITED STATES563

    Top Global Long Picks

    TickerCompanySector1m6mYTD1yr2yr3yr4yrPE RATIO
    2019
    EV/EBITDA
    2019
    P/S
    2019
    P/B
    2019
    DIVIDEND YIELD
    2019
    GROSS MARGIN
    2019
    ROA
    2019
    ROE
    2019
    CUR RATIO
    2018
    QUICK RATIO
    2018
    INTEREST COVERAGE RATIO
    2018
    TOT DEBT TO TOT CAP
    2018
    EBITDA Margin
    2019
    revenue Growth
    2020
    Net Income Growth
    2020
    DPS Growth
    2019
    EBITDA Growth
    2020
    BPS Growth
    2020
    Capex Growth
    2020
    FCF Growth
    2020
    PEG Ratio
    2019
    CPN US zranksCalpine CorpUtilities na na na na na 32.37 -21.01 0.00.00.00.00.035.44.728.01.00.51.277.924.00%0%0%-20%0%-100%0%0.0
    TNB MK zranksTenaga Nasional BhdUtilities -14.31 -17.55 -19.06 2.55 -9.52 26.41 2.43 16.77.61.51.33.80.02.77.81.41.02.747.236.1-0%20%-10%-10%0%-10%-20%1.2
    MRKS RM zranksIDGC of Siberia PJSCUtilities -39.92 -33.28 -50.79 239.44 -23.3 45.5 105.64 65.70.00.20.00.00.00.00.00.50.41.365.30.0-10%230%0%0%0%0%0%0.0
    119 HK zranksPoly Property Group Co LtdReal Estate -19.88 -6.89 -21.15 38.25 -37.8 57.18 1.53 4.07.30.50.35.536.71.67.71.60.31.758.325.960%70%-0%80%10%-100%0%0.0
    JSTL IN zranksJSW Steel LtdMaterials -37.42 -18.65 -32.73 -12.31 5.62 75.82 55.18 9.25.91.02.01.40.07.424.30.80.23.358.923.0-10%-50%20%-40%0%0%0%0.0
    SNGR LI zranksSocietatea Nationala de Gaze Naturale ROMGAZ SAEnergy -23.46 -21.02 -29.55 41.38 9.69 70.25 -1.2 0.05.90.00.00.097.916.118.83.42.40.00.043.1-10%-10%0%20%0%-100%0%0.0
    BA US zranksBoeing Co/TheIndustrials -50.01 -55.43 -47.44 3.33 11.53 94.77 11.32 0.0356.61.90.02.55.8-0.50.01.10.221.197.10.720%0%10%1230%0%0%0%0.5
    HCLT IN zranksHCL Technologies LtdInformation Technology -29.48 -17.24 -23.38 17.52 0.68 15.14 -1.7 15.010.22.73.50.935.018.124.82.41.6186.11.423.110%0%-20%10%10%310%-30%1.6
    MAGN RM zranksMagnitogorsk Iron & Steel Works PJSCMaterials -36.01 -24.15 -29.37 18.54 -4.88 45.85 119.28 8.84.10.81.49.027.211.016.22.01.061.19.723.6-10%10%-30%0%0%10%-30%0.0
    SNGR LI zranksSocietatea Nationala de Gaze Naturale ROMGAZ SAEnergy -23.46 -21.02 -29.55 41.38 9.69 70.25 -1.2 0.05.90.00.00.097.916.118.83.42.40.00.043.1-10%-10%0%20%0%-100%0%0.0
    BA US zranksBoeing Co/TheIndustrials -50.01 -55.43 -47.44 3.33 11.53 94.77 11.32 0.0356.61.90.02.55.8-0.50.01.10.221.197.10.720%0%10%1230%0%0%0%0.5
    UPS US zranksUnited Parcel Service IncIndustrials -10.15 -20.74 -18.68 24.21 -15.48 7.14 22.71 15.611.41.230.73.320.48.2141.21.21.010.088.214.60%0%10%-0%110%0%70%1.2
    UPS US zranksUnited Parcel Service IncIndustrials -10.15 -20.74 -18.68 24.21 -15.48 7.14 22.71 15.611.41.230.73.320.48.2141.21.21.010.088.214.60%0%10%-0%110%0%70%1.2
    CL US zranksColgate-Palmolive CoConsumer Staples -9.9 -1.11 0.99 18.61 -19.18 17.89 0.44 24.315.83.3502.92.559.417.40.01.10.618.997.027.00%0%0%0%750%20%-0%2.3
    MHFI US zranksS&P Global IncFinancials na na na na na na na 0.019.80.00.00.073.120.4383.61.41.320.861.453.310%10%0%0%0%-20%0%0.0
    ACA LN zranksAcacia Mining PLCMaterials na na na na -12.97 -40.82 75.62 16.24.21.50.80.033.13.35.11.10.2-120.36.031.610%100%0%20%0%-10%350%0.0
    003450 KS zranksKB Securities Co LtdFinancials na na na na na na na 0.00.00.00.00.00.00.00.00.00.00.082.139.8850%0%0%400%160%3010%0%0.0
    MPLU3 BZ zranksMultiplus SAConsumer Discretionary na na na na -34.1 11.55 20.68 11.46.77.416.33.295.321.3145.51.11.117,227.70.070.6270%-0%-0%0%-20%17440%0%0.0
    BVT SJ zranksBidvest Group Ltd/TheIndustrials -34.64 -31.9 -35.44 4.94 -16.03 37.45 105.86 14.010.10.92.53.229.86.315.21.20.64.633.59.2-0%30%-0%30%-0%-20%220%1.9
    EGPW IM zranksEnel Green Power SpAUtilities na na na na na na na 0.00.00.00.00.00.01.93.70.50.30.925.851.2210%0%0%270%0%0%0%0.0

    Portfolio Longs Average Return 1m -19.4%, 6m -17.3%, YTD -20.1%, 2017 23.3%, 2016 -7.0%, 2015 33.4%, 2014 26.5%

    Top Global Short Picks

    TickerCompanySector1m6mYTD1yr2yr3yr4yrPE RATIO
    2019
    EV/EBITDA
    2019
    P/S
    2019
    P/B
    2019
    DIVIDEND YIELD
    2019
    GROSS MARGIN
    2019
    ROA
    2019
    ROE
    2019
    CUR RATIO
    2018
    QUICK RATIO
    2018
    INTEREST COVERAGE RATIO
    2018
    TOT DEBT TO TOT CAP
    2018
    EBITDA Margin
    2019
    revenue Growth
    2020
    Net Income Growth
    2020
    DPS Growth
    2019
    EBITDA Growth
    2020
    BPS Growth
    2020
    Capex Growth
    2020
    FCF Growth
    2020
    PEG Ratio
    2019
    PAH3 GR zranksPorsche Automobil Holding SEConsumer Discretionary -43.19 -40.87 -46.61 31.36 -27.76 56.76 2.41 4.60.0628.50.54.30.010.610.77.67.4-3.80.1-41.8-0%10%30%0%0%90%10%0.5
    TSLA US zranksTesla IncConsumer Discretionary -31.68 124.49 30.67 25.7 6.89 45.7 -10.97 0.034.12.611.40.016.6-2.7-14.90.80.5-0.565.510.230%0%0%70%50%100%-60%0.0
    CIE US zranksCobalt International Energy IncEnergy na na na na na na na 0.00.00.00.00.00.0-50.60.02.21.8-27.2151.4-815.26130%0%0%0%0%20%0%0.0
    PFC LN zranksPetrofac LtdEnergy -58.84 -62.7 -61.71 -10.91 -7.82 -31.59 -3.54 23.46.80.42.77.511.21.210.91.10.42.238.76.4-10%-20%0%30%10%70%-0%0.0
    TME LI zranksTrader Media East LtdConsumer Discretionary na na na 0 -97.73 0 0 0.00.0768.60.00.032.6-352.30.00.20.1-87.70.0-17.70%0%0%0%0%0%0%0.0
    RKKE RM zranksPJSC SPC EnergiaIndustrials -33.08 -31.46 -31.47 -16.01 5.19 -5.96 126.14 0.00.10.10.00.022.80.90.00.90.52.4130.28.90%0%0%0%0%-100%0%0.0
    CYRE3 BZ zranksCyrela Brazil Realty SA Empreendimentos e ParticipacoesConsumer Discretionary -41.61 -18.02 -40.44 98.54 8.09 27.42 71.17 0.01,162.31.91.23.726.5-0.8-1.53.01.5-0.128.80.20%0%-0%7910%-20%-60%-60%0.0
    SUEL LI zranksSuzlon Energy LtdIndustrials na na na na na na na 0.045.90.00.00.039.8-15.30.00.80.30.7249.75.60%0%0%0%0%-100%0%0.0
    NPN SJ zranksNaspers LtdConsumer Discretionary -33.69 -26.91 -26.65 23.48 -27.64 90.44 7.35 26.90.035.33.60.636.120.025.83.22.9-3.415.1-12.820%-0%10%0%-20%-10%0%0.0
    VK FP zranksVallourec SAEnergy -66.39 -71.08 -72.43 69.62 -69.25 -12.38 22.97 0.013.70.20.90.017.7-4.9-20.51.30.7-1.555.07.00%0%0%60%0%40%0%0.0
    LMC MK zranksLafarge Malaysia BhdMaterials -34.28 -30.32 -21.45 64.72 -71.32 -4.73 -21.23 0.01,028.90.71.10.09.9-4.0-6.80.80.4-11.524.70.230%0%0%3530%0%20%0%0.0
    TEN IM zranksTenaris SAEnergy -53.88 -56.64 -57.03 7.74 -30.13 -9.24 54.7 17.99.31.71.13.630.05.16.33.21.523.64.318.80%-10%0%-0%0%10%-30%1.2
    SAUD LI zranksSteel Authority of India LtdMaterials 0 0 0 0.35 0 0 0 0.06.40.00.00.00.02.06.10.70.10.653.215.00%0%0%0%0%-100%0%0.0
    CREE US zranksCree IncInformation Technology -31.73 -35.5 -28.39 7.89 15.17 40.74 -1.05 0.042.45.12.90.036.2-13.8-18.33.61.90.012.411.8-10%0%0%-30%-10%50%0%0.0
    SBIN IN zranksState Bank of IndiaFinancials -32.12 -23.28 -35.41 9.28 -10.82 31.83 8.42 124.30.00.71.20.00.00.11.00.00.00.063.90.0-40%920%0%0%-10%-100%0%0.0
    PAH3 GR zranksPorsche Automobil Holding SEConsumer Discretionary -43.19 -40.87 -46.61 31.36 -27.76 56.76 2.41 4.60.0628.50.54.30.010.610.77.67.4-3.80.1-41.8-0%10%30%0%0%90%10%0.5
    JBSS3 BZ zranksJBS SAConsumer Staples -27.02 -39.3 -32.04 114.72 1.41 -15.16 17.5 1,224.96.70.21.20.014.50.00.11.20.71.468.66.6-20%2860%-100%20%10%40%-10%0.0
    3037 TT zranksUnimicron Technology CorpInformation Technology -31.96 -37.13 -33.01 96.14 36.94 45.82 -7.67 19.44.30.40.73.611.11.64.11.31.0-0.038.513.010%100%60%30%-0%10%-100%0.0
    PXP PM zranksPXP Energy CorpEnergy -48.83 -64.37 -49.68 -41.27 81.73 138.33 141.18 0.00.0239.45.40.0-18.0-3.9-12.00.20.2-1,493.00.0-333.20%0%0%0%0%-100%0%0.0
    NWSA US zranksNews CorpConsumer Discretionary -27.62 -25.79 -25.27 26.41 -28.99 43.68 -12.84 59.48.41.00.91.544.21.01.71.31.10.015.710.5-0%-20%0%10%-0%-20%40%0.0

    Portfolio Longs Average Return 1m -19.4%, 6m -17.3%, YTD -20.1%, 2017 23.3%, 2016 -7.0%, 2015 33.4%, 2014 26.5%

    Portfolio Shorts Average Return 1m -32.0%, 6m -24.0%, YTD -28.9%, 2017 27.0%, 2016 -12.2%, 2015 24.9%, 2014 19.8%

    Top Momentum Picks

    country
    AUSTRALIA
    AUSTRIA
    BELGIUM
    BERMUDA
    BRAZIL
    BRITAIN
    CANADA
    CHILE
    CHINA
    COLOMBIA
    CZECH
    DENMARK
    FINLAND
    FRANCE
    GERMANY
    HONG KONG
    HUNGARY
    INDIA
    INDONESIA
    IRELAND
    ISRAEL
    ITALY
    JAPAN
    KAZAKHSTAN
    LUXEMBOURG
    MACAU
    MALAYSIA
    MEXICO
    NETHERLANDS
    NEW ZEALAND
    NORWAY
    PERU
    PHILIPPINES
    PORTUGAL
    RUSSIA
    SINGAPORE
    SOUTH AFRICA
    SOUTH KOREA
    SPAIN
    SWEDEN
    SWITZERLAND
    TAIWAN
    THAILAND
    TURKEY
    UNITED STATES

    Top Momentum Longs Across All Countries

    TickerCompanysectorrank
    IMP SJImpala Platinum Holdings LtdMaterials1.00
    TSLA USTesla IncConsumer Discretionary0.97
    606 HKChina Agri-Industries Holdings LtdConsumer Staples0.50
    410 HKSOHO China LtdReal Estate0.42
    WEGE3 BZWEG SAIndustrials0.40
    REGN USRegeneron Pharmaceuticals IncHealth Care0.38
    ILD FPIliad SATelecommunication Services0.35
    4519 JPChugai Pharmaceutical Co LtdHealth Care0.33
    763 HKZTE CorpInformation Technology0.32
    NVDA USNVIDIA CorpInformation Technology0.30
    SIEM INSiemens LtdIndustrials0.30
    322 HKTingyi Cayman Islands Holding CorpConsumer Staples0.26
    3323 HKChina National Building Material Co LtdMaterials0.26
    KR USKroger Co/TheConsumer Staples0.26
    NEM USNewmont Mining CorpMaterials0.26
    6808 HKSun Art Retail Group LtdConsumer Staples0.25
    GFI SJGold Fields LtdMaterials0.25
    S USSprint CorpTelecommunication Services0.25
    036570 KSNCSoft CorpInformation Technology0.24
    1066 HKShandong Weigao Group Medical Polymer Co LtdHealth Care0.24

    Top Momentum Shorts Across All Countries

    TickerCompanysectorrank
    1128 HKWynn Macau LtdConsumer Discretionary
    1157 HKZoomlion Heavy Industry Science and Technology Co LtdIndustrials
    1605 JPInpex CorpEnergy
    1928 JPSekisui House LtdConsumer Discretionary
    2388 HKBOC Hong Kong Holdings LtdFinancials
    2433 JPHakuhodo DY Holdings IncConsumer Discretionary
    3289 JPTokyu Fudosan Holdings CorpReal Estate
    3405 JPKuraray Co LtdMaterials
    3998 HKBosideng International Holdings LtdConsumer Discretionary
    4689 JPYahoo Japan CorpInformation Technology
    4902 JPKonica Minolta IncInformation Technology
    6645 JPOmron CorpInformation Technology
    66 HKMTR Corp LtdIndustrials
    6841 JPYokogawa Electric CorpInformation Technology
    7731 JPNikon CorpConsumer Discretionary
    7752 JPRicoh Co LtdInformation Technology
    8252 JPMarui Group Co LtdConsumer Discretionary
    8267 JPAeon Co LtdConsumer Staples
    8697 JPJapan Exchange Group IncFinancials
    8830 JPSumitomo Realty & Development Co LtdReal Estate

    Top Momentum Bond Picks

    CountryUSDDebtLocalCurDebt
    Zambia Zambia
    Vietnam Vietnam
    Venezuela Venezuela
    Uruguay Uruguay
    United States United States
    United Kingdom United Kingdom
    United Arab Emirates United Arab Emirates
    Ukraine Ukraine
    Turkey Turkey
    Tunisia Tunisia
    Trinidad and Tobago Trinidad and Tobago
    Togo Togo
    Thailand Thailand
    Taiwan Taiwan
    Switzerland Switzerland
    Sweden Sweden
    Supranational Supranational
    Sri Lanka Sri Lanka
    Spain Spain
    South Africa South Africa
    Slovak Republic Slovak Republic
    Singapore Singapore
    Senegal Senegal
    Saudi Arabia Saudi Arabia
    Russian Federation Russian Federation
    Romania Romania
    Qatar Qatar
    Portugal Portugal
    Poland Poland
    Philippines Philippines
    Peru Peru
    Paraguay Paraguay
    Panama Panama
    Pakistan Pakistan
    Oman Oman
    Norway Norway
    Nigeria Nigeria
    Netherlands Netherlands
    Morocco Morocco
    Mongolia Mongolia
    Mexico Mexico
    Malaysia Malaysia
    Macau Macau
    Luxembourg Luxembourg
    Lebanon Lebanon
    Kuwait Kuwait
    Korea (South) Korea (South)
    Kenya Kenya
    Kazakhstan Kazakhstan
    Jordan Jordan
    Japan Japan
    Jamaica Jamaica
    Italy Italy
    Israel Israel
    Ireland Ireland
    Iraq Iraq
    Indonesia Indonesia
    India India
    Hungary Hungary
    Hong Kong Hong Kong
    Guatemala Guatemala
    Greece Greece
    Ghana Ghana
    Germany Germany
    Gabon Gabon
    France France
    Finland Finland
    Ethiopia Ethiopia
    El Salvador El Salvador
    Egypt Egypt
    Ecuador Ecuador
    Dominican Republic Dominican Republic
    Denmark Denmark
    Czech Republic Czech Republic
    Croatia (Hrvatska) Croatia (Hrvatska)
    Cote D'Ivoire (Ivory Coast) Cote D'Ivoire (Ivory Coast)
    Costa Rica Costa Rica
    Colombia Colombia
    China China
    Chile Chile
    Cayman Islands Cayman Islands
    Canada Canada
    Brazil Brazil
    Bolivia Bolivia
    Bermuda Bermuda
    Belgium Belgium
    Bahrain Bahrain
    Azerbaijan Azerbaijan
    Austria Austria
    Australia Australia
    Argentina Argentina
    Angola Angola

    Top Long Global Bond Picks Any FX

    IsinNameSectorCouponMaturityYTWrank
    US561233AA57MALLINCKRODT INTERNATIONAL FINANCE 144AConsumer Non-Cyclical5.75Aug 01, 202219.79-57.0
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203213.86-11.0
    TRT220921T18TURKEY (REPUBLIC OF)Treasuries9.20Sep 22, 202110.99-11.0
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203212.99-11.0
    TRT120122T17TURKEY (REPUBLIC OF)Treasuries9.50Jan 12, 202211.33-10.5
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203213.86-10.1
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203212.99-10.1
    TRT020322T17TURKEY (REPUBLIC OF)Treasuries11.00Mar 02, 202211.40-9.9
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203213.86-9.3
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203212.99-9.3
    TRT140922T17TURKEY (REPUBLIC OF)Treasuries8.50Sep 14, 202211.16-9.2
    XS1227820187CHINA CONSTRUCTION BANK CORP RegSAgency3.88May 13, 20251.04-8.5
    TRT080323T10TURKEY (REPUBLIC OF)Treasuries7.10Mar 08, 202311.52-8.5
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203213.86-8.4
    TRT180123T10TURKEY (REPUBLIC OF)Treasuries12.20Jan 18, 202311.51-8.4
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203212.99-8.4
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203213.86-7.5
    XS1586230481LEBANON (REPUBLIC OF) MTN RegSSovereign7.00Mar 23, 203212.99-7.5
    TRT240724T15TURKEY (REPUBLIC OF)Treasuries9.00Jul 24, 202411.64-7.4
    US412690AE97HARLAND CLARKE HOLDINGS CORP 144AIndustrial Other9.25Mar 01, 202110.29-7.1

    Top Short Global Bond Picks All FX

    IsinNameSectorCouponMaturityYTWrank
    US144577AH67CALLON PETROLEUM COMPANYEnergy6.25Apr 15, 202350.00177.2
    USG91235AB05TULLOW OIL PLC RegSIndustrial6.25Apr 15, 202250.00170.0
    XS1458514673ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign10.75Mar 28, 202250.00165.4
    US674215AG39OASIS PETROLEUM INCEnergy6.88Mar 15, 202250.00163.1
    XS1513765922CODERE FINANCE 2 (LUXEMBOURG) SA RegSConsumer Cyclical6.75Nov 01, 202150.00161.3
    US04364VAA17ASCENT RESOURCES UTICA HOLDINGS/AR 144AEnergy10.00Apr 01, 202248.07153.1
    US966387AH55WHITING PETROLEUM CORPEnergy5.75Mar 15, 202150.00147.3
    US247916AF60DENBURY RESOURCES INC. 144AEnergy9.00May 15, 202150.00145.4
    US966387BG63WHITING PETROLEUM CORPEnergy6.63Jan 15, 202650.00144.8
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.46143.6
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.60143.6
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.46143.4
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.60143.4
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.46143.3
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.60143.3
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.46143.2
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.60143.2
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.46143.0
    XS1626768730ECUADOR REPUBLIC OF (GOVERNMENT) RegSSovereign8.75Jun 02, 202344.60143.0
    US966387AP71WHITING PETROLEUM CORPEnergy6.25Apr 01, 202350.00141.6