image

Chart: Quantamental Strategy

February 2020

Download All Slides in Power Point
  • Stockpickers turn to big data to arrest decline Financial Times
  • S&P Global Market Intelligence integrates climate data into its portfolio analysis and quantitative research tools. Yahoo Finance
  • 5 Quant Research Traps to Avoid S&P Global (blog)
  • Despite talk of cleaner strategy, Big Oil sticks to business as usual S&P Global
  • Hedge Fund and Insider Trading News: Michael Novogratz, Warren ... Insider Monkey (blog)
  • Coatue's new quant fund lost money in the fourth quarter and it ... Business Insider UK
  • Sixteen Leading Quants Imagine the Next Decade in Global Finance Bloomberg
  • Deutsche turns to Amazon and Google to glow-up its tech eFinancialCareers
  • Top 20 Index Longs Based on Momentum

    MLIndexnameweek1monthytd6months1yrRank
    NQCIPAER Index#N/A Field Not ApplicableNQCI Palladium ER-3.5416.8516.9359.2273.5236.51
    MUTFPALL IndexInvestment TrustMUFG TOCOM Palladium-6.8819.9219.9259.4673.1036.40
    PLDMLNPM IndexLondon Metal Exchange - LMELondon Metal Exchange Palladiu-7.1719.6319.6364.0765.1435.42
    JGOLD IndexFTSEFTSE/JSE AFRICA GOLD MNG0.93-4.64-4.4229.4376.7925.63
    SPTRSC45 IndexStandard & Poor'sS&P Comp 1500 IT TR0.396.496.4924.3248.6619.97
    MUSAITNU IndexMSCIMSCI Daily USA Informati0.526.886.8824.2448.1619.95
    M2US0ITI IndexMSCIMSCI USA IMI/IT GR0.346.636.6323.4346.9819.35
    M1US5ITI IndexMSCIMSCI US IMI/IT 2550 NR0.346.616.6123.2046.4119.14
    DJUSTCT IndexDow JonesDJ US TechnlgyTr0.066.746.7423.7644.3018.72
    GDWUIT IndexMSCIMSCI Daily TR World Gros-0.155.915.9122.9045.6318.57
    NDWLIT IndexMSCIMSCI Daily TR World Net-0.186.056.0522.8145.4418.53
    NTCCS4LV IndexNikkeiNikkei-TOCOM LV Gold1.167.607.6022.3442.8018.48
    NDWUIT IndexMSCIMSCI Daily TR World Net-0.165.895.8922.6845.0518.37
    M1WO0IT IndexMSCIMSCI WORLD/IT NR-0.165.895.8922.6845.0518.37
    TFMIBL2E IndexFTSEFTSE MIB Leverag TR EUR-1.621.101.1026.8845.6518.00
    MSGUIT IndexMSCIMSCI World Information T-0.165.855.8522.1043.5517.84
    NDUCIT IndexMSCIInformation Technology-0.825.004.9922.8642.9817.51
    SMILEP IndexSix Swiss ExchangeSMI Daily Leverage Price-1.752.362.3421.4646.7317.20
    MSCLIT IndexMSCIMSCI AC World Informatio-0.755.255.2422.0741.7917.09
    CELS IndexNASDAQ Global MarketNDQ Clean Edg Gr Energy-0.337.727.7223.2336.9616.90

    Top 20 Index Shorts Based on Momentum

    MLIndexnameweek1monthytd6months1yrRank
    BCOMNG IndexBloombergBBG Natural Gas-1.77-14.82-14.92-26.20-46.97-22.44
    SPSU6ET IndexStandard & Poor'sSP SC 600 Cap Enrgy TR-2.23-21.12-21.12-23.27-42.41-22.26
    SPGSNGP IndexStandard & Poor'sS&P GSCI Natural Gas ER-2.19-15.52-15.52-24.24-44.78-21.68
    NQCINGER Index#N/A Field Not ApplicableNQCI Natural Gas ER-1.82-15.50-15.59-22.86-42.71-20.72
    DWOTR IndexNew York Stock Exchange (NYSE)Dyn Oil Ser Intellidex T-4.68-18.86-18.86-13.59-33.06-17.55
    SHRTDX3 IndexDeutsche BoerseShortDAX x3 TR EUR10.600.410.36-30.89-47.89-16.94
    CHILE65 IndexBolsa de Comercio de SantiagoCHILE 65 INDEX-4.74-8.03-8.03-18.96-34.65-16.60
    FNGDAIRN IndexFNGuide IncFnGuide Inc Steel and Metal+ I-9.07-12.65-12.64-10.96-31.38-16.02
    DWETR IndexNew York Stock Exchange (NYSE)Dyn En E&P Intellidex TR-3.87-19.08-19.08-11.47-28.30-15.68
    XTNGET IndexBloombergCMCI NGas NYM Hdg EUR TR-1.64-11.80-11.80-13.47-34.86-15.44
    STRQEN IndexNew York Stock Exchange (NYSE)STRATAQUANT ENERGY-4.10-14.27-14.27-11.16-31.25-15.20
    IPSA IndexStandard & Poor'sS&P/CLX IPSA (CLP) TR-4.59-8.17-8.16-16.99-30.92-15.17
    US0012M IndexICE Benchmark AdministrationICE LIBOR USD 12 Month-1.74-7.47-7.47-12.70-38.09-15.00
    KRXCST IndexKOSPI Stock MarketKRX CONSTRUCTIONS INDX-8.27-11.64-11.63-7.68-32.37-14.99
    NDEUSCH IndexMSCIEM Chile USD-4.54-7.79-7.79-15.17-31.73-14.81
    KRXSHIP IndexKOSPI Stock MarketKRX Machinery & Equip-9.99-13.41-13.40-3.47-32.16-14.76
    MLPY IndexCushingCushing MLP High Inc Idx-4.02-10.06-10.06-18.86-24.71-14.41
    XTKCET IndexBloombergCMCI Coffee Hdg EUR TR-7.79-22.52-22.53-4.35-20.72-13.84
    CTNGTR IndexBloombergCMCI Nat Gas USD Tot Ret-1.85-10.24-10.24-12.03-30.79-13.73
    XTNGCT Index#N/A Field Not ApplicableCMCI NGas NYM Hdg CHF TR-1.47-10.45-10.47-11.77-30.81-13.63


    Top 20 Funds Longs Based on Momentum

    Name1week1monthytd6months1yrRank
    DB PHYSICAL RHODIUM ETC (XRH0)0.9267.0767.07156.21279.90126.02
    AVANA INDEXTREND EUROPA CONTROL - R (AICB)87.1085.4785.4992.2194.0989.72
    VALUE TAIWAN ETF (3060)0.080.290.29124.51128.6863.39
    VALUE KOREA ETF (3041)0.080.290.29119.3881.8450.40
    CANADIAN LIFE COS SPLIT CORP (LFE)-1.8511.1411.1474.6676.5340.12
    49 NORTH RESOURCES INC (FNR)-22.7037.6537.6575.7839.2332.49
    DIREXION DAILY RUSSIA BULL 3X SHARES (RUSL)-7.461.481.4853.1169.7429.22
    FONDUL PROPRIETATEA SA/FUND (FP)2.348.938.9421.1272.6426.26
    FIDELITY SELECT TECHNOLOGY PORTFOLIO (FSPTX)0.957.247.2425.8850.9721.26
    TECHNOLOGY SELECT SECTOR SPDR FUND (XLK)0.616.936.9324.7949.8420.54
    VANGUARD INFORMATION TECHNOLOGY ETF (VGT)0.376.686.6823.3246.8119.30
    FIDELITY MSCI INFORMATION TECHNOLOGY INDEX ETF (FTEC)0.276.586.5823.3846.7819.25
    FAIRCOURT GOLD INCOME CORP (FGX)0.913.093.0923.9946.6918.67
    ISHARES US TECHNOLOGY ETF (IYW)0.136.836.8323.6243.9118.62
    SIMPLEX CHINA BEAR 1X H-SHARE ETF (1573)19.0022.1022.1011.3115.8317.06
    FIDELITY SELECT SOFTWARE & COMPUTER SERVICES PORTFOLIO (FSCSX)1.147.677.6718.5338.7816.53
    JPMORGAN RUSSIAN SECURITIES PLC (JRS)-3.010.310.3223.0345.5716.48
    BROOKFIELD GLOBAL INFRASTRUCTURE SECURITIES INCOME FUND (BGI-U)1.47-0.82-0.8220.9438.5915.05
    ISHARES NORTH AMERICAN TECH ETF (ISQ8)-0.955.025.0318.8936.6114.89
    COLUMBIA SELIGMAN PREMIUM TECHNOLOGY GROWTH FUND INC (STK)-1.533.743.7418.7538.0714.76

    Top 20 Funds Shorts Based on Momentum

    Name1week1monthytd6months1yrRank
    VELOCITYSHARES 3X LONG NATURAL GAS ETN (UGAZ)-6.41-40.15-40.15-65.47-88.30-50.08
    UBS HANA AMBATOVY NICKEL OVERSEAS INVESTMENT COMPANY 1 (2772642)-2.40-7.07-7.07-45.56-59.13-28.54
    RS GLOBAL NATURAL RESOURCES FUND - C (RGNCX)-3.95-19.06-19.06-9.03-45.85-19.47
    SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF (XOP)-3.96-17.17-17.17-14.73-34.84-17.68
    DIREXION DAILY LATIN AMERICA BULL 3X SHARES (LBJ)-9.86-17.60-17.60-6.88-33.95-17.07
    MARKET VECTORS OIL SERVICE ETF (OIH)-4.21-15.85-15.85-12.24-32.48-16.20
    ISHARES MSCI CHILE CAPPED ETF (ECH)-3.81-7.50-7.50-17.10-32.60-15.25
    AL-MADA INVESTMENT FUND (ALMADAI)-1.38-3.89-3.89-2.38-51.35-14.75
    ALMADA FUNDO DE INVESTIMENTO EM COTAS DE FUNDO DE INVESTIMENTO MULTIMERCADO CP (ALMADAI)-1.38-3.89-3.89-2.38-51.35-14.75
    PROSHARES ULTRA DJ-UBS CRUDE OIL (UCO)-5.80-25.32-25.32-11.27-15.44-14.46
    ABERDEEN LATIN AMERICA EQUITY FUND INC (LT4)-10.9820.8620.87-9.59-58.07-14.45
    ETFS COFFEE (COFF)-9.94-23.61-23.61-3.23-17.29-13.52
    DIREXION DAILY BRAZIL BULL 3X SHARES (BRZU)-11.15-17.40-17.40-1.77-20.28-12.65
    IPATH DOW JONES-UBS COFFEE SUBINDEX TOTAL RETURN ETN (JO)-8.70-21.61-21.61-2.97-16.40-12.42
    SIMPLEX CHINA BULL 2X H-SHARE ETF (9D31112C)-11.20-16.72-16.72-8.59-10.35-11.72
    KB CHINA MAINLAND A SHARE LEVERAGE SEC FEEDER INVST TRUST-EQUITY-DERV FOF (3AF8926)-18.59-20.71-20.70-10.816.33-10.95
    TORTOISE ENERGY INFRASTRUCTURE CORP (TYG)-3.34-3.07-3.07-15.02-20.03-10.37
    KB CHINA MAINLAND A SHARE LEVERAGE SEC MASTER INVST TRUST-EQUITY-DERV FOF (3AF8884)-18.53-20.54-20.54-9.808.76-10.03
    LYXOR ETF FTSE MIB DAILY SHORT BEAR (BERMIB)1.90-2.17-2.16-13.47-25.40-9.79
    MIRAE ASSET TIGER CHINA CONSUMER ETF (150460)-9.29-9.47-9.47-0.49-18.65-9.47

    Top 5 Commodities Longs Based on Momentum

    Tickernameunitsweek1monthytd6months1yrRank
    XPDUSD CurncyPalladium SpotUSD/t oz.29.8529.8529.8565.2483.4552.10
    CC1 ComdtyCocoa (ICE)USD/MT20.1220.1220.1228.8423.4023.12
    LB1 ComdtyLumber (CME)USD/1000 board feet7.827.827.8223.6035.3318.64
    SB1 ComdtySugar #11 (ICE)USd/lb.9.819.819.8131.4915.9216.76
    XAUEUR CurncyGold/Euro SpotEUR/t oz.7.967.967.964.8929.7712.65

    Top 5 Commodities Shorts Based on Momentum

    Tickernameunitsweek1monthytd6months1yrRank
    NG1 ComdtyNatural Gas (Nymex)USD/MMBtu-16.51-16.51-16.51-16.89-40.72-22.66
    HO1 ComdtyHeating Oil (Nymex)USd/gal.-17.29-17.29-17.29-8.22-11.00-13.45
    QS1 ComdtyGasoil (Nymex)USD/MT-16.73-16.73-16.73-8.87-10.11-13.11
    CO1 ComdtyBrent Crude (ICE)USD/bbl.-15.55-15.55-15.55-6.11-8.20-11.35
    CL1 ComdtyWTI Crude Oil (Nymex)USD/bbl.-15.11-15.11-15.11-7.28-1.30-9.70

    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 #N/A N/A #N/A N/A #N/A N/A #N/A N/A 32.37 -21.01 -34.61 0.00.00.60.00.029.10.10.31.20.70.678.816.9-40%0%0%30%-100%-100%0%0.0
    3008 TT zranksLargan Precision Co LtdInformation Technology 6.31 -12.41 25.1 -21.06 17.13 72.6 -7.39 17.710.710.24.02.168.819.624.43.83.60.00.465.120%20%-10%20%20%20%-20%1.5
    TNB MK zranksTenaga Nasional BhdUtilities 0.3 8.63 2.53 -9.52 26.41 2.43 -19.76 20.78.61.71.33.90.02.56.51.81.63.643.426.0-0%50%-30%20%10%-10%100%0.0
    MRKS RM zranksIDGC of Siberia PJSCUtilities 6.78 -15.16 165.36 -23.3 45.5 105.64 -58.65 22.85.60.20.60.00.00.72.61.00.72.063.213.0-0%330%0%40%20%-50%0%0.0
    SNC CN zranksSNC-Lavalin Group IncIndustrials 6.52 -46.24 -57.18 -24.36 8.18 47.39 -20.14 181.10.01.02.22.15.6-9.9-29.71.00.54.937.5-8.3-10%180%-10%0%10%-30%0%1.2
    119 HK zranksPoly Property Group Co LtdReal Estate 7.1 -2.96 20.14 -37.8 57.18 1.53 -19.1 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 0.73 -24.04 -26.98 5.62 75.82 55.18 -6.95 9.25.91.02.01.40.07.424.30.80.23.358.923.0-10%-50%20%-40%10%10%0%0.0
    SNGR LI zranksSocietatea Nationala de Gaze Naturale ROMGAZ SAEnergy 0.65 19.34 25.31 9.69 70.25 -1.2 -23.2 0.04.30.00.00.095.113.616.44.02.9606,677.70.043.0-10%-10%0%0%0%-100%0%0.0
    BA US zranksBoeing Co/TheIndustrials 12.82 0.3 18.46 11.53 94.77 11.32 14.05 0.0356.61.90.02.55.8-0.50.01.10.221.197.10.720%-50%10%1250%0%10%0%0.6
    HCLT IN zranksHCL Technologies LtdInformation Technology -2.64 -0.06 8.77 0.68 15.14 -1.7 2.43 15.010.22.73.50.935.018.124.82.41.6186.11.423.110%0%-20%20%10%350%-40%1.7
    MAGN RM zranksMagnitogorsk Iron & Steel Works PJSCMaterials 4.67 -2.3 10.21 -4.88 45.85 119.28 36 8.84.10.81.49.027.211.016.22.01.061.19.723.6-10%10%-30%0%0%10%-40%0.0
    BA US zranksBoeing Co/TheIndustrials 12.82 0.3 18.46 11.53 94.77 11.32 14.05 0.0356.61.90.02.55.8-0.50.01.10.221.197.10.720%-50%10%1250%0%10%0%0.6
    UPS US zranksUnited Parcel Service IncIndustrials 7.56 13.93 29.04 -15.48 7.14 22.71 -10.93 15.611.51.230.63.320.48.2140.91.21.010.088.213.70%0%10%10%140%10%20%1.2
    UPS US zranksUnited Parcel Service IncIndustrials 7.56 13.93 29.04 -15.48 7.14 22.71 -10.93 15.611.51.230.63.320.48.2140.91.21.010.088.213.70%0%10%10%140%10%20%1.2
    ORLY US zranksO'Reilly Automotive IncConsumer Discretionary 6.22 6.45 14.4 43.15 -13.6 9.86 31.56 24.515.02.983.40.053.214.9370.50.90.113.890.625.510%0%0%-10%20%0%10%0.0
    SNGR LI zranksSocietatea Nationala de Gaze Naturale ROMGAZ SAEnergy 0.65 19.34 25.31 9.69 70.25 -1.2 -23.2 0.04.30.00.00.095.113.616.44.02.9606,677.70.043.0-10%-10%0%0%0%-100%0%0.0
    OKE US zranksONEOK IncEnergy 6.73 13.46 42.52 6.28 -2.08 149.37 -47.36 19.413.91.33.46.014.66.619.00.70.52.861.718.0-20%10%20%10%-10%60%0%1.7
    POWF IN zranksPower Finance Corp LtdFinancials 2.22 -3.06 2.31 -19.25 17.15 21.35 -32.08 3.310.90.50.70.00.01.722.80.00.00.088.998.80%0%0%0%0%-100%0%0.0
    CL US zranksColgate-Palmolive CoConsumer Staples 2.21 8.88 23.76 -19.18 17.89 0.44 -1.57 24.316.33.3504.32.559.417.40.01.10.618.997.026.00%0%0%10%760%30%-0%3.2
    MHFI US zranksS&P Global IncFinancials #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A 0.019.80.00.00.073.120.4383.61.41.320.861.453.310%10%0%10%0%-0%0%0.0

    Portfolio Longs Average Return 1m 4.5%, 6m -0.1%, YTD 18.8%, 2017 -4.6%, 2016 34.4%, 2015 31.4%, 2014 -10.9%

    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 5.83 9.05 17.5 -27.76 56.76 2.41 -31.49 4.60.0628.50.54.30.010.610.77.67.4-3.80.1-41.80%10%30%0%0%90%10%0.5
    GEO LN zranksGeorgian Mining CorpMaterials #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.0-122.8-178.37.26.20.00.0-2,455.50%0%0%0%0%-100%0%0.0
    EFX US zranksEquifax IncIndustrials 1.76 28.61 53.86 -19.97 0.95 7.34 39.29 30.310,530.63.36.61.156.6-5.3-14.01.10.84.345.50.110%0%0%67030%10%-10%0%1.6
    TSLA US zranksTesla IncConsumer Discretionary 7.36 -10.73 -26.12 6.89 45.7 -10.97 7.91 0.034.12.611.40.016.6-2.7-14.90.80.5-0.565.510.230%0%0%70%50%90%-20%0.0
    GEO LN zranksGeorgian Mining CorpMaterials #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.0-122.8-178.37.26.20.00.0-2,455.50%0%0%0%0%-100%0%0.0
    PLL US zranksPall CorpIndustrials -24.51 -10.31 17.78 -60.91 #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.0-154.2-215.33.73.70.00.0-7,826.90%0%0%0%0%-100%0%0.0
    PLL US zranksPall CorpIndustrials -24.51 -10.31 17.78 -60.91 #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.0-154.2-215.33.73.70.00.0-7,826.90%0%0%0%0%-100%0%0.0
    PLL US zranksPall CorpIndustrials -24.51 -10.31 17.78 -60.91 #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.0-154.2-215.33.73.70.00.0-7,826.90%0%0%0%0%-100%0%0.0
    PFC LN zranksPetrofac LtdEnergy 13.44 -12.84 -8.45 -7.82 -31.59 -3.54 12.05 32.27.50.42.96.312.31.07.91.10.41.362.55.2-10%-20%0%90%20%30%0%0.0
    CIE US zranksCobalt International Energy IncEnergy #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.0-50.60.02.21.8-27.2151.4-815.25990%0%0%0%0%20%0%0.0
    PAH3 GR zranksPorsche Automobil Holding SEConsumer Discretionary 5.83 9.05 17.5 -27.76 56.76 2.41 -31.49 4.60.0628.50.54.30.010.610.77.67.4-3.80.1-41.80%10%30%0%0%90%10%0.5
    TME LI zranksTrader Media East LtdConsumer Discretionary 0 0 0 -97.73 0 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 5.56 -8 -16.04 5.19 -5.96 126.14 -34.88 0.00.10.10.00.022.80.90.00.90.52.4130.28.90%0%0%0%0%-100%0%0.0
    NPN SJ zranksNaspers LtdConsumer Discretionary 12.69 16.2 30.07 -27.64 90.44 7.35 4.65 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 7.65 22.96 62.55 -69.25 -12.38 22.97 -64.8 0.0949.50.60.40.014.8-7.6-23.21.60.9-3.146.30.1-0%0%0%8980%-20%20%0%0.0
    ACHR SP zranksAnchor Resources Ltd/SGMaterials -30.66 -59.88 -61.06 -42.58 -53.61 #N/A N/A #N/A N/A 0.00.05.06.30.00.0-32.3-81.71.11.0-6.138.1-473.90%0%0%0%0%-100%0%0.0
    CYRE3 BZ zranksCyrela Brazil Realty SA Empreendimentos e ParticipacoesConsumer Discretionary -10.21 28.18 44.12 8.09 27.42 71.17 -53 0.01,162.31.91.23.726.5-0.8-1.53.01.5-0.128.80.210%0%-0%8500%-10%-40%-60%0.0
    NWSA US zranksNews CorpConsumer Discretionary 3.49 14.87 28.92 -28.99 43.68 -12.84 -14.19 59.48.41.00.91.544.21.01.71.31.10.015.710.5-0%-30%0%10%-0%-10%30%0.0
    SUEL LI zranksSuzlon Energy LtdIndustrials #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A #N/A N/A 11.82 0.045.90.00.00.039.8-15.30.00.80.30.7249.75.60%0%0%0%0%-100%0%0.0
    SAUD LI zranksSteel Authority of India LtdMaterials 0.35 0.35 0.35 0 0 0 1.59 0.06.40.00.00.00.02.06.10.70.10.653.215.00%0%0%0%0%-100%0%0.0

    Portfolio Longs Average Return 1m 4.5%, 6m -0.1%, YTD 18.8%, 2017 -4.6%, 2016 34.4%, 2015 31.4%, 2014 -10.9%

    Portfolio Shorts Average Return 1m -2.5%, 6m 0.3%, YTD 9.8%, 2017 -25.6%, 2016 10.9%, 2015 10.6%, 2014 -7.6%

    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 LtdMaterials2.28
    TSLA USTesla IncConsumer Discretionary1.68
    WEGE3 BZWEG SAIndustrials0.75
    SIEM INSiemens LtdIndustrials0.66
    606 HKChina Agri-Industries Holdings LtdConsumer Staples0.65
    STM FPSTMicroelectronics NVInformation Technology0.59
    968 HKXinyi Solar Holdings LtdInformation Technology0.56
    IRAO RMInter RAO UES PJSCUtilities0.55
    BHARTI INBharti Airtel LtdTelecommunication Services0.54
    NVDA USNVIDIA CorpInformation Technology0.53
    AAPL USApple IncInformation Technology0.52
    2207 TTHotai Motor Co LtdConsumer Discretionary0.50
    4519 JPChugai Pharmaceutical Co LtdHealth Care0.50
    LRCX USLam Research CorpInformation Technology0.49
    DVA USDaVita IncHealth Care0.48
    SNGS RMSurgutneftegas OJSCEnergy0.47
    6702 JPFujitsu LtdInformation Technology0.46
    SGGD LISurgutneftegas OJSCEnergy0.46
    SWKS USSkyworks Solutions IncInformation Technology0.45
    881 HKZhongsheng Group Holdings LtdConsumer Discretionary0.44

    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
    Serbia Serbia
    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
    Democratic Rep of Congo Democratic Rep of Congo
    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
    XS1752894292BANCA MONTE DEI PASCHI DI SIENA SP RegSBanking5.38Jan 18, 20286.10-56.0
    US83422AAA16SOLERA LLC / SOLERA FINANCE INC 144ATechnology10.50Mar 01, 2024-1.35-31.3
    XS1043961439OBRASCON HUARTE LAIN SA RegSCapital Goods4.75Mar 15, 202218.10-28.9
    US87264AAJ43T-MOBILE USA INCCommunications6.50Jan 15, 2024-5.00-28.7
    US451102BM88ICAHN ENTERPRISES LP / ICAHN ENTERFinancial Other6.75Feb 01, 2024-2.57-26.7
    FR0013183571TEREOS FINANCE GROUPE I SA RegSConsumer Non-Cyclical4.13Jun 16, 20236.27-24.7
    US171871AP14CINCINNATI BELL INC 144ACommunications7.00Jul 15, 20243.82-21.9
    US001546AS98AK STEEL CORPORATIONBasic Industry7.63Oct 01, 20210.32-20.9
    US04021LAA89PETSMART INC 144AConsumer Cyclical7.13Mar 15, 20236.87-20.0
    XS1784286327FANTASIA HOLDINGS GROUP CO LTD RegSIndustrial8.38Mar 08, 20217.25-19.9
    XS1054714248INTERNATIONAL PERSONAL FINANCE PLC MTN RegSFinancial Other5.75Apr 07, 20215.29-19.9
    US02154VAB71ALTICE LUXEMBOURG SA 144ACommunications7.63Feb 15, 20252.93-19.8
    XS1498418224FANTASIA HOLDINGS GROUP CO LTD RegSIndustrial7.38Oct 04, 20217.93-19.7
    US412690AE97HARLAND CLARKE HOLDINGS CORP 144AIndustrial Other9.25Mar 01, 20218.87-19.3
    US00404AAJ88ACADIA HEALTHCARE CO INCConsumer Non-Cyclical5.63Feb 15, 20230.16-18.8
    XS1627597955KAISA GROUP HOLDINGS LTD RegSIndustrial8.50Jun 30, 20227.68-17.3
    XS1627597955KAISA GROUP HOLDINGS LTD RegSIndustrial8.50Jun 30, 20227.78-17.3
    US701885AB18PARSLEY ENERGY LLC/ PARSLEY FINACE 144AEnergy6.25Jun 01, 20240.25-17.3
    XS1627597955KAISA GROUP HOLDINGS LTD RegSIndustrial8.50Jun 30, 20227.68-17.2
    XS1627597955KAISA GROUP HOLDINGS LTD RegSIndustrial8.50Jun 30, 20227.78-17.2

    Top Short Global Bond Picks All FX

    IsinNameSectorCouponMaturityYTWrank
    XS1419879686LEBANON (REPUBLIC OF) MTNSovereign6.40May 26, 202349.40116.0
    XS0859367194LEBANON REPUBLIC OF (GOVERNMENT) MTN RegSSovereign6.00Jan 27, 202350.00115.3
    XS0559237796LEBANON REPUBLIC OF (GOVERNMENT) MTN RegSSovereign6.10Oct 04, 202250.00111.9
    XS1419879504LEBANON (REPUBLIC OF)Sovereign6.25May 27, 202250.00103.8
    XS0250882478LEBANON (REPUBLIC OF) MTN RegSSovereign8.25Apr 12, 202150.0089.3
    XS1313647841LEBANON (REPUBLIC OF) MTN RegSSovereign6.25Nov 04, 202438.6784.1
    XS1396347566LEBANON (REPUBLIC OF) RegSSovereign6.65Apr 22, 202439.6082.6
    US966387AH55WHITING PETROLEUM CORPEnergy5.75Mar 15, 202128.3179.9
    US30162RAA95EXELA INTERMEDIATE LLC 144ATechnology10.00Jul 15, 202346.4378.9
    XS1196417569LEBANON REPUBLIC OF (GOVERNMENT) MTN RegSSovereign6.20Feb 26, 202536.7877.9
    US040114GW47ARGENTINA REPUBLIC OF GOVERNMENTSovereign6.88Apr 22, 202150.0076.5
    US458204AQ79INTELSAT LUXEMBOURG SACommunications8.13Jun 01, 202335.8174.4
    US13057QAG29CALIFORNIA RESOURCES CORP 144AEnergy8.00Dec 15, 202250.0074.1
    US639365AG06NAVIOS MARITIME HOLDINGS INC 144ATransportation7.38Jan 15, 202249.0870.7
    XS1586230051LEBANON (REPUBLIC OF) RegSSovereign6.85Mar 23, 202732.3266.2
    XS1586230051LEBANON (REPUBLIC OF) RegSSovereign6.85Mar 23, 202730.0666.2
    US040114HK99ARGENTINA REPUBLIC OF GOVERNMENT MTNSovereign5.63Jan 26, 202246.0266.1
    US040114HK99ARGENTINA REPUBLIC OF GOVERNMENT MTNSovereign5.63Jan 26, 202246.0866.1
    US040114HK99ARGENTINA REPUBLIC OF GOVERNMENT MTNSovereign5.63Jan 26, 202246.0266.0
    US040114HK99ARGENTINA REPUBLIC OF GOVERNMENT MTNSovereign5.63Jan 26, 202246.0866.0