Trendrating: Gunning for Gold

In a difficult year for global stocks, Gold Miners have been particularly strong performers. However, according  to this recently published article on Bloomberg (see link) most funds missed out on this rally. On a YTD basis, GDX (Van Eck Vectors Gold Miners ETF) has returned about 84%. This compares to a 1.1% return delivered by…

Trendrating to Exhibit at CFA Institute Annual Conference in Montreal

8–11 May 2016 Palais des congrès de Montréal Montréal, Quebec, Canada #CFAInvest TRENDRATING – BOOTH #27 The flagship CFA Institute Annual Conference rotates continents and is one of the investment industry’s largest and longest running educational gatherings of investment professionals, attracting as many as 1,800 delegates from 70 countries and regions in prior years. A…

US Technology Stocks: Has FANG lost its bite?

US Technology stocks have continued their relatively poor start to 2016. At the time of writing, the Nasdaq Composite index is down 5.5% while the S&P 500 Index is up about 1.04% on a YTD basis. Exploring S&P 500 Gic Sectors, we find that Technology stocks are out performing only Financials and Health Care….again on…

Sectors Report_March 2016: Feasting on Telecoms and Utilities

This report will analyse the universe of indices covered by Trendrating. It will assess the distribution of momentum ratings, summarize rating changes observed over the last month, validate the performance of issued ratings over various time periods and finally, will graphically show the timing of some issued positive and negative ratings.  Sectors: Momentum Rating Distribution…

Global Indices Report_March 2016

This report will analyse the universe of indices covered by Trendrating. It will assess the distribution of momentum ratings, summarize rating changes observed over the last month, validate the performance of issued ratings over various time periods and finally, will graphically show the timing of some issued positive and negative ratings.  Indices: Momentum Rating Distribution…

Global Mining Stocks: The rally continues

About a month ago, we released a report on Global mining stocks highlighting how this sector, after a long decline, was beginning to see a change in fortune (see link). Over the last month, as the S&P 500 index (SPX) as returned 5.45%, the SPDR S&P Metals & Mining ETF (XME) and the Market Vectors…

FTSE Russell signs collaboration agreement with Trendrating

FTSE Russell, the global index provider, has today announced that it has signed a collaboration agreement with momentum investing specialist and analytics firm, Trendrating. The agreement will see Trendrating work with FTSE Russell to develop new innovative momentum indexes. The range of products will incorporate Trendrating’s unique momentum model and supporting data as a core…

Maintaining Momentum: Using Trends to Beat the Market

The momentum effect – the fact that, over time, winning assets will continue winning and vice versa – is gaining in popularity as an investment strategy. Although momentum has not yet been fully embraced in all quarters, this is set to change as investors recognise the potential of this robust and persistent factor. The FT’s…

Smart Beta: What you need to know

  Smart beta strategies aim to improve returns, lower risk and increase diversification through a transparent, rules-based approach. Smart beta is the middle ground between active and passive management. Smart beta can offer low-cost exposure to one or several different investment factors including value, momentum, low-volatility, quality or size.  In recent years ‘Smart beta’ has…