Update: Value & Momentum
Value & Momentum is a strategy that combines the factors of value and momentum to buy cheap companies that are trading with good momentum. Portfolio weights are adjusted for volatility and changes are made once a month. With patience, discipline and systematic position management, we have good conditions to outperform over time.
By updating the portfolio once a month instead of constantly adjusting it, the strategy has room to work and function as it is intended to. Keep in mind that factor-based equity portfolios have a high correlation to the stock market. After all, we are buying stocks. If the stock market falls, the equity portfolios are expected to fall.
Our factor-based equity strategies are included in the premium package. On the page model portfolios The holdings and portfolio weights are reported.
Click here to read more about our strategies.
Development
The strategy has had an impressive performance in 2024, exceeding our expectations. Stocks that contributed to the success include Hoist Finance, Traton, Enea, Coinshares and Ambea. We have no preconceived ideas or subjective opinions about the holdings. Our approach is agnostic – we let the strategy do what it was designed to do.
Monthly development (%)*
| Year | Jan | Feb | Mar | Apr | Maj | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
| 2023 | -0,7 | 4,7 | 3,3 | -1,7 | 0,5 | 1,1 | -0,5 | 3,6 | 10,5 | ||||
| 2024 | 4,2 | 4,4 | 6,7 | 3,1 | 6,0 | -2,0 | 3,4 | -0,4 | 1,8 | 1,4 | 1,0 | 0,6 | 34,3 |
*The development is indicative only and depends on execution, slippage and brokerage.
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