More portfolio managers are realizing that combining an existing value strategy with the momentum factor does indeed improve risk-adjusted returns over the years. Trendrating’s unique long-term Momentum Model and Analytics Platform can quickly and easily overlay systematic and objective momentum ratings on top of any value strategy to smooth out returns across different market cycles.Read More
What Are the Attributes of a Robust Momentum Model? While smart beta strategies aim for market beating performance, it doesn’t always work out that way. A strategy is only as good as the expertise of the team constructing the model as well as how rigorously it was tested against actual market conditions. Momentum Factor Models are not all created...Read More
Using a series of historical data on equity performance spanning 140 years, Trendrating has examined Momentum returns to statistically validate its existence and effectiveness. Our findings confirm that momentum investors have enjoyed significantly better risk-adjusted returns than other factor-based models. Read More
