Trendrating Reports

There are 114 files | Displaying 1 to 12 of 114 files.


2.7 MB

Momentum Driven Dynamic Risk Management

May 15, 2017

This paper presents a 15-year analysis of the time varying rating of a Global Market Portfolio and its linkage to returns over subsequent holding periods; we also document the same for the Developed Europe & USA regional market portfolios. We calculate the portfolio rating at each holding period and measure the forward return over the subsequent holding period and that periods with a high aggregate rating significantly outperform periods with a low aggregate rating. This implies that Momentum Driven Portfolio Rating can have profound implications on portfolio return.

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1.4 MB

Trendrating Issued Early Downgrades on Fixed Income Market Prior to Sharp Decline

March 14, 2017

In November 2016, we provided an early warning of negative momentum creeping into Fixed Income markets by issuing a report, which is available on the Trendrating website. In the report, we questioned whether the long bond rally was over. Since we issued the report, momentum in the Fixed Income markets has deteriorated further.

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2.8 MB

Trendrating vs. Analyst Recommendations

March 1, 2017

This report demonstrates the significant value that Trendrating momentum analytics can add to the investment process that incorporates analyst recommendations.

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1.2 MB

U.S. General Retailer Downgrades Continue to Underperform

February 23, 2017

Correctly called “D” ratings dropped 24% in price, while incorrect calls increased by just 4%.

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1.3 MB

Canadian ETF Report

February 20, 2017

The majority of "A" rated Canadian ETFs held their rating for 6 to 9 months while performing positively during that period.

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921.8 KB

STOXX 600 Best Performers in 2016

January 22, 2017

Trendrating’s quick and reliable momentum ratings allowed investors to capture a significant portion of the upside of the best performing stocks of the year.

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1.3 MB

European Banks December 2016

December 13, 2016

European Banks: Breaking down positive and negative momentum by country

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739.3 KB

Rapid movement of Fixed Income to Negative Momentum

November 15, 2016

An analysis of Fixed Income ETFs to evaluate momentum characteristics of Bond Markets

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821.0 KB

The Trump Effect

November 14, 2016

A few days after the election of Donald Trump, what is the effect on momentum in US Equities?

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828.8 KB

US Technology Sector Report

September 23, 2016

A brief look at momentum in US Technology

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757.3 KB

Momentum Analysis: European Banks

September 21, 2016

We follow up our earlier analysis on European Bank with a brief update

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687.6 KB

GLOBAL OIL & GAS

July 12, 2016

Given the recent rebound in oil prices, we evaluate momentum in global energy stocks

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