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You are here: Home / 2016 / Archives for May 2016

Archives for May 2016

Top Ranking ETFs and Stocks

May 24, 2016 By Lowell Herr

Based on 5/23/2016 data, the following ETFs and stocks flow to the top of the two ranking models shown below.  The stock screen was tightened this week as I was able to increase the F-Score from 7 to 8, thereby reducing the number of stocks from eight (8) down to three (3).  Those three are: […]

Filed Under: Portfolio Construction Tagged With: Portfolio Construction

Splitting Portfolio Into Multiple Parts

May 23, 2016 By Lowell Herr

Reducing portfolio risk is at the forefront of investor thinking after a flat market in 2015.  Momentum principles, as laid out in the Kipling 2.5.1 spreadsheet, do not always work as well as preferred, due in part to the 33-day portfolio review waiting period.  We see the rankings change when we use 12 Portfolio Offsets.  […]

Filed Under: Beginning Investors, Critical Material, Portfolio Construction Tagged With: Portfolio Construction

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