We have refreshed our momentum style screen for the first time since inception on 26 July 2016. As before, the screen selects the 25 stocks exhibiting the most extreme momentum characteristics, according to our measurement method. From these we have selected 10 to focus on. Since inception the screen has underperformed both the main small-cap and micro-cap indices against a background of generally rising momentum. We have noted a subset of the basket, where decelerating momentum at the time of m ....

12 Jan 2017
N+1 Singer - Small-cap quantitative research - Momentum screen refresh + 10 focus stocks
IQE plc (IQE:LON), 27.7 | Speedy Hire Plc (SDY:LON), 33.5 | Surgical Innovations Group plc (SUN:LON), 1.9 | Ergomed PLC (ERGO:LON), 1,027 | NetDimensions (NETD:LON), 0 | Gear4music (Holdings) PLC (G4M:LON), 86.0 | Gfinity PLC (GFIN:LON), 0.1 | Smoove PLC (SMV:LON), 31.8 | Future plc (FUTR:LON), 1,106
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Trevor Griffiths
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11 pages
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N+1 Singer - Small-cap quantitative research - Momentum screen refresh + 10 focus stocks
IQE plc (IQE:LON), 27.7 | Speedy Hire Plc (SDY:LON), 33.5 | Surgical Innovations Group plc (SUN:LON), 1.9 | Ergomed PLC (ERGO:LON), 1,027 | NetDimensions (NETD:LON), 0 | Gear4music (Holdings) PLC (G4M:LON), 86.0 | Gfinity PLC (GFIN:LON), 0.1 | Smoove PLC (SMV:LON), 31.8 | Future plc (FUTR:LON), 1,106
- Published:
12 Jan 2017 -
Author:
Trevor Griffiths -
Pages:
11 -
We have refreshed our momentum style screen for the first time since inception on 26 July 2016. As before, the screen selects the 25 stocks exhibiting the most extreme momentum characteristics, according to our measurement method. From these we have selected 10 to focus on. Since inception the screen has underperformed both the main small-cap and micro-cap indices against a background of generally rising momentum. We have noted a subset of the basket, where decelerating momentum at the time of m ....