Equity Sectors. Sector Report

Transcription

1 Equity Sectors Sector Report

2 This document will utilise Trendrating s Smart Momentum analytics to determine what sectors caught the eyes of investors over the last month. We will also uncover what sectors fell out of favour. Finally, we will graphically show the timing of some issued positive and negative ratings. Sectors: Momentum Rating Changes Upgrades Downgrades Ticker Name Region Rating Ticker Name Region Rating MSCI EMU Health Care East A HSCICGN Hang Seng Composite Industry - Conglomerates Hong Kong C FKX EURO STOXX Telecommunications East B MSCI World Food & Staples Retailing Developed Markets D S5TELS S&P 500 Telecommunication Services United States A MSCI Europe Consumer Staples East D MSCI US IMI Telecommunication Services United States A HSU Hang Seng Utilities Hong Kong C DJUSTL Dow Jones US Telecommunications United States A HSP Hang Seng Properties Hong Kong C NMX5000 FTSE 350 Consumer Services United Kingdom A HSCIIND Hang Seng Composite Industry - Industrials Hong Kong C C5300P SWX SP Retail Switzerland B HSCIP&C Hang Seng Composite Industry - Properties&Constructions Hong Kong C C5000P SWX ID Consumer Services Switzerland B MSCI EM Consumer Discretionary Emerging Markets C MSCI EMU Telecommunication Services East B C3500P SWX SP Food & Beverage Switzerland D Q0A STOXX Europe 600 Consumer Goods East B The table above displays sectors that experienced changes in momentum over the last month. Telecommunications has dominated the move to positive momentum during the course of the month. Smart Momentum January 4 th,

3 Best Performing Sectors over the last three months Upgrades Downgrades Ticker Name Region Rating Performance Ticker Name Region Rating Performance SPJPFIN S&P TOPIX 150 Financials JP A 28.62% HSCITEL Hang Seng Composite Industry - Telecommunications HK C % S5BANKX S&P 500 Banks US A 28.35% UB6500 FTSE 350 Telecommunications GB D -6.85% DJUSBK Dow Jones US Banks US A 28.03% MSCI EM Real Estate Global C -6.13% F7X EURO STOXX Banks Dev Europe A 27.47% MSCI Europe Utilities Dev Europe D -4.86% SXPE EURO STOXX Basic Resources Dev Europe A 24.70% MSCI Europe Health Care Dev Europe D -4.16% The table above presents the performance since rated of a sample of sectors that experienced a change in momentum over the last three months. Performance is recorded since the last observed rating change. Here, we see good performance from the financial sector in Japan, the US and Developed Europe. Long Term Charts Positive Momentum: Smart Momentum January 4 th,

4 Negative Momentum: Smart Momentum January 4 th,

5 WHY TRENDRATING? Sector Report Portfolio managers understand that their investment strategies and decision-making can be enhanced by data analysis in four key areas: to balance emotion, bias, market knowledge and opinion subjectivity. A growing trend sees investors incorporating systematic models which, rather than replacing experts, can be overlaid onto the existing investment decision making process. On average, sound models outperform experts, while adding discipline, transparency and measurability. Momentum is a strong factor, persistent over time and negatively correlated to most fundamental strategies. Momentum when combined with a value approach, can dramatically enhance returns and reduce volatility. Trendrating more than pays for itself by managing portfolio risk and avoiding major losses. Contact Trendrating today to schedule a demonstration and see how our system spots major trends better than any analytics solution commercially available. info@trendrating.com The evaluations, rankings and information provided by Trendrating (the "Services") are provided solely for the use of finance professionals (the "Users") who have been issued a license to use the Services by Trendrating and who, by nature of their status as investment professions understand, or are expected to understand, the complexity of fin ance products, the functioning of the markets and the risks inherent in them. The Services are not offered for use by persons not employed or actively working as professionals in the finance and investment industry. The Services are to be used entirely at the risk of the Users. Included in the Services are forward-looking statements that are based on observations, assumptions and calculations that reflect Trendrating's expectations. Forward-looking statements are subject to numerous risks and uncertainties that could cause actual results to materially differ from those expectations. The Se rvices are not intended to constitute a recommendation of any specific security or financial product and are to be implemented solely in conjunction with or as part of a complete investment evaluation conducted by the Users. Under no circumstances shall Trendrating, its officers, directors, employees or agents be liable for any damages, lost profits or investment losses that result in any way from use of the Servi ces or any interruptions, errors or delays in the Services. Smart Momentum January 4 th,