Over 1000 stocks are monitored, tracking amongst others: value, growth, estimate revisions, price trends, and quality. The output of the models is combined with market knowledge to build a portfolio with low risk characteristics and good return potential.
Our process steers us towards stocks with either superior long or inferior short characteristics, so that we can benefit from either upward or downward stock price movement.
As a result, every day 1000 European stocks get a rank from 0 to 100. Stocks with a rank from 80 to 100 are the long candidates, from 0 to 20 are the short candidates.