The Value Momentum portfolio looks for undervalued stocks with decent price momentum. It is heavily inspired by the O'Shaughnessy Trending Value screen described in the book "What Works on Wall Street" by James O'Shaughnessy. It is important to understand that “value” screens do not look for “cheap” stocks that ought to justify a higher price but look for stocks that do not seem to have a great future.
Model Portfolio: Value Momentum
Model Portfolio: Value Momentum
Model Portfolio: Value Momentum
The Value Momentum portfolio looks for undervalued stocks with decent price momentum. It is heavily inspired by the O'Shaughnessy Trending Value screen described in the book "What Works on Wall Street" by James O'Shaughnessy. It is important to understand that “value” screens do not look for “cheap” stocks that ought to justify a higher price but look for stocks that do not seem to have a great future.