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Chart: November Quantamental Strategy

Source: ML

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  • KB Financial Group, Inc. (NYSE:KB) Short Interest Up 13.8% in November
  • Man Group plc Lowers Stock Holdings in The Providence Service Co. (NASDAQ:PRSC)
  • Vocera Communications Inc (NYSE:VCRA) EVP Sells $21,450.00 in Stock
  • Zacks Investment Research Lowers Standard Motor Products (NYSE:SMP) to Sell
  • Standard Motor Products (NYSE:SMP) Coverage Initiated by Analysts at Stephens
  • Community Healthcare Trust Inc (NYSE:CHCT) Receives Consensus Rating of “Hold” from Analysts
  • Regis Co. (NYSE:RGS) Shares Bought by Metropolitan Life Insurance Co NY
  • Altisource Portfolio Solutions (NASDAQ:ASPS) Rating Increased to Hold at BidaskClub
  • Top 20 Index Longs Based on Momentum

    MLIndexnameweek1monthytd6months1yrRank
    DCI CPMT IndexDiapason CommoditiesDiapason Commodities Core Inde34243.1134243.1178.8634295.9478.86999.99
    JGOLD IndexFTSEFTSE/JSE AFRICA GOLD MNG1.137.6776.6773.52106.3647.17
    PLDMLNPM IndexLondon Metal Exchange - LMELondon Metal Exchange Palladiu0.968.1941.5041.0559.5927.45
    FMIBL2X IndexFTSEFTSE MIB FMIBL2X6.1919.6864.3328.8148.4725.79
    TFMIBL2E IndexFTSEFTSE MIB Leverag TR EUR5.9119.3863.9228.4748.0825.46
    MUTFPALL IndexInvestment TrustMUFG TOCOM Palladium-1.097.7039.4733.3761.8025.45
    LEVDAX3 IndexDeutsche BoerseLevDAX x3 TR EUR4.7931.9777.8726.8936.2824.98
    NQCIPAER Index#N/A Field Not ApplicableNQCI Palladium ER-0.676.1346.7835.9957.5524.75
    HUINTR IndexNew York Stock Exchange (NYSE)NYSE Arca Gold BUGS TR1.501.5434.1142.7444.0122.45
    DJRUSGR IndexStandard & Poor'sDJ Russia GDR T$3.1013.9349.1832.3139.3322.17
    TTGDAR IndexStandard & Poor'sS&P/TSX Glob Gold TR Idx0.700.1135.8339.3847.5621.94
    XAU IndexNASDAQ OMX PSXPHILA GOLD & SILVER INDX2.373.8933.9639.2140.9721.61
    M1RUDR IndexMSCIMSCI RUSSIA ADR/GDR NR3.6414.0946.1029.6936.7821.05
    MARUDR IndexMSCIMSCI Russia ADR/GDR NRE3.5713.9045.5229.6836.6620.95
    TFTMIGMI IndexFTSEFTSE Gold Mines Index TR1.23-0.5133.9937.9044.9320.89
    NTCCS4LV IndexNikkeiNikkei-TOCOM LV Gold1.601.3235.5135.3943.3320.41
    JCGMGGI IndexMarkitGlobal Mining Glob Gol1.420.1033.7835.8944.0920.38
    FTMIGMI IndexFTSEFTSE Gold Mines Index1.23-0.5332.8337.1943.3820.32
    MSRC30NU IndexMSCIMSCI Russia 30% Capped T2.5812.9244.5126.8636.7119.77
    MSEURC$N IndexMSCIMSCI Russia Capped at Gr2.5812.9244.5126.8636.7119.77

    Top 20 Index Shorts Based on Momentum

    MLIndexnameweek1monthytd6months1yrRank
    SHRTDX3 IndexDeutsche BoerseShortDAX x3 TR EUR-4.97-23.90-55.84-30.93-44.69-26.12
    SPSU6ET IndexStandard & Poor'sSP SC 600 Cap Enrgy TR2.174.60-21.91-32.60-49.60-18.86
    CACDSH Index#N/A N/ACAC 40 DOUBLE SHORT GR-3.58-11.24-43.78-23.78-35.75-18.59
    SHRTDAX2 IndexDeutsche BoerseSHORTDAX X2 INDEX-3.34-16.22-41.59-21.31-31.71-18.15
    US0012M IndexICE Benchmark AdministrationICE LIBOR USD 12 Month-3.193.89-35.94-28.75-38.23-16.57
    SMISL IndexSix Swiss ExchangeSMI Daily Short Leverage-0.64-9.03-40.71-17.18-32.23-14.77
    UKXI3X IndexFTSEFTSE 100 UKXI3X-3.21-5.77-35.64-16.70-28.60-13.57
    DWOTR IndexNew York Stock Exchange (NYSE)Dyn Oil Ser Intellidex T2.868.49-11.35-23.00-41.99-13.41
    FMIBI1X IndexFTSEFTSE MIB FMIBI1X-3.14-7.44-28.98-16.07-25.69-13.09
    SOLGLOIN IndexSolactive (Structured SolutionSolactive Gl Oil Eq NR4.363.40-11.74-22.78-36.43-12.86
    CHILE65 IndexBolsa de Comercio de SantiagoCHILE 65 INDEX-4.18-8.86-16.63-15.52-18.97-11.88
    IBEXDS IndexMadrid Stock ExchangeIBEX 35 Double Short-1.28-9.82-28.90-13.59-22.72-11.85
    SXNRS IndexSTOXXSTXE6IGSDSht ?TR (GR)-2.29-8.08-27.99-12.53-21.66-11.14
    IPSA IndexStandard & Poor'sS&P/CLX IPSA (CLP) TR-3.79-8.62-12.47-12.67-16.62-10.43
    STRQEN IndexNew York Stock Exchange (NYSE)STRATAQUANT ENERGY3.557.19-12.06-17.57-34.30-10.28
    MXAAR IndexMSCIMSCI All Argentina Pr$-4.05-7.573.98-18.50-10.01-10.03
    NDEUSCH IndexMSCIEM Chile USD-2.75-6.57-13.66-11.79-18.53-9.91
    SHORTDAX IndexDeutsche BoerseSHORTDAX Index-1.71-7.92-24.16-11.35-17.64-9.66
    NTCS11LV IndexNikkeiNikkei-TOCOM LV Cr Oil2.5017.8225.02-22.95-35.23-9.47
    DWETR IndexNew York Stock Exchange (NYSE)Dyn En E&P Intellidex TR3.078.17-8.29-15.80-31.51-9.02


    Top 20 Funds Longs Based on Momentum

    Name1week1monthytd6months1yrRank
    AVANA INDEXTREND EUROPA CONTROL - R (AICB)67.6071.6773.5970.5569.7369.89
    DIREXION DAILY GOLD MINERS BULL 3X SHARES (NUGT)3.50-6.1869.62102.34102.8950.64
    DB PHYSICAL RHODIUM ETC (XRH0)-4.321.9699.2970.25103.9542.96
    DIREXION DAILY RUSSIA BULL 3X SHARES (RUSL)10.7034.18105.7260.2853.3539.63
    YINHUA CONSUMPTION THEME FUND (150048)1.5113.9888.2411.4492.0829.75
    CITIC-PRUDENTIAL CSI 800 NONFERROUS METAL INDEX FUND (150151)9.7138.0955.1329.7729.5726.79
    CHINA UNIVERSAL CSI CONSUMER STAPLES INDEX ETF (159928)2.478.4968.0117.9170.8624.93
    CHINA UNIVERSAL CONSUMER SECTOR FUND (CNUNCSF)3.628.5068.7021.8664.5824.64
    JPMORGAN RUSSIAN SECURITIES PLC (JRS)4.1112.5052.1731.3643.9422.98
    LYXOR ETF RUSSIA DOW JONES RUSSIA GDR - D USD (LYRUS)3.6314.5846.4729.7736.0221.00
    HSBC MSCI RUSSIA CAPPED UCITS ETF $ (HRUB)3.6014.2246.7728.2036.7220.69
    DB X-TRACKERS - MSCI RUSSIA CAPPED INDEX UCITS ETF - 2D (XMRC)4.0713.3542.5227.5937.3620.59
    MARKET VECTORS JUNIOR GOLD MINERS ETF (VE42)2.773.7433.4035.5239.4220.36
    ASA GOLD AND PRECIOUS METALS LTD (XXASAXX)1.69-0.0733.4235.7143.0920.11
    ISHARES MSCI RUSSIA ADR/GDR UCITS ETF (CEBB)3.0112.5945.0528.4135.8619.97
    COHEN & STEERS TOTAL RETURN REALTY FUND INC (RFI)3.617.7955.7922.7844.6219.70
    HSBC MSCI RUSSIA CAPPED UCITS ETF $ (H4ZM)2.6312.2644.3726.7935.6519.33
    Finex Russian Eurobonds ETF3.2212.1044.3524.0337.1019.11
    SOURCE RDX UCITS ETF (RDXS)3.0812.9842.1426.9433.2819.07
    MARKET VECTORS GOLD MINERS ETF (GDX)1.14-1.2630.4934.7041.4119.00

    Top 20 Funds Shorts Based on Momentum

    Name1week1monthytd6months1yrRank
    49 NORTH RESOURCES INC (FNR)-20.361.273.64-41.40-60.11-30.15
    AL-MADA INVESTMENT FUND (ALMADAI)0.894.36-45.50-46.49-47.55-22.20
    ALMADA FUNDO DE INVESTIMENTO EM COTAS DE FUNDO DE INVESTIMENTO MULTIMERCADO CP (ALMADAI)0.894.36-45.50-46.49-47.55-22.20
    UBS HANA AMBATOVY NICKEL OVERSEAS INVESTMENT COMPANY 1 (2772642)0.39-3.63-47.92-29.63-51.00-20.97
    RS GLOBAL NATURAL RESOURCES FUND - C (RGNCX)3.5410.24-37.06-38.18-55.98-20.10
    PROSHARES ULTRASHORT MSCI BRAZIL CAPPED (BZQ)-1.89-13.40-39.96-27.43-34.08-19.20
    CHOU BOND FUND - A (CHOUBNDA)0.35-2.88-32.63-26.05-34.48-15.77
    LYXOR ETF FTSE MIB DAILY SHORT BEAR (BERMIB)-3.18-7.84-29.63-16.51-26.30-13.46
    VELOCITYSHARES 3X LONG NATURAL GAS ETN (UGAZ)22.7629.08-52.10-22.29-82.07-13.13
    LYXOR ETF IBEX 35 DOBLE INVERSO DIARIO (2INVE)-1.28-9.92-28.97-13.70-23.40-12.08
    SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF (XOP)3.907.86-12.83-22.22-37.67-12.03
    MARKET VECTORS OIL SERVICE ETF (OIH)3.8910.22-12.33-21.76-40.48-12.03
    NEXT NOTES NIKKEI TOCOM LEVERAGED CRUDE OIL ETN (2038)1.9013.2819.66-24.71-37.20-11.68
    ISHARES MSCI CHILE CAPPED ETF (ECH)-2.86-8.00-13.98-13.44-18.46-10.69
    PROSHARES ULTRA DJ-UBS CRUDE OIL (UCO)3.4714.5132.33-21.92-33.31-9.31
    DB X-TRACKERS SHORTDAX DAILY UCITS ETF (XSDX)-1.33-7.56-24.75-10.45-17.28-9.16
    CONSULTATIO INCOME FUND FONDO COMUN DE INVERSION (COINLAT)0.581.46-16.49-13.20-18.49-7.41
    ALLAN GRAY AFRICA EQUITY FUND LIMITED (ORBAFRI)1.451.61-12.74-14.81-15.20-6.74
    TORTOISE ENERGY INFRASTRUCTURE CORP (TYG)3.37-3.065.82-10.03-12.10-5.46
    CORONATION AFRICA FRONTIERS FUND - A (CORAFFA)1.591.59-10.78-14.73-9.34-5.22

    Top 5 Commodities Longs Based on Momentum

    Tickernameunitsweek1monthytd6months1yrRank
    XPDUSD CurncyPalladium SpotUSD/t oz.2.882.8837.0829.1365.4925.10
    KC1 ComdtyCoffee 'C' (ICE)USd/lb.15.0515.057.7322.8813.8616.71
    CC1 ComdtyCocoa (ICE)USD/MT8.588.5814.8216.2221.0913.62
    LC1 ComdtyLive Cattle (CME)USd/lb.12.9312.931.9517.076.1012.26
    O A ComdtyOats (CBOT)USd/bu.7.207.2010.707.0122.5911.00

    Top 5 Commodities Shorts Based on Momentum

    Tickernameunitsweek1monthytd6months1yrRank
    JO1 ComdtyOrange Juice (ICE)USd/lb.-2.44-2.44-22.004.18-31.92-8.16
    LMSNDS03 Comdty3Mo Tin (LME)USD/MT-0.34-0.34-15.66-15.45-13.41-7.39
    XB1 ComdtyRBOB Gasoline (Nymex)USd/gal.3.513.5130.88-16.61-19.38-7.24
    QS1 ComdtyGasoil (Nymex)USD/MT-0.47-0.4718.48-8.67-16.65-6.56
    MBSTCIHR IndexSteelUSD/MT2.462.46-10.32-10.42-19.19-6.17

    Top Quantamental Picks
    (Best Quality, Growth and Value)

    Start
    2019
    2018
    2017
    2016
    2015
    2014
    linkcountryUniverse Stocks
    Top PicksAUSTRALIA52
    Top PicksBRAZIL78
    Top PicksBRITAIN109
    Top PicksCANADA68
    Top PicksCHILE22
    Top PicksCHINA114
    Top PicksCOLOMBIA16
    Top PicksDENMARK12
    Top PicksFRANCE57
    Top PicksGERMANY38
    Top PicksHONG KONG54
    Top PicksINDIA98
    Top PicksINDONESIA30
    Top PicksITALY17
    Top PicksJAPAN110
    Top PicksMALAYSIA42
    Top PicksMEXICO29
    Top PicksNETHERLANDS20
    Top PicksPHILIPPINES22
    Top PicksRUSSIA134
    Top PicksSOUTH AFRICA51
    Top PicksSOUTH KOREA115
    Top PicksSPAIN25
    Top PicksSWEDEN25
    Top PicksSWITZERLAND37
    Top PicksTAIWAN119
    Top PicksTHAILAND27
    Top PicksTURKEY28
    Top PicksUNITED STATES564

    Top Global Long Picks

    TickerCompanySector1m6mYTD1yr2yr3yr4yrPE RATIO
    2019
    EV/EBITDA
    2019
    P/S
    2019
    P/B
    2019
    DIVIDEND YIELD
    2019
    GROSS MARGIN
    2019
    ROA
    2019
    ROE
    2019
    CUR RATIO
    2018
    QUICK RATIO
    2018
    INTEREST COVERAGE RATIO
    2018
    Debt/Equity
    2018
    EBITDA Margin
    2019
    revenue Growth
    2020
    Net Income Growth
    2020
    DPS Growth
    2019
    EBITDA Growth
    2020
    BPS Growth
    2020
    Capex Growth
    2020
    FCF Growth
    2020
    PEG Ratio
    2019
    1 month return
    2019
    6 month return
    2019
    CPN US zranksCalpine CorpUtilities #N/A N/A #N/A Requesting Data... #N/A N/A #N/A Requesting Data... 32.37 -21.01 -34.61 0.00.00.00.00.00.02.210.41.00.71.2376.90.00%0%0%-0%0%0%0%0.00.00.0
    119 HK zranksPoly Property Group Co LtdReal Estate 7.1 #N/A Requesting Data... 20.14 #N/A Requesting Data... 57.18 1.53 #N/A Requesting Data... 0.03.80.30.09.20.00.00.01.70.31.8181.70.010%0%90%-10%0%0%0%0.07.10.0
    TNB MK zranksTenaga Nasional BhdUtilities 0.3 #N/A Requesting Data... 2.53 #N/A Requesting Data... 26.41 2.43 #N/A Requesting Data... 13.98.51.50.83.934.93.99.41.41.62.766.20.00%0%-0%0%0%-10%60%0.00.30.0
    3008 TT zranksLargan Precision Co LtdInformation Technology 6.31 #N/A Requesting Data... 25.1 #N/A Requesting Data... 17.13 72.6 #N/A Requesting Data... 20.813.310.14.71.768.620.024.74.13.60.00.30.020%20%10%20%20%-0%30%1.66.30.0
    MRKS RM zranksIDGC of Siberia PJSCUtilities 6.78 #N/A Requesting Data... 165.36 #N/A Requesting Data... 45.5 105.64 -58.65 8.05.20.31.03.50.03.512.70.50.71.3137.50.00%-0%0%-0%0%-20%0%0.06.80.0
    SNC CN zranksSNC-Lavalin Group IncIndustrials 6.52 #N/A Requesting Data... -57.18 #N/A Requesting Data... 8.18 47.39 #N/A Requesting Data... 0.021.60.50.00.93.80.04.60.80.5-6.522.60.0-0%0%-80%90%0%0%0%0.06.50.0
    AIR FP zranksAirbus SEIndustrials -1.58 #N/A Requesting Data... 45.7 #N/A Requesting Data... 53.48 0.74 #N/A Requesting Data... 22.711.71.58.61.516.13.940.81.00.410.7152.80.010%20%20%20%30%10%-0%2.1-1.60.0
    SNGR LI zranksSocietatea Nationala de Gaze Naturale ROMGAZ SAEnergy 0.65 #N/A Requesting Data... 25.31 #N/A Requesting Data... 70.25 -1.2 -23.2 9.75.42.80.011.50.00.00.03.42.90.00.00.00%10%0%0%0%0%0%0.00.70.0
    CL US zranksColgate-Palmolive CoConsumer Staples 2.21 #N/A Requesting Data... 23.76 #N/A Requesting Data... 17.89 0.44 #N/A Requesting Data... 23.615.73.73,332.02.659.418.2147.61.10.918.90.00.00%10%0%0%0%10%10%6.52.20.0
    JSTL IN zranksJSW Steel LtdMaterials 0.73 #N/A Requesting Data... -26.98 #N/A Requesting Data... 75.82 55.18 #N/A Requesting Data... 14.07.00.81.51.316.94.811.50.80.24.2224.80.010%30%-10%20%10%-0%0%0.00.70.0
    BA US zranksBoeing Co/TheIndustrials 12.82 #N/A Requesting Data... 18.46 #N/A Requesting Data... 94.77 11.32 #N/A Requesting Data... 306.748.12.50.02.211.42.9139.91.10.221.1155.80.050%360%10%200%0%10%4170%34.812.80.0
    HCLT IN zranksHCL Technologies LtdInformation Technology -2.64 -0.06 8.77 #N/A Requesting Data... 15.14 -1.7 2.43 15.09.62.23.21.735.415.522.82.41.60.03.50.010%10%130%10%10%-50%140%2.0-2.6-0.1
    TSG LN zranksTrans-Siberian Gold PLCMaterials 9.51 #N/A Requesting Data... 234.39 #N/A Requesting Data... 27.42 144.87 #N/A Requesting Data... 7.63.91.70.0628.038.00.00.01.90.719.725.00.010%-0%31570%10%0%-0%0%0.09.50.0
    MAGN RM zranksMagnitogorsk Iron & Steel Works PJSCMaterials 4.67 #N/A Requesting Data... 10.21 #N/A Requesting Data... 45.85 119.28 36 6.43.50.91.229.128.712.819.02.00.861.155.60.0-0%-0%-20%-0%10%0%-20%1.94.70.0
    SWMA SS zranksSwedish Match ABConsumer Staples 10.33 #N/A Requesting Data... 13.45 #N/A Requesting Data... 30.86 -0.31 15.95 18.414.65.30.02.762.932.5-73.21.51.214.13,280.20.010%10%0%10%0%-20%20%1.410.30.0
    BA US zranksBoeing Co/TheIndustrials 12.82 #N/A Requesting Data... 18.46 #N/A Requesting Data... 94.77 11.32 #N/A Requesting Data... 306.748.12.50.02.211.42.9139.91.10.221.1155.80.050%360%10%200%0%10%4170%34.812.80.0
    AAL US zranksAmerican Airlines Group IncIndustrials 8.32 #N/A Requesting Data... -5.9 #N/A Requesting Data... 12.4 11.49 -20.35 5.87.20.310.91.48.23.6720.30.50.42.5364.90.00%10%20%10%100%-20%0%1.28.30.0
    UPS US zranksUnited Parcel Service IncIndustrials 7.56 #N/A Requesting Data... 29.04 #N/A Requesting Data... 7.14 22.71 #N/A Requesting Data... 16.512.31.416.53.112.512.4121.41.21.010.0575.40.00%10%10%10%50%0%100%2.07.60.0
    SNGR LI zranksSocietatea Nationala de Gaze Naturale ROMGAZ SAEnergy 0.65 #N/A Requesting Data... 25.31 #N/A Requesting Data... 70.25 -1.2 -23.2 9.75.42.80.011.50.00.00.03.42.90.00.00.00%10%0%0%0%0%0%0.00.70.0
    UPS US zranksUnited Parcel Service IncIndustrials 7.56 #N/A Requesting Data... 29.04 #N/A Requesting Data... 7.14 22.71 #N/A Requesting Data... 16.512.31.416.53.112.512.4121.41.21.010.0575.40.00%10%10%10%50%0%100%2.07.60.0

    Portfolio Longs Average Return 1m 5.0%, 6m -0.0%, YTD 30.2%, 2017 0.0%, 2016 40.5%, 2015 30.2%, 2014 -5.3%

    Top Global Short Picks

    TickerCompanySector1m6mYTD1yr2yr3yr4yrPE RATIO
    2019
    EV/EBITDA
    2019
    P/S
    2019
    P/B
    2019
    DIVIDEND YIELD
    2019
    GROSS MARGIN
    2019
    ROA
    2019
    ROE
    2019
    CUR RATIO
    2018
    QUICK RATIO
    2018
    INTEREST COVERAGE RATIO
    2018
    Debt/Equity
    2018
    EBITDA Margin
    2019
    revenue Growth
    2020
    Net Income Growth
    2020
    DPS Growth
    2019
    EBITDA Growth
    2020
    BPS Growth
    2020
    Capex Growth
    2020
    FCF Growth
    2020
    PEG Ratio
    2019
    1 month return
    2019
    6 month return
    2019
    GEO LN zranksGeorgian Mining CorpMaterials 56.37 #N/A Requesting Data... -69.03 #N/A Requesting Data... 152.14 -24.59 #N/A Requesting Data... 0.00.00.00.00.00.00.00.02.86.20.00.00.00%0%0%0%0%0%0%0.056.40.0
    PAH3 GR zranksPorsche Automobil Holding SEConsumer Discretionary 5.83 #N/A Requesting Data... 17.5 #N/A Requesting Data... 56.76 2.41 #N/A Requesting Data... 5.111.8188.30.64.2100.011.511.96.87.4-42.01.10.010%10%20%10%10%20%30%0.55.80.0
    BMTR IJ zranksGlobal Mediacom Tbk PTConsumer Discretionary 2.59 #N/A Requesting Data... 55.96 #N/A Requesting Data... -3.59 -42.49 -29.57 2.75,824.8762.50.53.862.712.219.51.41.24.052.90.00%0%0%0%0%0%0%0.02.60.0
    TSLA US zranksTesla IncConsumer Discretionary 7.36 #N/A Requesting Data... -26.12 #N/A Requesting Data... 45.7 -10.97 #N/A Requesting Data... 0.031.82.68.90.016.4-1.2-8.10.80.5-0.5234.20.020%0%0%60%10%50%0%0.07.40.0
    GEO LN zranksGeorgian Mining CorpMaterials 56.37 #N/A Requesting Data... -69.03 #N/A Requesting Data... 152.14 -24.59 #N/A Requesting Data... 0.00.00.00.00.00.00.00.02.86.20.00.00.00%0%0%0%0%0%0%0.056.40.0
    WYNN US zranksWynn Resorts LtdConsumer Discretionary 10.43 #N/A Requesting Data... 21.25 #N/A Requesting Data... 98.06 27.91 -52.24 26.912.11.97.13.227.63.120.91.41.61.742,246.60.010%40%40%20%10%-60%2970%2.110.40.0
    PLL US zranksPall CorpIndustrials -24.51 #N/A Requesting Data... 17.78 #N/A Requesting Data... #N/A N/A #N/A N/A #N/A Requesting Data... 0.00.00.00.00.00.00.00.02.13.70.00.00.00%0%0%0%0%0%0%0.0-24.50.0
    PLL US zranksPall CorpIndustrials -24.51 #N/A Requesting Data... 17.78 #N/A Requesting Data... #N/A N/A #N/A N/A #N/A Requesting Data... 0.00.00.00.00.00.00.00.02.13.70.00.00.00%0%0%0%0%0%0%0.0-24.50.0
    PLL US zranksPall CorpIndustrials -24.51 #N/A Requesting Data... 17.78 #N/A Requesting Data... #N/A N/A #N/A N/A #N/A Requesting Data... 0.00.00.00.00.00.00.00.02.13.70.00.00.00%0%0%0%0%0%0%0.0-24.50.0
    5406 JP zranksKobe Steel LtdMaterials 7.06 #N/A Requesting Data... -17.96 #N/A Requesting Data... -3.07 -13.16 #N/A Requesting Data... 193.27.10.10.32.00.00.70.11.40.55.3113.30.00%300%-60%30%0%-50%0%3,864.17.10.0
    CIE US zranksCobalt International Energy IncEnergy #N/A N/A #N/A Requesting Data... #N/A N/A #N/A Requesting Data... #N/A N/A #N/A N/A #N/A N/A 0.00.00.00.00.00.00.00.04.11.8-3.091.20.020%0%0%0%30%300%0%0.00.00.0
    PFC LN zranksPetrofac LtdEnergy 13.44 #N/A Requesting Data... -8.45 #N/A Requesting Data... -31.59 -3.54 #N/A Requesting Data... 6.44.50.32.17.411.25.035.11.10.42.2145.30.0-0%-10%0%-10%10%-0%40%0.013.40.0
    KMB US zranksKimberly-Clark CorpConsumer Staples -2.58 #N/A Requesting Data... 20.08 #N/A Requesting Data... 9.05 -7.69 #N/A Requesting Data... 19.313.02.50.03.134.215.2-742.60.80.58.57,476.00.00%0%0%0%0%-10%30%4.0-2.60.0
    TME LI zranksTrader Media East LtdConsumer Discretionary 0 #N/A Requesting Data... 0 #N/A Requesting Data... 0 0 #N/A Requesting Data... 0.00.00.00.00.00.00.00.00.00.1-6.00.00.00%0%0%0%0%0%0%0.00.00.0
    RKKE RM zranksPJSC SPC EnergiaIndustrials 5.56 #N/A Requesting Data... -16.04 #N/A Requesting Data... -5.96 126.14 -34.88 0.00.00.00.00.00.00.00.00.90.50.90.00.00%0%0%0%0%0%0%0.05.60.0
    VK FP zranksVallourec SAEnergy 7.65 #N/A Requesting Data... 62.55 #N/A Requesting Data... -12.38 22.97 #N/A Requesting Data... 0.011.10.30.70.018.10.0-15.81.30.9-1.569.70.010%0%0%40%-0%20%0%0.07.70.0
    BRPR3 BZ zranksBR Properties SAReal Estate -0.51 #N/A Requesting Data... 27.97 #N/A Requesting Data... 39.27 8.4 #N/A Requesting Data... 3,225.024.812.70.90.1100.00.0-0.11.50.01.576.90.010%0%0%30%0%-90%0%0.0-0.50.0
    ACHR SP zranksAnchor Resources Ltd/SGMaterials -30.66 #N/A Requesting Data... -61.06 #N/A Requesting Data... -53.61 #N/A N/A #N/A Requesting Data... 0.00.00.00.00.00.00.00.00.51.0-3.60.00.00%0%0%0%0%0%0%0.0-30.70.0
    SUEL LI zranksSuzlon Energy LtdIndustrials #N/A N/A #N/A Requesting Data... #N/A N/A #N/A Requesting Data... #N/A N/A #N/A N/A 11.82 0.00.00.00.00.00.00.00.00.60.3-0.10.00.00%0%0%0%0%0%0%0.00.00.0
    SAUD LI zranksSteel Authority of India LtdMaterials 0.35 #N/A Requesting Data... 0.35 #N/A Requesting Data... 0 0 #N/A Requesting Data... 0.00.00.00.00.00.00.00.00.80.12.182.40.00%0%0%0%0%0%0%0.00.40.0

    Portfolio Longs Average Return 1m 5.0%, 6m -0.0%, YTD 30.2%, 2017 0.0%, 2016 40.5%, 2015 30.2%, 2014 -5.3%

    Portfolio Shorts Average Return 1m 3.3%, 6m 0.0%, YTD -0.4%, 2017 0.0%, 2016 22.1%, 2015 3.0%, 2014 -5.2%

    Top Momentum Picks

    country
    AUSTRALIA
    AUSTRIA
    BELGIUM
    BERMUDA
    BRAZIL
    BRITAIN
    CANADA
    CHILE
    CHINA
    COLOMBIA
    CZECH
    DENMARK
    FINLAND
    FRANCE
    GERMANY
    HONG KONG
    HUNGARY
    INDIA
    INDONESIA
    IRELAND
    ITALY
    JAPAN
    KAZAKHSTAN
    LUXEMBOURG
    MACAU
    MALAYSIA
    MEXICO
    NETHERLANDS
    NORWAY
    PERU
    PHILIPPINES
    PORTUGAL
    RUSSIA
    SINGAPORE
    SOUTH AFRICA
    SOUTH KOREA
    SPAIN
    SWEDEN
    SWITZERLAND
    TAIWAN
    THAILAND
    TURKEY
    UNITED STATES

    Top Momentum Longs Across All Countries

    TickerCompanysectorrank
    SGGD LISurgutneftegas OJSCEnergy0.70
    SGGD LISurgutneftegas OJSCEnergy0.69
    SNGS RMSurgutneftegas OJSCEnergy0.69
    JBSS3 BZJBS SAConsumer Staples0.67
    2020 HKANTA Sports Products LtdConsumer Discretionary0.56
    2207 TTHotai Motor Co LtdConsumer Discretionary0.53
    ANG SJAngloGold Ashanti LtdMaterials0.53
    4958 TTZhen Ding Technology Holding LtdInformation Technology0.52
    BPCL INBharat Petroleum Corp LtdEnergy0.52
    GFI SJGold Fields LtdMaterials0.52
    AMS SJAnglo American Platinum LtdMaterials0.51
    FMG AUFortescue Metals Group LtdMaterials0.48
    LRCX USLam Research CorpInformation Technology0.48
    GAZP RMGazprom PJSCEnergy0.43
    OGZD LIGazprom PJSCEnergy0.42
    SULA11 BZSul America SAFinancials0.41
    1177 HKSino Biopharmaceutical LtdHealth Care0.39
    RADL3 BZRaia Drogasil SAConsumer Staples0.39
    2454 TTMediaTek IncInformation Technology0.38
    QRVO USQorvo IncInformation Technology0.38

    Top Momentum Shorts Across All Countries

    TickerCompanysectorrank
    042660 KSDaewoo Shipbuilding & Marine Engineering Co LtdIndustrials
    1378 HKChina Hongqiao Group LtdMaterials
    3998 HKBosideng International Holdings LtdConsumer Discretionary
    4519 JPChugai Pharmaceutical Co LtdHealth Care
    8267 JPAeon Co LtdConsumer Staples
    BLL USBall CorpMaterials
    CBOE USCBOE Holdings IncFinancials
    DISCA USDiscovery Communications IncConsumer Discretionary
    DIVI INDivi's Laboratories LtdHealth Care
    DRI USDarden Restaurants IncConsumer Discretionary
    FISV USFiserv IncInformation Technology
    HAS USHasbro IncConsumer Discretionary
    MHK USMohawk Industries IncConsumer Discretionary
    NRG USNRG Energy IncUtilities
    POLY RMPolymetal International PLCMaterials
    PTBA IJTambang Batubara Bukit Asam Persero Tbk PTEnergy
    ROP USRoper Technologies IncIndustrials
    VMW USVMware IncInformation Technology
    VTBR RMVTB Bank PJSCFinancials
    XLNX USXilinx IncInformation Technology

    Top Momentum Bond Picks

    CountryUSDDebtLocalCurDebt
    Zambia Zambia
    Vietnam Vietnam
    Venezuela Venezuela
    Uruguay Uruguay
    United States United States
    United Kingdom United Kingdom
    United Arab Emirates United Arab Emirates
    Ukraine Ukraine
    Turkey Turkey
    Tunisia Tunisia
    Trinidad and Tobago Trinidad and Tobago
    Togo Togo
    Thailand Thailand
    Taiwan Taiwan
    Switzerland Switzerland
    Sweden Sweden
    Supranational Supranational
    Sri Lanka Sri Lanka
    Spain Spain
    South Africa South Africa
    Slovak Republic Slovak Republic
    Singapore Singapore
    Serbia Serbia
    Senegal Senegal
    Saudi Arabia Saudi Arabia
    Russian Federation Russian Federation
    Romania Romania
    Qatar Qatar
    Portugal Portugal
    Poland Poland
    Philippines Philippines
    Peru Peru
    Paraguay Paraguay
    Panama Panama
    Pakistan Pakistan
    Oman Oman
    Norway Norway
    Nigeria Nigeria
    Netherlands Netherlands
    Morocco Morocco
    Mongolia Mongolia
    Mexico Mexico
    Malaysia Malaysia
    Macau Macau
    Luxembourg Luxembourg
    Lithuania Lithuania
    Lebanon Lebanon
    Kuwait Kuwait
    Korea (South) Korea (South)
    Kenya Kenya
    Kazakhstan Kazakhstan
    Jordan Jordan
    Japan Japan
    Jamaica Jamaica
    Italy Italy
    Israel Israel
    Ireland Ireland
    Iraq Iraq
    Indonesia Indonesia
    India India
    Hungary Hungary
    Hong Kong Hong Kong
    Guatemala Guatemala
    Greece Greece
    Ghana Ghana
    Germany Germany
    Gabon Gabon
    France France
    Finland Finland
    Ethiopia Ethiopia
    El Salvador El Salvador
    Egypt Egypt
    Ecuador Ecuador
    Dominican Republic Dominican Republic
    Denmark Denmark
    Democratic Rep of Congo Democratic Rep of Congo
    Czech Republic Czech Republic
    Croatia (Hrvatska) Croatia (Hrvatska)
    Cote D'Ivoire (Ivory Coast) Cote D'Ivoire (Ivory Coast)
    Costa Rica Costa Rica
    Colombia Colombia
    China China
    Chile Chile
    Cayman Islands Cayman Islands
    Canada Canada
    Brazil Brazil
    Bolivia Bolivia
    Belgium Belgium
    Bahrain Bahrain
    Azerbaijan Azerbaijan
    Austria Austria
    Australia Australia
    Argentina Argentina
    Angola Angola

    Top Long Global Bond Picks Any FX

    IsinNameSectorCouponMaturityYTWrank
    US22282EAF97COVANTA HOLDING CORPCapital Goods5.88Mar 01, 2024-5.00-39.4
    US88023UAD37TEMPUR SEALY INTERNATIONAL INCConsumer Non-Cyclical5.63Oct 15, 2023-4.78-37.7
    XS1175854923TURKIYE VAKIFLAR BANKASI TAO MTN RegSAgency6.88Feb 03, 202519.61-36.6
    XS1175854923TURKIYE VAKIFLAR BANKASI TAO MTN RegSAgency6.88Feb 03, 202523.03-36.6
    US532776AZ45LIN TELEVISION CORPORATIONCommunications5.88Nov 15, 2022-5.00-34.0
    XS1175854923TURKIYE VAKIFLAR BANKASI TAO MTN RegSAgency6.88Feb 03, 202519.61-33.1
    TRT170221T12TURKEY (REPUBLIC OF)Treasuries10.70Feb 17, 202111.57-33.1
    XS1175854923TURKIYE VAKIFLAR BANKASI TAO MTN RegSAgency6.88Feb 03, 202523.03-33.1
    XS1331156684SWISSPORT INVESTMENTS SA RegSTransportation6.75Dec 15, 2021-5.00-30.7
    US364725BE07TEGNA INCCommunications6.38Oct 15, 2023-4.43-30.5
    XS1175854923TURKIYE VAKIFLAR BANKASI TAO MTN RegSAgency6.88Feb 03, 202519.61-29.7
    XS1175854923TURKIYE VAKIFLAR BANKASI TAO MTN RegSAgency6.88Feb 03, 202523.03-29.7
    TRT120122T17TURKEY (REPUBLIC OF)Treasuries9.50Jan 12, 202212.06-28.7
    TRT220921T18TURKEY (REPUBLIC OF)Treasuries9.20Sep 22, 202111.62-28.7
    XS1435297202SALINI IMPREGILO SPA RegSIndustrial Other3.75Jun 24, 20212.73-28.7
    US87264AAN54T-MOBILE USA INCCommunications6.38Mar 01, 2025-5.00-28.1
    TRT140922T17TURKEY (REPUBLIC OF)Treasuries8.50Sep 14, 202211.77-27.4
    US46284PAQ72IRON MOUNTAIN INCTechnology6.00Aug 15, 2023-5.00-27.4
    XS0867478124KAZKOMMERTSBANK JSC RegSFinancial Institutions5.50Dec 21, 2022-4.50-26.5
    XS0867478124KAZKOMMERTSBANK JSC RegSFinancial Institutions5.50Dec 21, 2022-2.15-26.5

    Top Short Global Bond Picks All FX

    IsinNameSectorCouponMaturityYTWrank
    US040114HK99ARGENTINA REPUBLIC OF GOVERNMENT MTNSovereign5.63Jan 26, 202250.00120.9
    US040114GW47ARGENTINA REPUBLIC OF GOVERNMENTSovereign6.88Apr 22, 202150.00114.5
    US561233AA57MALLINCKRODT INTERNATIONAL FINANCE 144AConsumer Non-Cyclical5.75Aug 01, 202247.04110.6
    US561234AE52MALLINCKRODT INTERNATIONAL FINANCEConsumer Non-Cyclical4.75Apr 15, 202346.9899.4
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.8890.3
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.9890.3
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.8890.2
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.9890.2
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.8890.1
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.9890.1
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.8890.0
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.9890.0
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.8889.9
    US040114HP86ARGENTINA REPUBLIC OF GOVERNMENTSovereign4.63Jan 11, 202338.9889.9
    US30162RAA95EXELA INTERMEDIATE LLC 144ATechnology10.00Jul 15, 202336.8288.2
    US13057QAG29CALIFORNIA RESOURCES CORP 144AEnergy8.00Dec 15, 202241.9786.4
    US35906AAK43FRONTIER COMMUNICATIONS CORPCommunications8.75Apr 15, 202247.7281.8
    USC86155AA35STONEWAY CAPITAL CORP RegSUtility10.00Mar 01, 202735.2079.5
    US561233AD96MALLINCKRODT INTERNATIONAL FINANCE 144AConsumer Non-Cyclical5.63Oct 15, 202338.6778.4
    US35906AAW80FRONTIER COMMUNICATIONS CORPCommunications10.50Sep 15, 202244.8977.3