Valtrust Momentum

Overview

For decades, the core to investing has been to buy low and sell high. And this is where momentum investing is different – propels “buy high and sell even higher”.

This is a long-term strategy that primarily invests in Indian public equities with an aim to generate capital appreciation by capitalizing on the continuance of an existing market trend.

The strategy aims to capture significant investor biases like initial underreaction, delayed overreaction, herd mentality, and confirmation bias.

Selection Approach

Universe

NIFTY 750 Index

Filter

Ranking on a stock based on risk-adjusted metrics like Sharpe ratio and liquidity parameter

Selection

Top 30 stocks are selected

scale
Monthly

The frequency may increase based on certain triggers

Key Characteristics

Particulars Description