Cadence factor-based Momentum portfolios target momentum factors in the identification and inclusion of individual equities into discrete momentum indexes across developed and emerging market segments globally.
The portfolios seek to capture equities exhibiting specific momentum characteristics relative to traditional, capitalization-weighted indexes. Companies that have upward trending prices and earnings tend to continue to have price “momentum” going forward. Our own empirical research along with academic research studies have confirmed this pattern. Our strategy is constructed to efficiently capture the alpha-effect of high momentum stocks.