This list shows all the Swiss Mid & Small Cap equities making a new high on 27.11.2020. Investors following momentum strategies will be using such data to filter their investment universe for investable opportunities.
Momentum investing means using a rule based framework, which prioritises equities that have recently risen faster or higher than the average (and below average) equities. A risk-adjusted and a non risk-adjusted performance are calculated for a short term (around 6 month) and a medium term (around 12 month) timeframe. These performance returns will generate a ‚momentum factor‘, which has been shown to be an important component of equity market returns.
|DOTTIKON ES N||CH0020739006||DESN||1680||1690|
|Fundamenta Real Estate N||CH0045825517||FREN||17.75||17.75|
|MEYER BURGER N||CH0108503795||MBTN||0.3908||0.395|
Here’s another visual from man.com on momentum investing:
As part of my algo collection, I use such criteria to monitor the Swiss Mid & Small Cap universe in Switzerland and generate buy and sell signals. The Swiss Mid & Small Cap universe currently encompasses 208 equities listed on the Swiss Exchange. I also monitor over 1550 ETF listed on the Swiss Exchange.
Questions or feedback?
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