D10 Value and Momentum Strategy
The D10 Value and Momentum strategy is suited for investors seeking style diversification. To track the performance of the strategy, the portfolio is designed to hold up to 20 stocks with 10 stocks selected by the Earnings Value strategy and 10 stocks selected by the Price Momentum strategy. In the Earnings Value strategy, there is a maximum of two stocks allowed in one industry group while in the Price Momentum strategy, there is a maximum of three stocks allowed in any one industry group. The strategy diversifies between stocks with low P/E and P/CF multiples based on reported earnings and cash flow and stocks with high earnings estimate revisions.
