|

Alpha MultFct STK (II)

Strategy Performance
Ann. Ret.

12.17%

Sharpe R.

0.79

YTD Ret.

8.12%

Max DD.

24.72%

NAV

2.84

RFR

184.12%

About The Strategy
Invest Asset(s): SPX stocks
Strategy Type: alpha/alphamultfct/
Strategy Conception: Based on a multi-factor model for component stocks of S&P 500 index, select stocks with high potential for Alpha returns and optimal volume-price characteristics to maintain a relatively stable alpha return in the investment portfolio.
Strategy Attributes: Alpha MultFct STK (II) applys the volume-price multi-factor stock selection model, the strategy can identify stocks with high growth potential and volume-price characteristics. Optimizing the investment portfolio through multi-factor models, to achieve stable alpha excess returns.
Enterprise API
You Just Hit The Jackpot!
Install MAXE for the special offer
7-day Free Trial
Pro
$29.9
$0
Ask AI
1Query/Week
AI portfolio updates
Big shots choice
Real-time data for global assets
You Just Hit The Jackpot!
Install MAXE for the special offer
7-day Free Trial