Wright Momentum Model
Wright Research
Momentum investing: Aiming to capitalize on market trends for potential growth.
3Y CAGR
30.99%
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Daily Change
Today's change in this smallcase is
7Y CAGR
CAGR (Compounded Annual Growth Rate) indicates the average yearly return generated by a smallcase from the date of launch. Only live data is considered to calculate the CAGR. Thus, this smallcase has given returns on an average every year since Apr 4, 2016
High Volatility
Stock prices move up and down on a daily basis, resulting in fluctuating investment value. High volatility indicates high fluctuation is expected in the investment made in this smallcase
About the smallcase
Explore the potential of our high momentum strategy, which balances performance and volatility for the opportunity of long-term growth and the potential to outperform the index.
Key highlights include:
- Track record of consistently outperforming benchmarks in diverse conditions.
- A diverse, 20-25 stock portfolio, handpicked from the top 500 universe.
- High-quality stocks with strong momentum and low volatility.
- Return potential in bull markets and resilience in high-risk regimes.
- Monthly portfolio rebalancing to maintain low turnover.
Invest in our Momentum Strategy for potential rewards, supported by proven performance and smart risk management.
Methodology
Know how this smallcase was created
Methodology
universe
The Wright Momentum strategy focuses on a universe of the top 500 publicly traded companies. These represent a wide range of industries with strong market capitalization, liquidity, and growth potential. This universe provides a diverse pool of high-quality stocks, ensuring a rich selection of companies with strong momentum. By targeting the top 500, the strategy captures stocks that exhibit consistent performance, scalability, and alignment with market trends, serving as a robust foundation for constructing a momentum-driven portfolio.
research
Research for the Wright Momentum strategy centers on identifying stocks with strong momentum characteristics, leveraging advanced quantitative models and AI-powered analytics. These models evaluate price trends, earnings growth, and market sentiment, prioritizing stocks with high momentum and low volatility. Additionally, regime modeling and forecasting tools assess market conditions to align the portfolio with prevailing trends. This data-driven approach is designed to optimize stock selection while maintaining a balanced risk-reward profile, enabling superior performance across varying market cycles.
stockScreening
Screening begins with the identification of 20-25 stocks that demonstrate exceptional momentum within the top 500 universe. Factors such as recent price performance, earnings momentum, and volatility are meticulously evaluated to ensure optimal stock selection. Stocks are chosen for their ability to maintain upward trends and resilience in diverse market conditions. This systematic screening process ensures that the portfolio comprises high-quality, high-performing stocks that align with the strategy’s goals of delivering consistent momentum-driven returns with smart risk management.
weighting
The Wright Momentum strategy employs a dynamic and adaptive weighting approach to balance risk and reward, and is a flexi-cap strategy. Each stock’s weighting is determined by its momentum strength, growth potential, and volatility metrics, ensuring an optimal mix of performance and stability. Monthly portfolio rebalancing incorporates the latest market insights, allowing adjustments to weights based on changing trends and emerging opportunities. This approach ensures that the portfolio remains diversified, well-aligned with market dynamics, and positioned for long-term growth while mitigating risk exposure.
rebalance
This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month
About the Manager
At the glance
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