Smallcap momentum portfolio

I have also made changes for INOX WIND @visuarchie, I was also a bit shocked why it’s not in top 25. Can you also check once?

Please provide a date for 6 months and 1 year I got one from another thread on 26/05/2023.

I am using 24/11/2023 for 6 months @visuarchie Can tell his

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@stuti_agarwal If you have made the changes for INOXWIND, it should appear in our list. It is actually in 4th rank for me.

@stuti_agarwal Yes, I am using the same date for 6 months look back.

For me it’s coming in 104 rank, I don’t understand why? The prices are updated for the stock as I made this sheet today itself. :roll_eyes:

@visuarchie Can you share your complete list, I will check if there are any other anomaly

Update for entry on 27th May 2024

50EMA (15239) > 200EMA (13719); hence, we can continue without any change.

Based on ranking:

  1. JAIBALAJI
  2. COCHINSHIP
  3. ANANDRATHI
  4. INOXWIND
  5. SCHNEIDER
  6. HUDCO
  7. POWERINDIA
  8. SOBHA
  9. MOTILALOFS
  10. HINDCOPPER
  11. SWSOLAR
  12. KPIL
  13. SIGNATURE
  14. NBCC
  15. CENTURYTEX
  16. HBLPOWER
  17. EIHOTEL
  18. NATIONALUM
  19. BRIGADE
  20. BEML

Based on A → Z for easy tracking:

  • ANANDRATHI
  • BEML*
  • BRIGADE*
  • CENTURYTEX
  • COCHINSHIP
  • EIHOTEL
  • HBLPOWER
  • HINDCOPPER
  • HUDCO
  • INOXWIND
  • JAIBALAJI
  • KPIL
  • MOTILALOFS
  • NATIONALUM*
  • NBCC*
  • POWERINDIA
  • SCHNEIDER
  • SIGNATURE
  • SOBHA
  • SWSOLAR

Exits:
BLUESTARCO and MEDANTA make an exit.
EXIDEIND and JWL stay within the top 25 and hence remain.

Entry:
NATIONALUM and NBCC make an entry.
BEML and BRIGADE cannot enter as there is no vacancy.

With a variation of 70% weightage for 6m performance, we see small changes in pf.
MEDANTA exits. BLUESTARCO and HBLPOWER stay within the top 25 an hence remain.
NATIONALUM enters. BRIGADE and NBCC cannot enter as there is no vacancy.

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my list had equal weightage for 6 months and 12 months, hence I see a lot of changes between both of our list. Should i also make it 70% for 6 months and 30% for 12 months? @visuarchie ?

@stuti_agarwal Momentum ratio for 12m (Row 436) is 293.448 and 6m (Row 443) is 91.217. Difference is coming from STDEV. I think there is some error there on your sheet. It may have changed because of the change you have made in the previous values.

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@stuti_agarwal My basic list is for equal weightage between the two. I have a separate pf for monitoring only with 30 and 70% weightage. No need to make any change from your side.

Could you check once, I have checked the formulas everything seems to be correct, so I am not able to understand where am i going wrong. Can you please check the formulas below once.


Please help me with this as well @visuarchie

@stuti_agarwal Formulae appear to be correct.

17/05/2024 -0.051%
21/05/2024 0.171%
22/05/2024 -0.863%
23/05/2024 0.372%
24/05/2024 3.767%

Please check the latest 5 values related to INOXWIND in your column NM. I have given my values above. I am certain that the difference is coming from here.

My values are the same but getting 99 rank for INOXWIND!
-0.051%
0.171%
-0.863%
0.372%
3.767%

@Anand_Jain That’s good. Are your returns over 1 year and 6m same as seen in @stuti_agarwal 's chart? Those are the values I have.

I checked for INOX WIND, and apparently for two dates google finance was not giving correct price, i had to change that manually and now I am getting Inox wind in top 6. but in my list BEML AND BRIGADE is in top 25 and not top 20. This is the only difference now between your list and mine.

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Returns below
image

which dates, please provide dates.

10/04/2024, only this date was wrong.

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how did you figure out the change for the dates.