Thursday, June 5, 2014

06/05/2014 Shift to Small Value

The change to SR on Monday was a result of the Style Model calling for Small Value instead of Large Value:

Small Value Mid Value Mid Blend Large Value Small Growth Small Blend Large Growth Large Blend Mid Growth
Utilities 1 4 6 9 10 16 29 30 50
Staples 2 5 11 18 21 26 38 39 60
Finance 3 7 13 20 22 28 40 42 61
Healthcare 8 17 27 34 37 47 57 58 73
Materials 12 23 32 43 45 53 63 64 75
Industrial 14 24 33 44 46 55 65 66 76
Technology 15 25 36 48 51 56 67 68 77
Cyclicals 19 31 41 49 54 59 70 71 78
Energy 35 52 62 69 72 74 79 80 81


The sectors are still defensive, but Small Value is effectively neutral.



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