As one of our five ASX-based strategies, the ASX Value Strategy buys stocks within the ASX 200. These stocks have fundamentals3 that show a strong tendency for earnings stability, coupled together with growth potential. We have defined ‘value’ as a stock that has strong prospects of future share price growth based on a range of fundamental factors. The quality and efficiency of the company’s earnings are a major part of this analysis. We evaluate several items from the income statement and balance sheet to calculate the Rivkin ‘value score’. On the 5th of each month (or next trading day), our model ranks ten stocks from the ASX 200, providing a list of medium to large-sized companies. This strategy differs from other forms of trading as the portfolio holdings are re-evaluated on a regular basis, in this case one month. Furthermore, trades are held without an initial stop loss.
The back-tested average annual return for the Value portfolio is 15.5%.
*Performance data for the ASX Value strategy relies on backtested data prior to 5 Feb 2018 and live results post that date. **Past performance is no guarantee to future performance. ^Rivkin advise you not to rely solely on back tested data or statistics in order to make any trading decisions. We suggest you contact our relationship managers to arrange access to our live membership site on trial basis. Here you will be able to view all actual historical trading recommendations (and results) provided to clients over the last 20 years which can be used to inform your own assessment of the potential returns based on your individual situation.
With an average of 2-3 trades per month, the Value portfolio provides a market beating return without the need for excessive portfolio maintenance.
*Performance data for the ASX Value strategy relies on backtested data prior to 5 Feb 2018 and live results post that date. **Past performance is no guarantee to future performance
|Item||ASX Value||ASX Blue Chips||ASX Momentum||ASX Income||ASX Event||US Momentum||US Value||US Long/Short||FX & Liquid Market|
|Average No. of Trades Per Year||29||19||24||2||10||48||46||36||120|
|% Positive Months||68%||66%||67%||74%||89%||60%||61%||59%||59%|
|Average Monthly Return||1.38%||0.97%||2.12%||0.22%||0.12%||1.59%||1.24%||1.09%||1.02%|
ASX Value Trades
|Status||Stock Name||Code||Entry Month||Entry Price||Distributions Paid||Exit Month||Exit Price||Gross Return (%)|
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