The selection algorithm underpinning the RepuStars strategy is designed to identify these value opportunities. For REPUVAR, the algorithm selects up to 3 companies from each of 19 commercial sectors companies in which value opportunities are implied by a high reputation value and a low stock price. REPUVAR is denominated in U.S. dollars. The components trade on U.S. exchanges and are screened for price and market cap. The benchmark index is the S&P 500 Composite Equity Index.
- Chapter 9: Analysts
- from Reputation, Stock Price, and You: Why the Market Rewards Some Companies and Punishes Others
- Publisher: Apress
- Released: November 2012
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