NQ Value & Momentum

Definition

NQ Value & Momentum is a Nordic equity portfolio that combines valuation and price momentum to find undervalued companies with a strong trend.

Purpose

Combining value and momentum to find undervalued companies in the Nordics that are also showing strong trends. A historically profitable combination of factors.

Method

Combines multiple-based valuation with momentum ranking to identify attractive companies in trend.

Key parameters

Universe	Nordic
Type	Combination of value and momentum
Signal update	Monthly
Rebalancing	Monthly
Stop loss	The best
Position size	Volatility-adjusted
Activity level	Medium (compared to other model portfolios)

Historical development

See current developments and comparison with other model portfolios →

Peer-reviewed

Research by Erik Hansén (CFTe) and Jens Lennen (AFA, CIIA)