1. How is the global currency impact integrated in the forecast of our stock selection model?
Technical information and price patterns |
Sentiment information - Specifically hedge fund positioning which incorporates several data points, one of which being the current theme of currency impacts |
Analyst estimates who anticipate more specifically the impact of currency on the top line and bottom line |
Firm financial guidance – which has started to anticipate this trend |
2. How is the growing disparity across global currencies (specifically the weakening of these currencies against the dollar) affecting position performance in CAN SLIM®?
|
JPY (Yen) |
EUR (Euro) |
CHF (Franc) |
CAD (Canadian Dollar) |
CAN SLIM® |
(0.35) |
(0.16) |
(0.15) |
+0.33 |
S&P 500 |
(0.35) |
(0.14) |
(0.09) |
0.44 |
Net Exposure |
(0.00) |
(0.02) |
(0.06) |
(0.12) |
Volatility |
8.2% |
7.0% |
18.5% |
6.8% |
Net Exposure x Volatility |
0.0% |
-0.2% |
-1.1% |
-0.8% |
Overall, our gross exposure is negative versus JPY, EUR, CHF and positive to CAD, and the net exposure is slightly negative. Therefore, we have a slight “dollar appreciation” overweight expressed in our portfolio. This is a consequence of our stock selection models capturing some of the information on U.S. dollar (USD) appreciation potentially impacting some companies more than others. *Note: The magnitude of the volatility associated with the currency action is a small portion of our risk budget nonetheless.
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