Performance Q4
09-12
Performance YTD
04-12
Performance Q4
04-12
Performance YTD
27-11
27-11
Performance YTD
20-11
Performance Q4
20-11
Performance YTD
13-11
Performance YTD
06-11
Performance Q4
06-11
The model portfolios of Q4 2015 were created on Sept. 21st. They are based on the actual Value- and Growth Short-lists at that time. The Momentum & Dogs portfolios were finalised after the close of Sep. 30th.
The 14 models are :
Value Cashflow,
Value High Risk,
Value Dividend,
Value Brands,
Value Lowlands,
Value Momentum and
Value Dogs.
and 7 comparible Growth versions.
The definitions of each of the models can be found below, together with the selected stocks for the last quarter Q4.
Value Cashflow :
This portfolio contains stocks from the Value Short-list with the biggest surplus cashflow value (= operational cashflow - capex - dividend) at the start of the quarter.
portfolio Q4 :
NDA Aurubis AG
BOKA Koninklijke Boskalis Westminster NV
CDI Christian Dior SA
SPD Sports Direct International plc
REY Reply SpA
TW Taylor Wimpey plc
III 3i Group plc
LR Legrand SA
WKL Wolters Kluwer NV
DIAS DiaSorin SpA
This portfolio contains 10 stocks from 5 countries and 9 sectors.
Growth Cashflow :
This portfolio contains stocks from the Growth Short-list with the biggest surplus cashflow value (= operational cashflow - capex - dividend) at the start of the quarter.
portfolio Q4 :
BOKA Koninklijke Boskalis Westminster NV
ALM Almirall SA
SPD Sports Direct International plc
REY Reply SpA
LR Legrand SA
SKY SKY plc
SAP SAP SE
BRNL Brunel International NV
IP Interpump Group SpA
BKG Berkeley Group Holdings plc
This portfolio contains 10 stocks from 6 countries and 9 sectors.
Value High Risk :
This portfolio contains stocks from the Value Short-list with the highest volatility (beta) at the start of the quarter.
portfolio Q4 :
MON Montupet SA
III 3i Group plc
MNDI Mondi plc
BDEV Barratt Developments plc
BRBY Burberry Group plc
POM Compagnie Plastic Omnium SA
CON Continental AG
PSN Persimmon plc
SPD Sports Direct International plc
UHR The Swatch Group AG
This portfolio contains 10 stocks from 4 countries and 6 sectors.
Growth High Risk :
This portfolio contains stocks from the Growth Short-list with the highest volatility (beta) at the start of the quarter.
portfolio Q4 :
MON Montupet SA
LEO LEONI AG
BRBY Burberry Group plc
POM Compagnie Plastic Omnium SA
SPD Sports Direct International plc
UHR The Swatch Group AG
ABBN ABB Ltd
AMS ams AG
VIS Viscofan SA
BAS BASF SE
This portfolio contains 10 stocks from 5 countries and 7 sectors.
Value Dividend :
This portfolio contains stocks from the Value Short-list with the highest dividend stream at the start of the quarter.
portfolio Q4 :
ABI Anheuser Busch Inbev SA
BAS BASF SE
MC LVMH Moet Hennessy Louis Vuitton SE
SAB SABMiller plc
BT.A BT Group plc
SAP SAP SE
SCMN Swisscom AG
SYNN Syngenta AG
AI Air Liquide SA
NXT NEXT plc
This portfolio contains 10 stocks from 5 countries and 7 sectors.
Growth Dividend :
This portfolio contains stocks from the Growth Short-list with the highest dividend stream at the start of the quarter.
portfolio Q4 :
NESN Nestle AG
ABI Anheuser Busch Inbev SA
BAS BASF SE
MC LVMH Moet Hennessy Louis Vuitton SE
ABBN ABB Ltd
SAP SAP SE
RB. Reckitt Benckiser Group plc
SYNN Syngenta AG
NXT NEXT plc
SKY SKY plc
This portfolio contains 10 stocks from 5 countries and 9 sectors.
Value Lowlands :
This portfolio contains stocks from the Value Short-list of the Netherlands or Belgium with the highest ROA value at the start of the quarter.
portfolio Q4 :
EVS EVS Broadcast Equipment NV
NEDAP Nederlandse Apparaten Fabriek NV
BESI BE Semiconductor Industries NV
ACOMO Amsterdam Commodities NV
BRNL Brunel International NV
BOKA Koninklijke Boskalis Westminster NV
ABI Anheuser Busch Inbev SA
TWEKA TKH Group NV
AALB Aalberts Industries NV
SLIGR Sligro Food Group NV
Growth Lowlands :
This portfolio contains stocks from the Growth Short-list of the Netherlands or Belgium with the highest EPS 10 yr value at the start of the quarter.
portfolio Q4 :
ACOMO Amsterdam Commodities NV
BRNL Brunel International NV
BOKA Koninklijke Boskalis Westminster NV
ABI Anheuser Busch Inbev SA
TWEKA TKH Group NV
HAL HAL Trust NV
ASML ASML Holding NV
KIN Kinepolis Group NV
MELE Melexis NV
VPK Koninklijke Vopak NV
Value Brands :
This portfolio contains stocks from the Value Short-list with the highest ROA at the start of the quarter and from one of the following sectors :
Personal Goods
Household Goods & Home Construction
Beverages
General Retailers
Travel & Leisure
Media
portfolio Q4 :
NXT NEXT plc
This portfolio contains stocks from the Growth Short-list with the highest EPS 10 yr value at the start of the quarter and from one of the following sectors :
portfolio Q4 :
This portfolio contains stocks from the Value Short-list with the highest performance at the end of the last quarter.
portfolio Q4 :
NDA Aurubis AG
AMA Amadeus IT Group SA
REY Reply SpA
DLNG De'Longhi SpA
MARR Marr SpA
This portfolio contains stocks from the Growth Short-list with the highest performance at the end of the last quarter.
portfolio Q4 :
FPE3 Fuchs Petrolub SE
NESN Nestle AG
ISAT Inmarsat plc
SPD Sports Direct International plc
Value Dogs :
This portfolio contains stocks from the Value Short-list with the lowest performance at the end of the last quarter.
portfolio Q4 :
This portfolio contains stocks from the Growth Short-list with the lowest performance at the end of the quarter.
portfolio Q4 :
This portfolio contains stocks from the Value Short-list with the highest dividend stream at the start of the quarter.
portfolio Q4 :
ABI Anheuser Busch Inbev SA
BAS BASF SE
MC LVMH Moet Hennessy Louis Vuitton SE
SAB SABMiller plc
BT.A BT Group plc
SAP SAP SE
SCMN Swisscom AG
SYNN Syngenta AG
AI Air Liquide SA
NXT NEXT plc
This portfolio contains 10 stocks from 5 countries and 7 sectors.
Growth Dividend :
This portfolio contains stocks from the Growth Short-list with the highest dividend stream at the start of the quarter.
portfolio Q4 :
NESN Nestle AG
ABI Anheuser Busch Inbev SA
BAS BASF SE
MC LVMH Moet Hennessy Louis Vuitton SE
ABBN ABB Ltd
SAP SAP SE
RB. Reckitt Benckiser Group plc
SYNN Syngenta AG
NXT NEXT plc
SKY SKY plc
This portfolio contains 10 stocks from 5 countries and 9 sectors.
Value Lowlands :
This portfolio contains stocks from the Value Short-list of the Netherlands or Belgium with the highest ROA value at the start of the quarter.
portfolio Q4 :
EVS EVS Broadcast Equipment NV
NEDAP Nederlandse Apparaten Fabriek NV
BESI BE Semiconductor Industries NV
ACOMO Amsterdam Commodities NV
BRNL Brunel International NV
BOKA Koninklijke Boskalis Westminster NV
ABI Anheuser Busch Inbev SA
TWEKA TKH Group NV
AALB Aalberts Industries NV
SLIGR Sligro Food Group NV
Growth Lowlands :
This portfolio contains stocks from the Growth Short-list of the Netherlands or Belgium with the highest EPS 10 yr value at the start of the quarter.
portfolio Q4 :
ACOMO Amsterdam Commodities NV
BRNL Brunel International NV
BOKA Koninklijke Boskalis Westminster NV
ABI Anheuser Busch Inbev SA
TWEKA TKH Group NV
HAL HAL Trust NV
ASML ASML Holding NV
KIN Kinepolis Group NV
MELE Melexis NV
VPK Koninklijke Vopak NV
Value Brands :
This portfolio contains stocks from the Value Short-list with the highest ROA at the start of the quarter and from one of the following sectors :
Personal Goods
Household Goods & Home Construction
Beverages
General Retailers
Travel & Leisure
Media
portfolio Q4 :
NXT NEXT plc
BRBY Burberry Group plc
MMT Metropole Television SA
SPD Sports Direct International plc
BB Societe BIC SA
PSN Persimmon plc
DLG De'Longhi SpA
WTB Whitbread plc
UHR The Swatch Group AG
TW. Taylor Wimpey plc
This portfolio contains 10 stocks from 4 countries and 6 sectors.
This portfolio contains 10 stocks from 4 countries and 6 sectors.
Growth Brands :
This portfolio contains stocks from the Growth Short-list with the highest EPS 10 yr value at the start of the quarter and from one of the following sectors :
Personal Goods
Household Goods & Home Construction
Beverages
General Retailers
Travel & Leisure
Media
portfolio Q4 :
BRBY Burberry Group plc
SPD Sports Direct International plc
DLG De'Longhi SpA
WTB Whitbread plc
ABI Anheuser Busch Inbev SA
MC LVMH Moet Hennessy Louis Vuitton SE
CPG Compass Group plc
BOSS Hugo Boss AG
ITV ITV plc
RB. Reckitt Benckiser Group plc
This portfolio contains 10 stocks from 5 countries and 6 sectors.
Value Momentum :
This portfolio contains stocks from the Value Short-list with the highest performance at the end of the last quarter.
portfolio Q4 :
EZJ easyJet plc
SAB SAB Miller plc
ATE Alten SA
COLR Etablissementen Franz Colruyt NV
REC Recordati SpANDA Aurubis AG
AMA Amadeus IT Group SA
REY Reply SpA
DLNG De'Longhi SpA
MARR Marr SpA
Growth Momentum :
This portfolio contains stocks from the Growth Short-list with the highest performance at the end of the last quarter.
portfolio Q4 :
EZJ easyJet plc
ATE Alten SA
REC Recordati SpA
REY Reply SpA
DLNG De'Longhi SpA
RB. Reckitt Benckiser Group plcFPE3 Fuchs Petrolub SE
NESN Nestle AG
ISAT Inmarsat plc
SPD Sports Direct International plc
Value Dogs :
This portfolio contains stocks from the Value Short-list with the lowest performance at the end of the last quarter.
portfolio Q4 :
BRBY Burberry Group plc
TWEKA TKH Group NV
III 3i Group plc
IP Interpump Group SpA
BRNL Brunel International NV
SYNN Syngenta AG
ZIL2 ElringKlinger AG
MON Montupet SA
JMAT Johnson Matthey plc
BESI BE Semiconductor Industries NV
Growth Dogs :
This portfolio contains stocks from the Growth Short-list with the lowest performance at the end of the quarter.
portfolio Q4 :
BAB Babcock Int. Group plc
IP Interpump Group SpA
SDF K+S AG
MELE Melexis NV
SYNN Syngenta AG
ZIL2 ElringKlinger AG
MON Montupet SA
JMAT Johnson Matthey plc
ZC Zodiac Aerospace SA
VPK Koninklijke Vopak NV
Performance YTD
30-09
Performance Q3 (final)
30-09
