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Crossinvest (Asia) Pte Ltd
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Wealth management company offering exclusive asset management and financial advisory services to sophisticated individuals, entrepreneurial families and institutions. Established in Singapore in 2005.
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  • Crossinvest Asia Momentum Model  0 comments
    Apr 11, 2014 9:17 AM

    The Crossinvest Asia Momentum Model looks at 11 markets across Asia. It uses a variation of Norman Fosback's Strength Rating to calculate momentum for each of these markets and ranks them accordingly.

    This is defined as the Average of Daily Price over 100 Days, 1 Day ago / Average of Daily Price over 100 Days, 15 Days ago

    Simplistically the top 3 markets get 60% of the weight equally weighted, the next 4 markets 25% equally weighted, and the last 4 markets 15% equally weighted.

    iShares country ETFs are used for each country/market:

    EWA US ISHARES MSCI AUSTRALIA ETF

    EWH US ISHARES MSCI HONG KONG ETF

    EWM US ISHARES MSCI MALAYSIA ETF

    EWJ US ISHARES MSCI JAPAN ETF

    EWY US ISHARES MSCI SOUTH KOREA CAP

    EPHE US ISHARES MSCI PHILIPPINES ETF

    EWS US ISHARES MSCI SINGAPORE ETF

    THD US ISHARES MSCI THAILAND CAPPED

    EWT US ISHARES MSCI TAIWAN ETF

    EIDO US ISHARES MSCI INDONESIA ETF

    INDY US ISHARES INDIA 50 ETF

    The model is rebalanced weekly on Wednesdays.

    Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

    Additional disclosure: This article is produced purely for informational purposes only and does not constitute advice or recommendations. All ideas and remarks in this article are based on the author’s personal research, analysis and experience. As opinions, practices and approaches do vary, please exercise your own judgment regarding the suitability of the content. This article contribution and its information herein is not an advertisement for any such business and the author shall not be held liable for any losses or problems encountered.

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