Marwyn Value Investors (LSE:MVI) Momentum Rank : 5 (As of May. 15, 2024)

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What is Marwyn Value Investors Momentum Rank?

Marwyn Value Investors has the Momentum Rank of 5.

For Momentum Rank, we considered the residual momentum concept that was widely studied by Blitz and his colleagues as well as by Nobel Prize laureates Fama and French. However, we did not find any significant differences in the performances of stocks with different ranks of residual momentum. Therefore, we use traditional momentum instead.

Momentum Rank is determined using the standardized momentum ratio and other momentum indicators. The standardized momentum ratio is the average of the performances from 12 months ago to 1 month ago and 6 months ago to 1 month ago, divided by the beta of the stock over the past 12 months. To calculate the momentum ratio today, we would use the average of the two performance numbers.

For momentum, we found that stock price performance does not have a monotonic correlation with the momentum ratio. The stocks with the highest momentum ratios perform worse than those at about the 70th percentile. Therefore, for the momentum rank, we ranked the stocks at about the 70th percentile of the momentum ratio as the highest at 10.

Please click GF Score to see more details on the GF Score's 5 Key Aspects of Analysis.

Competitive Comparison of Marwyn Value Investors's Momentum Rank

For the Asset Management subindustry, Marwyn Value Investors's Momentum Rank, along with its competitors' market caps and Momentum Rank data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Marwyn Value Investors's Momentum Rank Distribution in the Asset Management Industry

For the Asset Management industry and Financial Services sector, Marwyn Value Investors's Momentum Rank distribution charts can be found below:

* The bar in red indicates where Marwyn Value Investors's Momentum Rank falls into.

Marwyn Value Investors Momentum Rank Related Terms

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Marwyn Value Investors (LSE:MVI) Business Description

Industry

GURUFOCUS.COM » STOCK LIST » Financial Services » Asset Management » Marwyn Value Investors Ltd (LSE:MVI) » Definitions » Momentum Rank

Comparable Companies

Traded in Other Exchanges

MVR2:UK

Address

Ugland House, PO Box 309, Grand Cayman, CYM, KY1-1104

Website

https://www.marwynvalue.com

Marwyn Value Investors Ltd is a closed-ended investment fund. Its investment objective is to maximize total returns on its capital through the capital appreciation of its investments. It seeks to achieve its investment objective by investing majority of its available capital into Marwyn Value Investors LP (the Master Fund) through the acquisition of limited partnership interests in the Master Fund. The company invests in sectors, which include automotive, luxury goods, media, and European technology, media and telecommunications (TMT). The Company is organized and operates as one segment by allocating its assets to its investment in the Master Fund which is not actively traded.

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