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Vox Valor Capital (LSE:VOX) Momentum Rank : 0 (As of Jun. 06, 2024)


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What is Vox Valor Capital Momentum Rank?

Vox Valor Capital has the Momentum Rank of 0.

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.


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Vox Valor Capital (LSE:VOX) Business Description

Traded in Other Exchanges
N/A
Address
Forbes Hare Trust Company Limited, 10 Market Street, Suite 716, Cassia Court, Camana Bay, Grand Cayman, CYM, KY1-9006
Vox Valor Capital Ltd is the holding company for Vox Capital Limited and its subsidiary companies. It has a focus on making acquisitions of majority stakes in the financial services sector, fund management businesses, niche investment banks, trustee and custodian services businesses, and financial planning businesses.

Vox Valor Capital (LSE:VOX) Headlines

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