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S&P Global
VIX
Goldman Sachs
S&P.
Activision Blizzard
ATVI
AutoZone
Kimberly-Clark
KMB
Cabot Oil & Gas
COG
Assurant
AIZ
Hartford Financial
HIG
Merck & Co.
MRK
Cigna
Masco (MAS
Fiserv
Citrix Systems
CTXS
Fidelity National Info Services
FIS
Skyworks Solutions
NFLXMarket
TTWOMarket
30%Source
Goldman SachsTicker
CMCSAMarket
WMTMarket
ELMarket
19%6-month
DEMarket
46%6-month
MAMarket
CTSHMarket
NOWMarket
WYMarket
David Kostin
Sharpe
DISCAMarket
Goldman SachsTicker
DISMarket
CMGMarket
PXDMarket
ICEMarket
RJFMarket
HOLXMarket
VRTXMarket
ZBHMarket
COOMarket
ALKMarket
CPRTMarket
QCOMMarket
AMDMarket
GPNMarket
ADSKMarket
BLLMarket
volatility."While
PHMMarket
No matching tags
No matching tags
Libro.fm
Kostin
NKEMarket
AMZNMarket
PGRMarket
AAPLMarket
No matching tags
The team defines each stock's prospective Sharpe ratio as "the return to the consensus 12-month price target divided by 6-month option-implied volatility."While the basket typically tilts towards value stocks, many of the 37 new stocks entering the portfolio are large-cap growth names, which have underperformed the market for the past seven months due to rising rates and accelerating economic growth.
As said here by Vicky Ge Huang