WBI Power Factor High Dividend Shares chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 13.14%
YTD return 2.44%
Beta 3Y 1.43
Total Assets 65.72M
Annual report expense ratio 0.70%

Company description

Under normal circumstances the fund will invest at least 80% of its total assets in the securities of the underlying index. The underlying index is designed to select securities from the Solactive US Broad Market Index that exhibit certain yield and fundamental value characteristics. The parent index includes large, mid- and small-cap securities listed in the U.S., including approximately the 3,000 largest U.S. companies that are selected and weighted according to free float market capitalization.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to WBI Power Factor High Dividend Shares:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to WBI Power Factor High Dividend Shares. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on WBI Power Factor High Dividend Shares

Here is the result of two systematic investment strategies applied to WBI Power Factor High Dividend Shares. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on WBI Power Factor High Dividend Shares

The following chart shows the equity curve of the two systematic investment strategies applied to WBI Power Factor High Dividend Shares:

WBI Power Factor High Dividend Shares automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 18.75% on the backtest period.

Performance at glance

Performance

18.75 %

Latent gain

136.09 $

Invested capital

725.86 $

Annualized return

13.02 %
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Momentum strategy results on WBI Power Factor High Dividend Shares

This is the result of two momentum investment strategies applied to WBI Power Factor High Dividend Shares. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on WBI Power Factor High Dividend Shares

The following chart shows all the entries opened by the momentum investment system on WBI Power Factor High Dividend Shares:

WBI Power Factor High Dividend Shares momentum entries
  • The first momentum investment strategy would give 15.97% of return on WBI Power Factor High Dividend Shares. That represents 394.32$ of latent gain with 2469.6$ of employed capital.
  • The second momentum investment strategy would give 11.09% of return on WBI Power Factor High Dividend Shares. That represents 83.28$ of latent gain with 750.87$ of employed capital.
Performance at glance (1Q Momentum)

Performance

15.97 %

Latent gain

394.32 $

Invested capital

2469.6 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

11.09 %

Latent gain

83.28 $

Invested capital

750.87 $

Annualized return

11.55 %

Momentum equity curve on WBI Power Factor High Dividend Shares

The following chart shows the equity curve of the two momentum strategies applied to WBI Power Factor High Dividend Shares:

WBI Power Factor High Dividend Shares momentum equity

Note: the dividends potentially given by WBI Power Factor High Dividend Shares are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on WBI Power Factor High Dividend Shares

The following chart shows the employed capital evolution of the two momentum strategies on WBI Power Factor High Dividend Shares since the beginning:

WBI Power Factor High Dividend Shares

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on WBI Power Factor High Dividend Shares

Buy the dip entry openings on WBI Power Factor High Dividend Shares

WBI Power Factor High Dividend Shares

The performance achieved by the robo-advisor on WBI Power Factor High Dividend Shares is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows WBI Power Factor High Dividend Shares stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of WBI Power Factor High Dividend Shares, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to WBI Power Factor High Dividend Shares

The following chart shows the result of the investment strategy applied to WBI Power Factor High Dividend Shares:

WBI Power Factor High Dividend Shares

Note: the dividends potentially given by WBI Power Factor High Dividend Shares are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on WBI Power Factor High Dividend Shares

The following chart shows the employed capital evolution since the beginning of the investment strategy on WBI Power Factor High Dividend Shares:

WBI Power Factor High Dividend Shares

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on WBI Power Factor High Dividend Shares

In this section, I will compare the three previous investment strategies applied to WBI Power Factor High Dividend Shares.

Equity curve comparison on WBI Power Factor High Dividend Shares

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

WBI Power Factor High Dividend Shares investment strategy comparison

Employed capital comparison on WBI Power Factor High Dividend Shares

WBI Power Factor High Dividend Shares investment comparison

Performance comparison on WBI Power Factor High Dividend Shares

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 18.75% 136.09$ 725.86$ 13.02%
Momentum 1 quarter 15.97% 394.32$ 2469.6$ 13.31%
Momentum 2 quarters 11.09% 83.28$ 750.87$ 11.55%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

13.02 %

Momentum 1Q

11.55 %

Momentum 2Q

11.55 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with WBI Power Factor High Dividend Shares:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

  • MICROBIX J
  • TAK LEE MACH
  • JINHAI INTL

  • Note: The algorithm computes the probability of correlation between WBI Power Factor High Dividend Shares and the other stocks. There may be false positives or some missing correlated stocks. If the price of WBI Power Factor High Dividend Shares does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name WBI Power Factor High Dividend Shares
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker WBIY
    Market

    WBI Power Factor High Dividend Shares ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown