Systematic investment

-1.36 %

Momentum strategy

-17.66 %

Buy the dip strategy

6.93 %

Revenue per share | N/A |

Dividend & Yield | N/A£ (N/A) |

Beta | N/A |

Market capitalization | N/A |

Operating cash flow | N/A |

ESG Scores | unknown |

These are the result of three automatic investment systems applied to RECKITT BENCKISER GROUP PLC ORD 10P. You will find the performance of an **systematic investment** system, a **momentum** strategy, and a **buy the dip** trading strategy.

Here is the result of two **systematic investment strategies** applied to RECKITT BENCKISER GROUP PLC ORD 10P. The first strategy automatically buys the **first day** of the month, and the second strategy buys the **fifteenth day** of the month.

The following chart shows the equity curve of the two systematic investment strategies applied to RECKITT BENCKISER GROUP PLC ORD 10P:

The systematic investment strategy that buys the first day of the month would give a performance of **-1.36%** on the backtest period.

Performance

-1.36 %

Latent gain

-174.0 £

Invested capital

12802.0 £

Annualized return

-0.33 %

This is the result of two momentum investment strategies applied to RECKITT BENCKISER GROUP PLC ORD 10P. The first strategy uses a momentum signal calculated on **one quarter**, and the second uses a momentum signal calculated on **two quarters**.

The following chart shows all the entries opened by the momentum investment system on RECKITT BENCKISER GROUP PLC ORD 10P:

- The first momentum investment strategy would give
**-17.66%**of return on RECKITT BENCKISER GROUP PLC ORD 10P. That represents -1354.0£ of latent gain with 7668.0£ of employed capital. - The second momentum investment strategy would give
**-7.32%**of return on RECKITT BENCKISER GROUP PLC ORD 10P. That represents -499.0£ of latent gain with 6813.0£ of employed capital.

Performance

-17.66 %

Latent gain

-1354.0 £

Invested capital

7668.0 £

Annualized return

3.3 %

Performance

-7.32 %

Latent gain

-499.0 £

Invested capital

6813.0 £

Annualized return

-2.02 %

The following chart shows the equity curve of the two momentum strategies applied to RECKITT BENCKISER GROUP PLC ORD 10P:

Note: the dividends potentially given by RECKITT BENCKISER GROUP PLC ORD 10P 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.

The following chart shows the employed capital evolution of the two momentum strategies on RECKITT BENCKISER GROUP PLC ORD 10P since the beginning:

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£.

The performance achieved by the robo-advisor on RECKITT BENCKISER GROUP PLC ORD 10P is **6.93%**. That represents 409.0$ of latent gain with 5905.0£ of employed capital. The following chart shows RECKITT BENCKISER GROUP PLC ORD 10P stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of RECKITT BENCKISER GROUP PLC ORD 10P, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance

6.93 %

Latent gain

409.0 £

Invested capital

5905.0 £

Annualized return

3.3 %

The following chart shows the result of the investment strategy applied to RECKITT BENCKISER GROUP PLC ORD 10P:

Note: the dividends potentially given by RECKITT BENCKISER GROUP PLC ORD 10P 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.

The following chart shows the employed capital evolution since the beginning of the investment strategy on RECKITT BENCKISER GROUP PLC ORD 10P:

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

In this section, I will compare the three previous investment strategies applied to RECKITT BENCKISER GROUP PLC ORD 10P.

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

Strategy | Latent Profit | CAGR |
---|---|---|

Automatic investment | -1.36% | -0.33% |

Momentum 1 quarter | -17.66% | -4.58% |

Momentum 2 quarters | -7.32% | -2.02% |

Non-directional | 6.93% | 3.3% |

Automatic investment

-0.33 %

Momentum 1Q

-2.02 %

Momentum 2Q

-2.02 %

Non-directional

3.3 %

Here are the most positively and negatively correlated stocks with RECKITT BENCKISER GROUP PLC ORD 10P:

Note: The algorithm computes the probability of correlation between RECKITT BENCKISER GROUP PLC ORD 10P and the other stocks. There may be false positives or some missing correlated stocks. If the price of RECKITT BENCKISER GROUP PLC ORD 10P does not vary for 36 weeks, the correlation calculation result will be wrong.

Company name | RECKITT BENCKISER GROUP PLC ORD 10P |

Country | |

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Address | |

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FullTime employees | |

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Sector | |

Exchange | XLON |

Ticker | RB.XLON |

Market | www.londonstockexchange.com |

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 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 ESG Factors | Scores |
---|---|

Governance Score |
0 |

Peer Governance Performance | unknown |

Governance Percentile | unknown |

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