Systematic investment
Momentum strategy
Buy the dip strategy
| Revenue per share | 13.69 |
| Dividend & Yield | 1.96$ (1.62%) |
| Beta | 0.31 |
| Market capitalization | 57.46B |
| Operating cash flow | 1.92B |
| ESG Scores | 9.2 |
Sector: Industrials - Industry: Specialty Business Services
| Quick Ratio | 0.94 |
| Working Capital | -44.45 |
| Return On Equity | 0.41 |
| Debt To Equity | 0.28 |
| Fixed Asset Ratio | 0.21 |
| Fixed Interest Cover | 7.87 |
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Here are the insider transactions of stock shares related to Thomson-Reuters Corp:
| Filer Name | Transaction Text | Date |
|---|---|---|
| Vuicic (Mary Alice) | Acquisition or disposition in the public market at price 115.75 per share. | 2022-11-23 |
| Roth (Kirsty) | 2022-11-22 | |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 114.25 per share. | 2022-11-22 |
| Ruddick (Jennifer) | Acquisition or disposition in the public market at price 115.00 per share. | 2022-11-22 |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 112.76 per share. | 2022-11-18 |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 112.74 per share. | 2022-11-18 |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 112.77 per share. | 2022-11-18 |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 110.29 per share. | 2022-11-15 |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 110.50 per share. | 2022-11-15 |
| Wong (David Franklin) | Acquisition or disposition in the public market at price 109.33 per share. | 2022-11-14 |
| Roth (Kirsty) | Acquisition or disposition in the public market at price 110.75 per share. | 2022-11-11 |
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
These are the result of three automatic investment systems applied to Thomson-Reuters Corp. 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 Thomson-Reuters Corp. 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 Thomson-Reuters Corp:
The systematic investment strategy that buys the first day of the month would give a performance of 80.52% on the backtest period.
Performance
Latent gain
Invested capital
Annualized return
This is the result of two momentum investment strategies applied to Thomson-Reuters Corp. 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 Thomson-Reuters Corp:
Performance
Latent gain
Invested capital
Annualized return
Performance
Latent gain
Invested capital
Annualized return
The following chart shows the equity curve of the two momentum strategies applied to Thomson-Reuters Corp:
Note: the dividends potentially given by Thomson-Reuters Corp 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 Thomson-Reuters Corp 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 Thomson-Reuters Corp is 10.3%. That represents 53.7$ of latent gain with 521.45$ of employed capital. The following chart shows Thomson-Reuters Corp stock price with all the entries opened by the automated investment system.
Note: The blue line represents the weekly stock price of Thomson-Reuters Corp, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.
Performance
Latent gain
Invested capital
Annualized return
The following chart shows the result of the investment strategy applied to Thomson-Reuters Corp:
Note: the dividends potentially given by Thomson-Reuters Corp 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 Thomson-Reuters Corp:
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 Thomson-Reuters Corp.
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 | 80.52% | 19.45% |
| Momentum 1 quarter | 103.17% | 26.45% |
| Momentum 2 quarters | 96.27% | 26.3% |
| Non-directional | 10.3% | 4.81% |
Automatic investment
Momentum 1Q
Momentum 2Q
Non-directional
Here are the most positively and negatively correlated stocks with Thomson-Reuters Corp:
Note: The algorithm computes the probability of correlation between Thomson-Reuters Corp and the other stocks. There may be false positives or some missing correlated stocks. If the price of Thomson-Reuters Corp does not vary for 36 weeks, the correlation calculation result will be wrong.
| Company name | Thomson-Reuters Corp |
| Country | Canada |
| City | Toronto |
| Address | 333 Bay Street |
| Phone | |
| Website | www.tr.com |
| FullTime employees | |
| Industry | Specialty Business Services |
| Sector | Industrials |
| Exchange | XNYS |
| Ticker | TRI |
| Market | www.nyse.com |
| Environment ESG Factors | Scores |
|---|---|
| Environment Score | 0.1 |
| Peer Environment Performance | 0.4396875 |
| Environment Percentile | unknown |
| Palm Oil | no |
| Nuclear | no |
| Fur Leather | no |
| GMO | no |
| Coal | no |
| Pesticides | no |
| Animal Testing | no |
| Social ESG Factors | Scores |
|---|---|
| Social Score | 3.2 |
| Peer Social Performance | 7.02375 |
| Social Percentile | unknown |
| Highest Controversy | 2 |
| Peer Highest Controversy Performance | 1.3783783783784 |
| Adult | no |
| Gambling | no |
| Alcoholic | no |
| Tobacco | no |
| Catholic | no |
| Controversial Weapons | no |
| Small Arms | no |
| Military Contract | no |
| Peer Count | yes |
Related Controversy: Customer IncidentsSociety & Community Incidents
| Governance ESG Factors | Scores |
|---|---|
| Governance Score | 5.9 |
| Peer Governance Performance | 6.5434375 |
| Governance Percentile | unknown |
| Total ESG Scores: 9.2 |
| Environment Score: 0.1 |
| Social Score: 3.2 |
| Governance Score: 5.9 |
ESG Performance: LAG_PERF
Peer Group: Media
Peer Esg Score Performance: 14.156756756757
Rating Year: 2022
Rating Month: 8
Max Age: 86400
Percentile: 2