Asia Pacific Radar Screen: August Update – Radar Hedging Out Volatility Form Style Rotation

Research evidence excerpt

Asia Pacific Radar Screen: August Update – Radar Hedging Out Volatility Form Style Rotation

o produce a global attractiveness score for each stock. The scores are

then ranked and put into deciles. A stock with a decile rating of 1 denotes an attractiveness score in the top 10% of the universe

(most attractive). A stock with a decile rating of 10 denotes an attractiveness score in the bottom 10% of the universe (least

attractive).

Citi Research Asia Quantitative Radar Screen model recommendations are based on a regionally consistent framework to

measure relative value and momentum for a large number of stocks across regional developed and emerging markets. Relative

value and momentum rankings are equally weighted to produce a global attractiveness score for each stock. The scores are

then ranked and put into quintiles. A stock with a quintile rating of 1 denotes an attractiveness score in the top 20% of the

universe (most attractive). A stock with a quintile rating of 5 denotes an attractiveness score in the bottom 20% of the universe

(least attractive).

Citi Research Quantitative Research Latam Radar Screen recommendations are based on a globally consistent framework to

measure relative value and momentum for a large number of stocks across markets in Latin America. Relative value and

momentum rankings are equally weighted to produce a global attractiveness score for each stock. The scores are then ranked

and put into quintiles. A stock with a quintile rating of 1 denotes an attractiveness score in the top 20% of the universe (most

attractive). A stock with a quintile rating of 5 denotes an attractiveness score in the bottom 20% of the universe (least

Citi Research Australia Quantitative Radar Screen model recommendations are based on a robust framework to measure