Small Cap US Equities

Components Performance/Risk
Period Return
79.7%
Return Rank
Strong
Risk Exposure
Above Average

The selection of equities, listed on NYSE and NASDAQ, is updated dynamically by machine learning at market closure every night

Stocks are screened for an approximation of total market volatility, defined by the beta ratio 

The selection is controled by strength of the long term price trend of each asset, defined by momentum

 

Beta accounts for the differences in volatility (standard deviation) between the return series of each asset and the Total Market

Assets are moving in sync with the market if their beta is close to 1

The small cap (< $2 bn & > $300 m) equities of the selection - in a range of 0.9 < asset beta < 1.05 - are only an approximation of total market volatility, as defined by the Pininvest 1200 index 

To index performance over time, the targeted long term price trend of each selected asset will be strong - with an average monthly price outpacing the one-year trend

 

Assets in the selection, updated dynamically as the asset prices vary day-by-day, should always be evaluated on a case-by-case basis - to account for special events such as mergers or reverse splits

To enter consideration as potential investment in your portfolio, the Impact feature of Pininvest portfolio management will evaluate the potential shift in performance, risk and distribution for the portfolio

Theme Components
Name
Ticker
Sector
Industry
Cur. Price
Mkt. Cap
Performance
Momentum
Risk Rank
Risk Contrib
 
Dime Community Bancshares DCOM FinanceSavings Institutions42.681.9 B67.7% Weak Up Low Risk
Eagle Bancorp EGBN FinanceCommercial Banks (National & Regional)34.171.0 B103.7% Weak Up Below Average
Horizon Bancorp HBNC FinanceCommercial Banks (National & Regional)21.211.1 B41.6% Weak Up Low Risk
Peapack Gladstone Financial Corp PGC FinanceCommercial Banks (National & Regional)46.84823 M88.3% Neutral Low Risk
Washington Trust Bancorp WASH FinanceCommercial Banks (National & Regional)39.90760 M59.7% Neutral Below Average
ConnectOne Bancorp CNOB FinanceCommercial Banks (National & Regional)32.871.7 B41.8% Neutral Low Risk
Tompkins Financial TMP FinanceCommercial Banks (National & Regional)101.481.5 B64.7% Neutral Low Risk
Metropolitan Bank Holding MCB FinanceCommercial Banks (National & Regional)97.67988 M50.0% Weak Up Below Average
Orange County Bancorp OBT FinanceCommercial Banks (National & Regional)40.11536 M68.0% Neutral Low Risk
Quinstreet QNST ServicesAdvertising & B-to-B Media17.561.0 B16.8% Neutral Above Average
1 – 10 of 25