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Jan Holiday Buying List Follow Up

Mid December I posted an article on the Jan Effect and a few lists of stocks that may outperform.  This system is one of the more reliable alpha anomalies there is.  Once again, small caps beat large caps for a market neutral profit of 4%, and 3 of our lists outperformed SPY by an average of 1.9%.  I’m updating this today as I’ll be at the conference the rest of the week (Dec 13 – Jan 30):

Small cap stocks:  IWC, 10.4%

Large cap stocks:  SPY, 6.4%

Small (Min $100M market cap, down at least 70% YTD):  10.4%

Really Small (Min $10M market cap, down at least 70% YTD):  3.3%

Small Quality (Min $100M market cap, down at least 60% YTD, but only took top half by these factors P/B, P/S, EV/EBITDA, Debt/Assets):  10.1%

Dividend selloff (Min $100M market cap, > 10% dividend yield, worst 10 stocks by 4 week return):  9.3%


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