Vinnare och förlorare ETFer vecka 39 2015

Vinnare och förlorare ETFer vecka 39 2015 Börshandlade fonderVinnare och förlorare ETFer vecka 39 2015

Vinnare och förlorare ETFer vecka 39 2015. Tillhör Du dem som anser att det går för långsamt med fonder? Med rätt börshandlad fond kan det gå snabbt, nedan har vi listat Vinnare och förlorare ETFer vecka 39 2015 på den amerikanska marknaden. Observera att i sammanställningen inte ingår några så kallade hävstångs-ETFer. Samtliga dessa börshandlade fonder kan handlas genom både Nordnet och Avanza.

Denna vecka var den sektor som gick allra bäst råvarusektorn, inte mindre än tre av de börshandlade fonder som återfinns bland de fem bästa har fokus på råvaror. DBA, PowerShares börshandlade fond som replikerar utvecklingen av jordbrukssektorn steg med nästan två procent, medan samma utgivares bredare ETF som heter DBC steg med 0,93 procent. En viss oro för väderfenomenet El Niño ligger bakom detta.

Även det så kallade skräckindexet VXX rörde sig kraftigt efter att ha fallit tillbaka på beskedet om att FED skulle låta räntan vara oförändrad. Den ETN som heter VXX erbjuder många möjligheter till goda affärer, i alla fall för den som kommer i rätt i den. Denna börshandlade produkt är emellertid mycket volatil och kan kosta stora pengar för den som kommer fel. Se den ständigt uppdaterade grafen nedan där det går att välja olika tidsperioder.

Vinnare

PowerShares DB Agriculture ETF (NYSEArca: DBA) +1,89 procent
iPath S&P 500 VIX ST Futures ETN (NYSEArca: VXX) +1,66 procent
United States Brent Oil (NYSEArca: BNO) +1,47 procent
Utilities Select Sector SPDR ETF (NYSEArca: XLU) +1,18 procent
PowerShares DB Commodity Tracking ETF (NYSEArca: DBC) +0,93 procent

Förlorare

First Trust ISE-Revere Natural Gas ETF (NYSEArca: FCG) -9,86 procent
Guggenheim Solar ETF (NYSEArca: TAN) -8,73 procent
Market Vectors Coal ETF (NYSEArca: KOL) -7,84 procent
WisdomTree Emerging Markets High Div ETF (NYSEArca: DEM) -7,07 procent
iShares US Healthcare (NYSEArca: IYH) -6,80 procent

iPath S&P 500 VIX ST Futures ETN

TAARSS says risk off prefer US Treasuries in September

TAARSS says risk off prefer US Treasuries in September

TAARSS says risk off prefer US Treasuries in September

Deutsche Bank – Synthetic Equity & Index Strategy – Global

The Flow Whisperer – The Flow Whisperer – TAARSS says risk off prefer US Treasuries in September

Download the complete report

Tactical Asset Allocation Relative Strength Signal (TAARSS) Monthly Update

Top recommendations for September: US Treasuries, and US, Europe, and Japan equities.

Market review

All markets experienced weakness during August. Global equities (ACWI) plunged by 6.8%, while US Bonds (AGG), and Commodities (DBC) were down by 0.34% and 0.25%, respectively.

TAARSS rotation strategy monthly and quarterly performance review

Quarterly and monthly TAARSS strategies underperformed or were down in a similar way than their benchmarks.

Tactical positioning for September 2015 based on TAARSS

ETF flow trends clearly suggest risk off move by investors. We saw weakness in equities, particularly in EM, and in high yield credit within fixed income; while at the same time there was a clear surge in rates ETF flows via allocations to US Treasury products. Therefore, for this month we prefer US Treasury exposure (shorter duration, if concerned about Fed hike) along with handpicked equity exposures such as broad or equal-weighted US, regional Europe, or Japan. At the same time, we recommend to avoid other areas experiencing selling pressure such as EM at a country or regional level, and individual DM ex Japan countries within equities, and EM debt within Fixed Income. In the commodity space we continue to advice caution, despite the positive trends we saw in Energy and Gold. See Figure 13 and Figure 14 for full allocation details for the month of September and Q3.

 

TAARSS says prefer European and US equities in August

TAARSS says prefer European and US equities in August

TAARSS says prefer European and US equities in August

Deutsche Bank – Synthetic Equity & Index Strategy – Global

The Flow Whisperer – TAARSS says prefer European and US equities in August
11 August 2015 (22 pages/ 887 kb)

Download the complete report

Tactical Asset Allocation Relative Strength Signal (TAARSS) Monthly Update

Top recommendations for August: Europe, Japan, and US Consumer Staples equities, and US Treasuries.

Market review

Global equities and bonds ended up on the positive side on July. Global equities (ACWI) and US Bonds (AGG) rose by 0.82% and 0.86%, respectively; while Commodities (DBC) plunged by 12.61%

TAARSS rotation strategy monthly and quarterly performance review

Quarterly and monthly TAARSS strategies were mixed during July. Quarterly multi asset and monthly market rotations were the best TAARSS strategies.

Tactical positioning for August 2015 based on TAARSS

This month in global equity markets prefer Intl DM, and the US, while staying away from EM. Region wise prefer Europe and North America equities, while staying away from Latin America and Asia Pacific. In US equities we prefer large caps and small caps over mid caps. Sector wise we see support in Consumer Staples and Healthcare. In Intl DM countries prefer Japan and stay away from Canada. Within EM countries, we see weakness across the board especially in China and South East Asian countries such as Indonesia and Thailand. In Fixed Income trends suggest rates over credit; while within Commodities we see general weakness. See Figure 13 and Figure 14 for full allocation details for the month of August and Q3.

 

TAARSS says prefer Global Equities and Short-term bonds in Q3

TAARSS says prefer Global Equities and Short-term bonds in Q3

TAARSS says prefer Global Equities and Short-term bonds in Q3

Deutsche Bank – Synthetic Equity & Index Strategy – Global
The Flow Whisperer – TAARSS says prefer Global Equities and Short-term bonds in Q3

Download the complete report

Tactical Asset Allocation Relative Strength Signal (TAARSS) Monthly Update

Top recommendations for July: Japan, Europe, US Commercial Banks, and US Healthcare.

Market review

Global equities and bonds were under pressure during June. Global equities (ACWI) and US Bonds (AGG) fell by 2.57% and 1.08%, respectively; while Commodities (DBC) advanced by 1.64%

TAARSS rotation strategy monthly and quarterly performance review

Most quarterly and monthly TAARSS strategies presented weakness across the board during Q2 and June 2015, respectively.

Tactical positioning for Q3 and July 2015 based on TAARSS

For Q3 we clearly prefer Global Equities, while staying neutral to Bonds and away from Commodities. Within Bonds we have seen a clear shortening of the duration in investors’ portfolios, therefore we recommend staying in short-term debt products this quarter.

This month in global equity markets prefer Intl DM, stay neutral to the US, and away from EM. Region wise prefer Europe and Asia Pacific, with neutral North American exposure, while staying away from Latin America. In US equities we resume the small and mid cap over large cap theme. Sector wise we see more resilience and support in Healthcare and Technology. In Intl DM countries prefer Japan. Within EM countries, we see South Korea as the only silver lightning currently. In Fixed Income and Commodities we don’t see any strong readings. See Figure 13 and Figure 14 for full allocation details.

TAARSS says prefer Asia Pac and Europe ex EUR countries in June

The Flow Whisperer – TAARSS says prefer Asia Pac and Europe ex EUR countries in June

Download the complete report

TAARSS says prefer Asia Pac and Europe ex EUR countries in June Tactical Asset Allocation Relative Strength Signal (TAARSS) Monthly Update

Top recommendations for June: Hong Kong, European (non-EUR), Chinese and Indian equities, and EM Debt.

Market review

May was an overall weak month for the markets; Global equities (ACWI) were flat, while US Bonds (AGG) and Commodities (DBC) retreated by 0.44% and 3.17%, respectively.

TAARSS rotation strategy monthly performance review

Monthly TAARSS rotations were mixed in May. Most equity strategies underperformed their benchmarks, while non-equity strategies outperformed.

Tactical positioning for June 2015 based on TAARSS

This month in global equity markets prefer Intl DM and EM, and stay neutral to the US. Region wise prefer Asia Pacific and Europe, with neutral North American exposure, while staying away from Latin America. In US equities we don’t see much differentiation therefore we recommend a broad approach. Sector wise we see weakness across the board, but we expect Technology, Consumer Discretionary, and Health Care to be more resilient. In Intl DM countries prefer Hong Kong, Japan, and non-EUR countries such as Switzerland and the UK. Within EM countries, we recommend a country approach focusing on India, and China. In Fixed Income we prefer Credit over Rates, particularly EM debt. Within commodities, we saw some support in diversified broad exposure. See Figure 13 and Figure 14 for full allocation details for the month of June.