Velten Strategie Deutschland

The Velten strategy portfolio: Selected German stocks The Velten strategy is a professional tool for the compilation of portfolios of stocks with above-average performance orientation. It is to be based on the results of the Velten financial market research and is distinguished by the following characteristics: 1) The stock selection continues to be based on the quantitative algorithms (both in-sample and out-of-sample) that were tested in four stages in several tests, some of which go back 17 years. It is therefore to be a stocks selection based on strictly objective criteria. 2) Several specifically enhanced approaches (value/growth/market technology) for exploiting long-term inefficiencies in the stock market which have been known for a long time have been frequently investigated scientifically and also used by successful practitioners (e.g. by Warren Buffet) are to come into use in a single, whole new strategy in a combined fashion. 3) Third hand information is to be avoided – instead, fundamental data is to continue to be captured systematically and according to established criteria from the original source (current and historical quarterly reports). There was and will continue to be a close collaboration with data suppliers trained by the developer in the course of the basic data collection. These basic data are processed into specific, proven metrics. 4) The strategy was developed and constantly improved during a period of 12 years by Robert Velten M.A., doctoral candidate in asset research at the University of Münster and lecturer in the Department of Economics at the EBZ Business School, Bochum for four years. Robert Velten has been managing portfolios for 15 years and has not only warned of the former stock market crash, but also benefited from subsequently falling prices by buying put options. From 2000 to 2012, his brokerage account generated an average annual return of 12% despite stagnating stock markets. In the spring of 2009 and simultaneously with the start of the stock market rallye, he wrote an article that was published under a title meaning: “Buy prices now! The results of my research.” He is also the author of a university textbook on international Accounting. 5) The Velten strategy is exclusively to be implemented in diversified portfolios and is not designed for short-term (random) success but for a long-term excess return. In contrast to low-diversified and unnecessarily risky portfolios, the Velten strategy portfolio is to only pose a relatively slightly higher risk than the stock market as a whole due to the wide diversification (approximately the same risk as with a certificate on all DAX securities) and thus provide a high chance to significantly outperform the market in the long run. 6) The development of the Velten strategy was based on modern requirements that correspond to the traditional cardinal virtues: Scientific approach (cleverness), focusing on the best stocks (bravery), consideration of both of the qualities of known strategies and innovative further developments (fairness) and waiver of short-term gains in favor of a long term prudent trading strategy (moderation). There is a generally accessible, detailed description of the strategy as a PDF file and video presentation (Velten-Finanz) on the web. Overview: The Velten strategy portfolio Germany: - Type: Innovative stock picking concept as quantitative long-term-only micro strategy. - Investment universe: Investments are to be made exclusively in liquid German stocks, i.e. in DAX, MDAX TecDAX and in many of the SDAX securities. All stocks should fulfill the highest transparency criteria. - Investment horizon: The stocks are to remain in the portfolio from 3 months to 3 years. The Velten strategy portfolio itself is long-term and designed for a holding period of at least three years. Fundamental advantages: 1) Investment in material assets 2) Diversified stock portfolio 3) Sharing in a professional trading strategy