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Modulor Deep Value Index

The index consists of a diversified portfolio of stocks that are clearly undervalued. An undervaluation is identified when four valuation models reach the same result independently of each other. The first model is a simple, sound and informative valuation model with very short-term time horizon based on analyst estimates. The second model is the full and completed valuation model according to Prof. Stephan Penman. The third model is an empirically generated combination of the key components of the large valuation model. The last one is a statistical model using a random forest model. The more positive votes of these models, the merrier the expected performance. Titles with a high market capitalization are preferred as part of the selection process. In the allocation there are no restrictions with regards to sectors or regions. The stocks are equally weighted.

Master Data

Bloomberg Ticker: MODDV Index

Current quotes

Last quote (21 Jan 2022): 241.0417
Day range: 240.7073 / 245.1084
Change abs./rel.: -3.97 / -1.62
Year range: 200.9003 / 256.9641
Please note that the index chart above may be partly comprised of historical performance illustration based on a backtest. The guideline provides an indication where this is the case.