Using Quantitative Strategies to Pick Winning Mid-Cap Stocks
by Charles Rotblut, CFA and Brian Peery
Brian Peery is a co-portfolio manager for Hennessy Funds, and co-manages the Hennessy Focus 30 fund (HFTFX). I spoke with him about incorporating stocks screens into the portfolio management process.
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Charles Rotblut (CR): You are using a quantitative strategy to identify stocks for the Hennessy Focus 30 fund (HFTFX), correct?
Brian Peery (BP): Correct.
We use the Compustat database, which is composed of roughly 10,000 public companies. Our whole goal is to design model portfolios that will outperform the relative benchmark. We want to accomplish that by taking a lower-risk profile, so the model has to outperform the benchmarks, but with lower risk. The one that we designed and implemented for mid caps is our Focus 30 fund.
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Brian Peery is a co-portfolio manager for Hennessy Funds and co-manages the Focus 30 Fund (HFTFX).