What changed
Idemitsu Kosan Co.,Ltd. $5019.T is Energy, univ 99/sec 100, +27.4%, conf 80. It has ↓ 12m momentum but ↑ 6m momentum, so the model is buying the turn, not the trend. Daiwa House Industry Co., Ltd. $1925.T is Real Estate, univ 99/sec 100, +22.8%, conf 80, with ↑ downside risk and ↑ 12m momentum.
Sumitomo Chemical Company, Limited $4005.T is Basic Materials, univ 98/sec 100, +22.4%, conf 80, driven by ↑ max drawdown and ↑ 6m momentum. Suzuki Motor Corporation $7269.T is Consumer Cyclical, univ 98/sec 100, +22.0%, conf 80, with ↑ downside risk and ↑ 12m momentum. Same yield spine, different risk kickers.
Sumitomo Pharma Co., Ltd. $4506.T is the outlier: Healthcare, univ 97/sec 100, +21.2%, conf 80, running on ↑ illiquidity and ↑ 60d volatility. Yamaha Motor Co., Ltd. $7272.T is Consumer Cyclical, univ 97/sec 97, +19.8%, conf 78, with ↓ 12m momentum but ↑ 6m momentum.
MS&AD Insurance Group Holdings, Inc. $8725.T is Financial Services, univ 96/sec 100, +17.7%, conf 80, with ↓ illiquidity an
Why it matters
Idemitsu Kosan Co.,Ltd. $5019.T is Energy, univ 99/sec 100, +27.4%, conf 80. It has ↓ 12m momentum but ↑ 6m momentum, so the model is buying the turn, not the trend. Daiwa House Industry Co., Ltd. $19