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Help to achieve your investment goals!

  • Vesper Capital Management, a unique academic / private sector collaborative, draws upon over sixty years of quantitative research from investment management experience to develop active, customized indices (UTRNX) and investment products (UTRN) designed to outperform the major market indices while incurring equal or less volatility. 

Index Fact Sheet

Beta vs Market Valotility (pdf)

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UTRNX_Fact Sheet_06.30.2018 (pdf)

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Vesper Short-Term Reversal Index Performance

Growth of 1,000 USD: January 2006 to June 2018

UTRNX is the ticker symbol of Vesper US Large Cap Short term Reversal Index.

UTRNX is an equal-weighted index consisting of twenty-five stocks selected  from the S&P 500 that will most likely benefit from the short-term  reversal effect which includes gross re-invested dividends. 





Why Last week’s Healthy Short-Term Losers can be next week's Actual Winners?

  • The short-term return reversal in stocks is an old asset pricing anomaly. It is well known that stock return performance over a short period, said daily or weekly returns, do not necessarily reflect the fundamental return components such as risk premium, future cash flow, and expected discount rate (the health conditions of the firm). In fact, the short-term stock prices often reflect investor behavioral biases such as overreaction to information, loss-aversion, and other cognitive errors as well as emotional bias.  

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Vesper Capital Management

John Thompson
(215) 704-6630

Hours

Monday - Friday: 9am - 5pm

Saturday - Sunday: By appointment