Sigma Strategic Quantitative Value Index
Index overview
12.88%
3 months- TickerSSQVX
- Inception Date09/27/2022
- WeightingEqual
- Number of holdings61
Description
Stocks that are undervalued according to quantitative parameters and are receiving institutional attention
Performance
Sigma Strategic Quantitative Value Index
SSQVX
5.78%
SP500
-5.69%
Quick stats
What's inside?
Top 10 holdings
| Company | % of Index | |
| 1 | Liquid Holdings Group, Inc. (LIQDQ) | 15.87% |
| 2 | HNO International, Inc. (HNOI) | 3.97% |
| 3 | Amfil Technologies, Inc. (FUNN) | 2.39% |
| 4 | XP, Inc. (XP) | 2.35% |
| 5 | Powszechna Kasa Oszczednosci Bank Polski SA (PSZKF) | 2.00% |
| 6 | Imperalis Holding Corp. (IMHC) | 1.90% |
| 7 | Merit Medical Systems, Inc. (MMSI) | 1.88% |
| 8 | Antilles Gold Ltd. (ANTMF) | 1.81% |
| 9 | Runway Growth Finance Corp. (RWAY) | 1.75% |
| 10 | Bakkafrost P/F (BKFKF) | 1.71% |
Holdings
All holdings as of May 31, 2023
CSV download
| Liquid Holdings Group, Inc. (LIQDQ) | 15.87% | N/A | N/A | N/A | N/A |
| HNO International, Inc. (HNOI) | 3.97% | $0.001B | N/A | N/A | 4,258.84x |
| Amfil Technologies, Inc. (FUNN) | 2.39% | $0.006B | 60.45% | 66.08% | 1.28x |
| XP, Inc. (XP) | 2.35% | $9.893B | 1.74% | 66.47% | 5.51x |
| Powszechna Kasa Oszczednosci Bank Polski SA (PSZKF) | 2.00% | $9.625B | 55.45% | N/A | 1.60x |
| Imperalis Holding Corp. (IMHC) | 1.90% | $0.010B | N/A | 40.98% | 8.19x |
| Merit Medical Systems, Inc. (MMSI) | 1.88% | $4.737B | 7.41% | 42.12% | 3.86x |
| Antilles Gold Ltd. (ANTMF) | 1.81% | $0.015B | N/A | N/A | N/A |
| Runway Growth Finance Corp. (RWAY) | 1.75% | $0.465B | 101.89% | 77.23% | 8.18x |
| Bakkafrost P/F (BKFKF) | 1.71% | $3.833B | 21.62% | 25.99% | 4.13x |
| Playmates Holdings Ltd. (PYHOF) | 1.70% | $0.159B | N/A | N/A | N/A |
| Freehold Royalties Ltd. (FRHLF) | 1.69% | $1.552B | -18.15% | 65.12% | 6.02x |
| KKR & Co., Inc. (KKR) | 1.69% | $44.440B | 519.07% | 48.85% | 14.40x |
| Janus Henderson Group Plc (JHG) | 1.69% | $4.353B | -12.66% | 74.74% | 1.61x |
| Brookfield Reinsurance Ltd. (BAMR) | 1.68% | $1.268B | 276.85% | N/A | 1.23x |
| Australis Capital, Inc. (AUSAF) | 1.67% | $0.006B | 775.61% | 55.32% | N/A |
| Ipsen SA (IPSEF) | 1.66% | $9.669B | N/A | N/A | N/A |
| Keysight Technologies, Inc. (KEYS) | 1.65% | $28.823B | 2.89% | 65.40% | 4.55x |
| Camden Property Trust (CPT) | 1.64% | $11.153B | 20.11% | 24.60% | 10.17x |
| Qualtrics International, Inc. (XM) | 1.63% | $10.964B | 22.08% | 62.09% | 6.63x |
| Blackstone, Inc. (BX) | 1.62% | $102.902B | -29.85% | 97.68% | 7.01x |
| Cannae Holdings, Inc. (CNNE) | 1.61% | $1.503B | -7.83% | 11.41% | 2.33x |
| Principal Solar, Inc. (PSWW) | 1.61% | $0.002B | N/A | N/A | N/A |
| Flint Corp. (NWPIF) | 1.60% | $0.003B | 28.29% | 7.07% | 0.57x |
| Symphony International Holdings Ltd. (SYNNF) | 1.59% | $0.221B | N/A | N/A | N/A |
| CBD Life Sciences, Inc. (CBDL) | 1.59% | $0.002B | -28.61% | -63.12% | 28.02x |
| FONU2, Inc. (FONU) | 1.59% | N/A | N/A | N/A | N/A |
| Regional Brands, Inc. (RGBD) | 1.59% | $0.026B | N/A | N/A | N/A |
| Contact Energy Ltd. (COENF) | 1.56% | $3.674B | N/A | N/A | N/A |
| Vinci Partners Investments Ltd. (VINP) | 1.55% | $0.442B | 9.47% | N/A | 3.29x |
| State Street Corp. (STT) | 1.52% | $22.736B | 44.98% | N/A | 3.17x |
| Arkema SA (ARKAF) | 1.50% | $6.895B | -16.38% | 19.89% | 0.86x |
| Badger Infrastructure Solutions Ltd. (BADFF) | 1.47% | $0.678B | 25.47% | 11.80% | 1.69x |
| The Toro Co. (TTC) | 1.47% | $10.202B | 22.47% | 34.05% | 2.75x |
| The Cross-Harbour (Holdings) Ltd. (CRHHF) | 1.43% | $0.507B | N/A | N/A | N/A |
| Aberdeen International, Inc. (AABVF) | 1.42% | $0.004B | 7,337.92% | 99.99% | -1.74x |
| Tradeweb Markets, Inc. (TW) | 1.40% | $14.170B | 5.70% | 86.21% | 13.26x |
| First Community Corp. (South Carolina) (FCCO) | 1.39% | $0.127B | 27.99% | N/A | 4.61x |
| Value Partners Group Ltd. (VPGLF) | 1.38% | $0.598B | N/A | N/A | N/A |
| Huntsman Corp. (HUN) | 1.37% | $4.303B | -32.78% | 16.75% | 0.86x |
| Atrion Corp. (ATRI) | 1.36% | $0.916B | -15.16% | 37.71% | 6.18x |
| Pelangio Exploration, Inc. (PGXPF) | 1.33% | $0.002B | N/A | N/A | N/A |
| Berkshire Hills Bancorp, Inc. (BHLB) | 1.33% | $0.905B | 57.70% | N/A | 4.06x |
| Terra Energy Resources Ltd. (TRRE) | 1.31% | $0.019B | -49.57% | N/A | N/A |
| Jackson Financial, Inc. (JXN) | 1.28% | $2.285B | -117.41% | N/A | 0.75x |
| NETGEAR, Inc. (NTGR) | 1.28% | $0.408B | -14.25% | 33.12% | 0.38x |
| Ozop Energy Solutions, Inc. (OZSC) | 1.25% | $0.025B | -9.44% | 12.20% | 2.76x |
| Music Licensing, Inc. (NUVG) | 1.15% | $0.106B | 27,234,156.36% | N/A | 2,542.07x |
| Tower One Wireless Corp. (TOWTF) | 1.14% | $0.005B | 103.57% | 54.84% | 1.46x |
| Earthwise Minerals Corp. (HWKRF) | 1.10% | $0.000B | N/A | N/A | N/A |
| Flora Growth Corp. (FLGC) | 1.08% | $0.033B | N/A | -0.79% | N/A |
| Scholar Rock Holding Corp. (SRRK) | 0.98% | $0.316B | -100.00% | N/A | N/A |
| DIC Asset AG (DDCCF) | 0.98% | $0.503B | 21.66% | 51.76% | 13.12x |
| TREES Corp. (Colorado) (CANN) | 0.91% | $0.010B | 90.75% | 32.79% | 2.34x |
| MMTec, Inc. (MTC) | 0.45% | $0.064B | N/A | N/A | N/A |
| Beacon Redevelopment Industrial Corp. (BCND) | 0.16% | N/A | N/A | N/A | N/A |
| EUR (EUR) | 0.16% | N/A | N/A | N/A | N/A |
| HKD (HKD) | 0.10% | N/A | N/A | N/A | N/A |
| NOK (NOK) | 0.04% | N/A | N/A | N/A | N/A |
| NZD (NZD) | 0.03% | N/A | N/A | N/A | N/A |
| CAD (CAD) | 0.02% | N/A | N/A | N/A | N/A |
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