Salt 52-Week High Index

Targets US large- and midcap stocks trading at or near their 52-week highs.

Overview

The Salt 52-Week High Index targets stocks at or near their 52-week closing highs—a key indicator of strength and price momentum familiar to many investors. Academic research shows that momentum—buying recent strength—can often lead to further gains and attractive risk-adjusted returns across a range of asset classes and geographies. The Index is designed to target this well-known factor.

Beginning with the top 1000 largest US stocks, the strategy screens for the 300 that are closest to their 52-week high and have made the biggest moves recently, ultimately selecting the 50 best performers over the previous quarter.

Key Facts

Ticker SFFTW
Type Total Return
Weighting Equal Weight
Rebalancing Monthly
Base Date Mar 31, 1999
Inception Date Jan 5, 2021
Calculation Agent Salt Financial Indices LLC

Performance