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Industry Analysis

State of the Industry: November 2019

Nathan Innis
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November continued the positive trajectory from October. The S&P 500 was up 3.62%, The MSCI World posted 3.18%, Euro Stoxx was 2.68%, and the Nikkei posted 1.59%.

The R2K Growth Index returned 5.85%, bringing YTD totals to 25.62% with one month remaining. The complementary value index returned 2.32% for the month, for a YTD total of 18.19%. Check out our analysis of the Growth vs. Value debate in our recent post.

In the month of November, Novus' tracked universe of managers (HFU) added security selection alpha in Healthcare, Consumer Discretionary, Real Estate, and Financials. Zooming out for a YTD view, we see the most consistent security selection alpha in theHealthcare and Consumer Discretionary sectors.

Figure 1 - Novus Framework showing the HFU's alpha generation by sector for 2019. From left to right, the bars represent market, sector, security, and trading contribution.

It comes as little surprise, therefore, that four of the five top performing managers for the month (we simulate performance based on the most recent filings) are exclusively focused on the healthcare sector. The only exception was Kora Management, which enjoyed strong returns from Consumer Services names during November.

Figure 2 - Simulated manager performance, based on 13F filings

Three out of the four proprietary indices Novus created to track popular hedge fund stocks (aka "The Novus 4Cs") returned over 5% in the month of November. It was a great month for Hedge Funds in general, who posted 3.68% for the month, which is 6 bps above the S&P 500. Although the HFU still trails the S&P 500 YTD, they have a month left to make up the three-percentage-point gap.

Figure 3 – Hedge fund performance & Novus 4Cs

AAPL has been a persistent member of our Top Alpha Stocks scoreboard recently, but this month we also saw a few less-familiar faces. November was an exciting month for cholesterol (MDCO) and cancer (BGNE) research, and the world was also introduced to Baby Yoda (DIS).

Figure 4 – Top alpha generating stocks for hedge funds

As we approach the end of the decade, there's good reason for a collective exhale. Ten years ago, many feared there would be an asset price crash caused by the collapse of the economic system. Sure there have been bumps, but we've avoided the worst. Here's to finishing strong, and entering the 20's with the wind at our back.

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