ADRs Best & Worst Report - December 29, 2014

Since 2010, the average return of our weekly best scoring ADRs have outpaced the MSCI EAFE by a median 455 bps over the following year, with no turnover.

According to the Seasonal Investor database, the EFA has gained in 7 of the past 10 first quarters, returning a median 2.23%.

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The following ADRs boast the best Q1 seasonality. Each of these stocks has posted gains in all five of the past five first quarters.

Source: Seasonal Investor Database

The average ADR score is 45.19, which is below the four week moving average score of 46.72. The average ADR is trading -53.36% below its 52 week high, -7.57% below its 200 dma, has 3.83 days to cover held short, and is expected to post EPS growth of 17.19% in the coming year.

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The best scoring sector across our ADR universe is healthcare (SNN, TEVA, FMS, LUX, PSDV, FLML). Services (RYAAY, SIG, OMAB, JOBS, DEG, RUK, ANW), consumer goods (UPMKY, SNE, TM, AMCRY, FBR, NSRGY), and utilities (HNP) also score above average. Financials (BAP, RY, GGAL, BMO) score in line with the average ADR universe score. Technology, industrial goods, and basic materials score below average.

The top scoring zone is North America/Canada (RY, BMO, BCE), followed by the Middle East (NICE, TEVA). The best regions are North America/Canada, MENA, and Australia & NZ (AMCRY). The highest scoring countries are Bermuda (SIG, AXS, GSOL, SFL), Hong Kong (HKTV, SMI, MPEL), Ireland (RYAAY, ICLR, CRH), Canada, and Taiwan (SPIL, TSM).

 

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