Not being a regular reader, I was pleasantly surprised to open today’s BT and discover its quantitative portfolios as reported by Teh Hooi Ling (article link, article series link), she of the “Super Stock Returns“:

• Small cap portfolio – formed Oct 7 2003
• remaining portfolios created in Oct 2008:
• Loser portfolio
• Analyst recommendations portfolio
• Biggest upgrades in analyst sentiment portfolio
• Lowest forward PE portfolio
• Lowest PB portfolio
• Highest Div Yield portfolio

It was a little hard to investigate these portfolios, because I could find no articles about them on the day (or month, or year) of their formation anywhere. The earliest articles still available only date back to 2010 (google search), apart from one stray article from 2008 (on cpf website). So it is a little hard to tell how they were formed, if any rebalancing is done (probably not), or if ...