Press Release

CFRA Launches CFRA-Stovall Seasonal Rotation Indices

09 April 2017
Capturing performance of seasonal rotation strategiesNew York, April 19, 2017: CFRA, one of the world’s largest providers of independent research, today introduced the CFRA-Stovall Indices. This suite of indices measures the performance of a seasonal rotation strategy pioneered by CFRA Chief Investment Strategist, Sam Stovall. With the goal of beating the relevant benchmarks, the indices have been back-tested to demonstrate efficacy and in all cases have outperformed their targets with lower volatility. “We are committed to providing global investors with unique insights to enhance investment returns and reduce risk. The CFRA-Stovall Indices allow market participants to consider a new asset strategy by tracking a trusted benchmark,” said Peter de Boer, CEO of CFRA. The four CFRA-Stovall Indices are: CFRA-Stovall Large Cap Seasonal Rotation Index (CSAMSRLC), CFRA-Stovall Equal Weight Seasonal Rotation Index (CSAMSREW), CFRA-Stovall Small Cap Seasonal Rotation Index (CSAMSRSC), and the CFRA-Stovall Global Seasonal Rotation Index (CSAMSRGL). “The CFRA-Stovall indices leverage the stock market’s seasonal rotation tendencies by owning the cyclical sectors during November through April, while embracing the defensive sectors from May through October. Like white-water rafting, this strategy lets the market take you where it wants to go. Not only has this strategy worked with sectors from the large-cap S&P 500®, but it has also delivered above-market returns with below-market volatility for sectors in the S&P Equal-Weight 500 Index, S&P SmallCap 600® and S&P Global 1200,” said Sam Stovall, CFRA’s Chief Investment Strategist. For more information about CFRA, please visit www.cfraresearch.com.ABOUT CFRACFRA is one of the world’s largest providers of independent investment research.  Through a differentiated methodology blending forensic accounting and fundamental equity research, CFRA empowers sophisticated investment professionals, advisors and risk managers with actionable analysis and proven results. CFRA’s global research team of 65 analysts critically evaluates industries, funds and companies of interest to help over 2,000 clients, including the world’s leading institutional investors, wealth advisors, corporations, academics and governments, to make sound investment and business decisions. Founded in 1994, CFRA is privately held with offices in or near New York, London, Hong Kong, Kuala Lumpur, Charlottesville, Denver, and Washington, D.C.  In October 2016, CFRA acquired and has since fully integrated the Equity and Fund Research business from S&P Global.FOR MORE INFORMATION:CFRA Press InquiriesOne New York Plaza, 34th Floor New York, N.Y. 10004press@cfraresearch.com(800) 220-0502 OrChris SullivanMacMillan Communications c/o CFRA 20 West 22nd Street New York, N.Y. 10010Chris@macmillancom.com(212) 473-4442