Gladiator Hedge Fund

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For our Finance 421 class we developed a hedge fund managing $30M based on FCF/EV, ROIC and Reversal.

Published in: Economy & Finance, Business
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Gladiator Hedge Fund

  1. 1. The Real American Gladiators Miguel Abugattas • Kathryn DeStena • Bill Erickson • Catherine Garza Kathryn Keith • Jeffrey Nelson • Jordan Scribner • Regan Spence
  2. 2. Strategy • FCF/EV • ROIC • Reversal Factor • Market Cap • Long-Short
  3. 3. Research Joel Greenblatt • FCF/EV • ROIC
  4. 4. Research Average Monthly Reversal Returns by Decile 3.00% 2.25% 1.50% 0.75% 0% 1 2 3 4 5 6 7 8 9 10

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