ENGY
CENTRAL ENERGY PRTNRS LP
stock OTC

Yes, kind of, with a heavy tilt to value and small cap. I did look at factor indexes, and found the world ex US index quite interesting, but I do feel quality is a little expensive, and I don't particularly want momentum.
So I've got europe enhanced value (IEVL), EM enhanced value (5MVL), europe banks (SC0U), japan small cap (IUS4), and europe energy (ENGY).
These also score well on low volatility. I actually think the quality is a bit higher than MSCI score it, the banks drag their mark down because banks are very low quality when assessed on balance sheet, but I don't think it makes sense to apply that method to banks.
And the individual stocks are GPW, BETS_B, VIG, HLUN_A, COLT, ABEV, and RPHA. I imagine what the factor scorecard would be for this portfolio as a whole, and should score well on value, quality, low volatility, with a couple having good growth prospects too

Yes, kind of, with a heavy tilt to value and small cap. I did look at factor indexes, and found the world ex US index quite interesting, but I do feel quality is a little expensive, and I don't particularly want momentum.
So I've got europe enhanced value (IEVL), EM enhanced value (5MVL), europe banks (SC0U), japan small cap (IUS4), and europe energy (ENGY).
These also score well on low volatility. I actually think the quality is a bit higher than MSCI score it, the banks drag their mark down because banks are very low quality when assessed on balance sheet, but I don't think it makes sense to apply that method to banks.
And the individual stocks are GPW, BETS_B, VIG, HLUN_A, COLT, ABEV, and RPHA. I imagine what the factor scorecard would be for this portfolio as a whole, and should score well on value, quality, low volatility, with a couple having good growth prospects too