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.

Transcript of Gladiator Hedge Fund

  • 1. The Real AmericanGladiators Miguel Abugattas Kathryn DeStena Bill Erickson Catherine Garza Kathryn Keith Jeffrey Nelson Jordan Scribner Regan Spence

2. Strategy FCF/EV ROIC Reversal Factor Market Cap Long-Short 3. ResearchJoel Greenblatt FCF/EV ROIC 4. Research Average Monthly Reversal Returns by Decile3.00% 2.25% 1.50% 0.75% 0%123 456 789 10