QRFT · Exit · 1d
CBRE's financial profile, featuring a PER of 28.13 and PBR of 5.39, alongside a 15.35% ROE and 14.77% revenue growth, suggested its inclusion in the broad large-cap core QRFT portfolio could align with quality or growth aspects of Qraft AI's traditional factor models, rather than deep value. However, the consistent decrease in portfolio weight to zero on 2026-06-02 closely followed a period of significant price pressure, evidenced by its -14.7% 30-day return and -24.4% 90-day return. This sustained negative price action, dropping CBRE to $127.86 and 75% of its 52-week high, likely triggered a flag within the Qraft AI's momentum factor analysis, which continually assesses ~300 US large caps. Given QRFT’s weekly rebalancing schedule and its AI’s integration of traditional factors like momentum with alternative data overlays, the AI determined that the stock no longer met the evolving criteria for inclusion, initiating its removal from the portfolio.
weight 0.080% → 0 (exited)·stock down 9.8% in the 30 days before
Jun 2·entry $127.86·now $134.16