NRG

LQAI · Weight decrease · 2d

LQAI's Qraft AI selection engine, managing its approximately 100 US large-cap core holdings with a weekly rebalance, responded to NRG's declining market performance. The stock's 90-day return of -16.8% and current position at 70% of its 52-week high likely triggered successive downward adjustments from the AI. The fund, which operates with an AI-driven name selection without heavy factor tilt, seems to be reacting to NRG's extremely high PER of 113.98 and PBR of 18.15, which stand in contrast to its moderate 8.84% ROE. This systematic decrease in weight from 0.33% to 0.31% across July 15-17 suggests the AI is de-risking from a security whose fundamentals and price trajectory no longer align with its large-cap core investment mandate.

weight 0.330% → 0.310% (-0.020 pp)·stock down 2.3% in the 30 days before

Jul 17·entry $129.11·now $130.58

PQUS · Exit · 1d

The portfolio showed a stable 0.0700% weighting in NRG for a full week, followed by a complete removal to 0.0000% on July 10th, signaling an abrupt rebalance action. This sudden exit from Pictet Asset Management's PQUS ETF is consistent with its stated method of "periodic, not daily" rebalancing, where the AI ranking system executes changes at specific intervals. NRG exhibits a very high PER of 125.76 and a PBR of 18.15, figures which could appear disproportionate within the ETF's US large-cap universe, even with 10.58% revenue growth. Coupled with a 90-day return of -20.0% and a 1-year return of -13.0% at its current price of $140.48, the AI system likely re-ranked the Utilities stock lower, prompting its full divestment to maintain overall portfolio efficiency and adherence to sector-balance rules.

weight 0.070% → 0 (exited)·stock up 8.0% in the 30 days before

Jul 10·entry $140.42·now $130.58

AMOM · Exit · 1d

NRG Energy Inc.'s PER of 118.89 and PBR of 18.15, coupled with its 10.58% revenue growth and 8.84% ROE, indicated a valuation context that AMOM's multi-signal momentum composite likely determined would not facilitate extending its market run. Operating a concentrated momentum sleeve with weekly rebalancing, the manager began reducing its 1.20% position from May 26th, reflecting signals that the stock's momentum was shifting. The 30-day return of -10.9% and 90-day return of -10.6%, with NRG trading at 73% of its 52-week high, provided clear evidence of decelerating price trends. This persistent loss of momentum prompted the complete removal of the stock from the portfolio on June 2nd, aligning with Qraft Technologies' strategy to divest names no longer demonstrating strong upward movement.

weight 1.080% → 0 (exited)·stock down 12.9% in the 30 days before

Jun 2·entry $133.51·now $130.58

AMOM · Weight decrease · 2d

NRG’s financial summary, showing a PER of 119.34, PBR of 18.15, alongside 10.58% revenue growth and an 8.84% ROE, indicates a stock with high valuation multiples and moderate profitability. For Qraft Technologies’ AMOM ETF, which incorporates fundamental momentum into its multi-signal composite and seeks names expected to extend their runs, these figures likely suggested a lack of compelling acceleration or a disconnect from its current price. The consecutive weight decrease, initiated on May 26th when the stock was trading at $129.47 (70% of its 52-week high), coincided with NRG registering a -17.6% 30-day return, a clear indicator against the "price trends" signal AMOM uses to identify extending runs. This decline in AMOM's conviction for NRG, from 1.1900% to 1.0800% in a concentrated momentum sleeve, specifically reflects the multi-signal model identifying a reversal in its anticipated momentum rather than continued positive performance. The AI-driven rebalancing signaled that NRG was no longer aligned with the fund's objective of holding stocks positioned to extend positive movements.

weight 1.170% → 1.080% (-0.090 pp)·stock down 16.8% in the 30 days before

Jun 1·entry $129.47·now $130.58

AMOM · Weight decrease · 2d

Trading at $138.00, or 75% of its 52-week high, NRG has seen a substantial price decline of 18.1% over the last 30 days, extending its negative trend over 90 days and the past year. This recent negative price trajectory directly conflicts with AMOM’s multi-signal momentum composite, which seeks to identify stocks expected to extend their positive runs based on price trends and other signals. Consequently, Qraft Technologies, managing this concentrated momentum sleeve with weekly rebalancing, initiated a consecutive weight decrease for NRG from 1.19% to 1.17% between May 26 and 27. Despite NRG’s 10.58% revenue growth and 8.84% ROE, the stock’s elevated PER of 121.37 and PBR of 18.15 likely made it particularly susceptible to the observed deterioration in price momentum, prompting this conviction-based adjustment within the fund.

weight 1.200% → 1.170% (-0.030 pp)·stock down 13.8% in the 30 days before

May 27·entry $138.00·now $130.58

AMOM · Weight decrease · 3d

NRG Energy, currently priced at $123.71, has experienced a significant downturn, registering a -22.8% return over the last 30 days and -17.1% over 90 days, placing it at 67% of its 52-week high. Qraft Technologies' AMOM ETF, leveraging a multi-signal momentum composite that includes price trends, aims to pick names expected to extend their runs, rebalancing weekly. The consecutive weight decreases from 1.21% to 1.11% in the portfolio from May 8th to May 19th indicate that NRG's recent negative price trajectory likely triggered adverse signals within AMOM's system, no longer supporting conviction for a positive momentum extension. This de-weighting occurs as the Utilities sector company trades with a PER of 115.0 and PBR of 18.15, suggesting that the AI's composite signals—possibly including fundamental momentum or alternative data—perceived a weakening case for continued positive performance at its valuation, especially considering its recent price depreciation.

weight 1.150% → 1.110% (-0.040 pp)·stock down 21.3% in the 30 days before

May 19·entry $123.71·now $130.58

AMOM · Weight decrease · 2d

NRG’s diminishing allocation in AMOM presents as a consistent, subtle unwind, with a daily cadence of minor reductions from 1.27% down to 1.12% over the span of a week and a half, despite a minor fluctuation. This measured divestment aligns with Qraft’s multi-signal momentum strategy, which targets companies expected to extend their positive trajectories rather than mechanically holding top performers. Given NRG's recent 30-day return of -18.0% and a 90-day return of -12.6% from its current $125.50 price, the AI manager's signals likely indicate a clear cessation of upward price momentum. The concentrated nature of AMOM’s ~50 US large-cap basket, coupled with NRG’s elevated PER of 108.25, means the system is strategically trimming exposure to a name whose prevailing trends no longer support its criteria for continued inclusion in a momentum run, even as its revenue growth stands at 10.58%.

weight 1.150% → 1.120% (-0.030 pp)·stock down 25.2% in the 30 days before

May 18·entry $125.50·now $130.58

AMOM · Weight decrease · 4d

The AI-managed ETF likely initiated consecutive weight decreases in NRG due to the company's extremely high Price-to-Earnings (PER) and Price-to-Book (PBR) ratios, signaling significant overvaluation that outweighed its revenue growth. For retail investors, this illustrates that even fundamentally sound companies in stable sectors can become overpriced, and it is crucial to consider valuation metrics alongside growth when making investment decisions.

weight 1.410% → 1.180% (-0.230 pp)·stock down 16.3% in the 30 days before

May 11·entry $137.30·now $130.58

AMOM · Weight decrease · 3d

The AI-managed ETF likely initiated consecutive weight decreases in NRG due to its exceptionally high valuation metrics, with a PER of 33.72 and PBR of 18.15, which appear stretched for a utility company despite strong ROE and revenue growth. For retail investors, this pattern suggests the AI is actively de-risking from a potentially overvalued stock, highlighting the importance of thoroughly scrutinizing valuation multiples and exercising caution, even for companies with robust financial performance.

weight 1.410% → 1.210% (-0.200 pp)·stock down 14.6% in the 30 days before

May 8·entry $138.11·now $130.58

AMOM · Weight decrease · 2d

The AI ETF likely initiated a consecutive weight decrease in NRG due to its extremely high valuation multiples, specifically a P/E of 33.73 and P/B of 18.15, which are unusual for a utilities company despite strong ROE and revenue growth. This suggests the AI is de-risking from potential overvaluation or rebalancing based on sector-specific benchmarks. Retail investors should view such premium valuations with caution, recognizing that even fundamentally sound companies can face corrections if market expectations are not met or if the perceived overvaluation corrects.

weight 1.410% → 1.270% (-0.140 pp)·stock down 11.5% in the 30 days before

May 7·entry $141.86·now $130.58

AMOM · Sudden change · 1d

The AI ETF likely increased NRG's weight due to its exceptionally strong ROE of 39.65% and decent revenue growth, signaling robust profitability and efficient capital utilization despite high valuation multiples. For retail investors, this illustrates that AI-driven funds may prioritize companies with superior fundamental quality and earnings power, even if they appear expensive by traditional P/E or P/B ratios.

weight 0.950% → 1.410% (+0.460 pp)·stock up 1.4% in the 30 days before

May 4·entry $154.82·now $130.58

AMOM · Weight decrease · 2d

The AI-managed ETF likely initiated consecutive weight decreases in NRG due to the stock's extremely high PER and PBR, signaling a concern about its stretched valuation despite strong ROE and revenue growth. This suggests the AI is actively de-risking by reducing exposure to potential overvaluation. For retail investors, this serves as a practical reminder to thoroughly scrutinize valuation metrics, even for fundamentally strong companies, as an AI's rebalancing can signal potential market overpricing. Independent valuation analysis is crucial to avoid buying into unsustainable price levels.

weight 1.000% → 0.940% (-0.060 pp)·stock up 5.5% in the 30 days before

Apr 29·entry $149.01·now $130.58

AMOM · Weight decrease · 5d

weight 1.120% → 0.950% (-0.170 pp)·stock down 1.4% in the 30 days before

Apr 22·entry $149.60·now $130.58

AMOM · Weight decrease · 4d

weight 1.120% → 0.960% (-0.160 pp)·stock up 2.8% in the 30 days before

Apr 21·entry $149.86·now $130.58

AMOM · Weight decrease · 3d

weight 1.120% → 1.000% (-0.120 pp)·stock down 2.6% in the 30 days before

Apr 20·entry $157.18·now $130.58

AMOM · Weight decrease · 2d

weight 1.120% → 1.060% (-0.060 pp)·stock up 5.4% in the 30 days before

Apr 17·entry $167.73·now $130.58

AMOM · Weight decrease · 2d

stock down 16.8% in the 30 days before

Mar 31·entry $146.14·now $130.58