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Quantitative Global Value Model


 

Exposure to global value, quality, momentum, and financial strength factors in one model.

QUANTITATIVE STRATEGIES

What are Quantitative Strategies?

Benefits of Quantitative Strategies

QGVM

Quantitative Global Value Model

Why you should invest

Exposure to global value, quality, momentum, and financial strength factors in one model.

Overview

Employs a proprietary and systematic process that ranks large cap global equities on their relative valuation, operating metrics, financial strength, and price momentum.

Global Approach

Quantitative Global Value Model

1 PROPRIETARY RANKING

QGVM employs a proprietary multi-factor model to rank global equities on their value, momentum, quality, and financial strength factors.

2 TRADE OPTIMIZATION

Our proprietary TRAC™ system is used in an effort to optimize buy and sell decisions for targets and portfolio holdings.

3 REBALANCING

Portfolios are rebalanced every six months.

MULTI-FACTOR RANKING APPROACH

VALUATION

Stocks are ranked on valuation ratios such as P/E, EV/EBITDA, P/CF, and our own proprietary valuation ratios.

QUALITY

Stocks ranked on performance metrics such as return on equity, return on invested capital, etc.

FINANCIAL STRENGTH

Stocks ranked on debt-to-equity, interest coverage, Piotroski F Score, etc.

MOMENTUM

Stocks ranked on relative performance over the last 12 months.

Quantitative Global Value Model


Quantitative Global Value Model

Why You Should Invest

Exposure to global value, quality, momentum, and financial strength factors in one model.

Overview

Employs a proprietary and systematic process that ranks large cap global equities on their relative valuation, operating metrics, financial strength, and price momentum.

Investment Process

PROPRIETARY RANKING

QGVM employs a proprietary multi-factor model to rank global equities on their value, momentum, quality, and financial strength factors.

TRADE OPTIMIZATION

Our proprietary TRAC™ system is used in an effort to optimize buy and sell decisions for targets and portfolio holdings.

REBALANCING

Portfolios are rebalanced every six months.

Multi-Factor Ranking Approach

VALUATION

Stocks are ranked on valuation ratios such as P/E, EV/EBITDA, P/CF, and our own proprietary valuation ratios.

QUALITY

Stocks ranked on performance metrics such as return on equity, return on invested capital, etc.

FINANCIAL STRENGTH

Stocks ranked on debt-to-equity, interest coverage, Piotroski F Score, etc.

MOMENTUM

Stocks ranked on relative performance over the last 12 months.