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Quantitative Canadian Value Model
QUANTITATIVE STRATEGIES
What are Quantitative Strategies?
Benefits of Quantitative Strategies
QCVM
Quantitative Canadian Value Model
Why you should invest
Exposure to Canadian value, quality, momentum, and financial strength factors in one model.
Overview
Employs a proprietary and systematic process that ranks large cap Canadian equities on their relative valuation, operating metrics, financial strength, and price momentum.
Focused on Canada
1 PROPRIETARY RANKING
QCVM 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 Canadian Value Model
Quantitative Canadian Value Model
Why You Should Invest
Exposure to Canadian value, quality, momentum, and financial strength factors in one model.
Overview
Employs a proprietary and systematic process that ranks large cap Canadian equities on their relative valuation, operating metrics, financial strength, and price momentum.
Investment Process
PROPRIETARY RANKING
QCVM 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.