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Quantitative Canadian Value Model


 

Utilizes a rigorous and proprietary process to uncover undervalued Canadian equities.

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

Quantitative Canadian Value Model

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.