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Quantitative Global Value 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
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.