We believe there are times when individual stock prices do not accurately reflect the true value of a company's stock.We take advantage of these inefficiencies by identifying underpriced stocks.
We sell these same securities when the stock's momentum beginsto break down.
Since you get a bigger bonus for exceeding Wall Street expectations, it is human nature for key executives of
corporations to hold back on good news in order to
exceed Wall Street's expectations.
For several years we have been using a quantitative
approach and methodology to score stocks based
on momentum divided by value.
1. Identify stocks with high alpha
2. Identify stocks with low volatility (low Beta)
3. Find stocks with good momentum and
compelling value
4. Take advantage of the inefficiencies of the
market to find mispriced securities using highly quantitative investment tools.
5. Switch between Active and Passive
Portfolio Management as determined
by market conditions.
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