- Our expertise
- Dynamic multi factor investing
DYNAMIC MULTI-FACTOR INVESTING
Factor Investing represents an alternative way to traditional active and passive management. Most European investors see Factor Investing primarily as an alternative source of performance and a diversification strategy. As well as the minimization of maximum losses and a better risk-adjusted return.
CPR AM offers a management offer whose approach is based on a quantitative process of selection of factors and values, without bias of style and sector a priori.
Combining a traditional fundamental analysis with a quantitative model, the multi-factor management translates into creating widely diversified portfolios, in the Euro zone, in Europe, as well as worldwide.
A quantitative, yet reactive & adaptive approach drawing on a long track record.
DYNAMIC MULTI-FACTOR INVESTING BY CPR AM
- A Bottom-Up approach emphasising on stock selection
- A dynamic factor allocation related to the market regimes and/or investment zones
- Dedicated products: 75% of the funds /investment solutions are tailor-made
- A proprietary management tool: model portfolio, back tests, risk monitoring, etc.
- A stable and experienced team displaying an average experience of 17 years and a dedicated research team
Our in-house quant model is fully customizable in order to best fit our clients’ expectations and constraints in terms of investment universe, return objectives, risk indicators and management style. The team’s expertise also covers innovative investment strategies such as ESG, ethical criteria, etc.
- Investment universe: country / zone, sector / industry, ESG profile, etc.
- Factor selection: factor combination according to the market conditions and/or investment zones, etc.
- Risk level: range or maximum limit in ex-ante Tracking Error, etc.
- Management objective: relative and absolute performance, ROI production, etc.
The main risks related to this strategy are the risks of loss of capital, shares, interest rates, credit and foreign exchange. The legal documentation of the UCI should be referred to for detailed information on its risk profile.
The growth strategy
This consists in investing in companies identified as having strong upside potential in future-oriented sectors (ex: start-ups in new technologies).
The value strategy
This consists in spotting stocks that are undervalued compared to their current intrinsic value. The managers select companies with solid balance sheets, that are well managed and that have a clear strategy.