Connecting You
To The Right Investment
Securities Screening
Investment theme research
Top-down macro factors
Bottom-up corporate factors
Looking for macro exposure based on monetary and business cycles and on corporate exposure segmented as follows:
Undervalued Growth
Dividend Increase
Recovery
Strategic Assets
Securities Master List
Expected return
Expected holding
period return
Opportunity cost
Each security is allocated to one of several investment strategy (corporate exposure type) and one or several investment themes.
Portfolio construction procedure
Diversification and weighting scheme based on:
Industry sectors
Regions
Corporate exposure type
Investment theme
Start with equal weight then:
Optimized based on risk/return and opportunity cost scores of each securities
Output are model portfolios matching the different investment mandates
Real Time Portfolio Monitoring
Risk exposure analysis
Performance contribution
Profit & Loss analysis
Performance contribution
Performance attribution (benchmarked portfolios)
Assessment of portfolio performance vs its model portfolio goals.
