Investment Strategy

“It’s not the strongest of the species that survives, nor the most intelligent, but the one most responsive to change.”
– Charles Darwin

QAM’s strength is in listed equities. QAM differentiates itself through its ability to practice bottom-up stock selection driven by a multifactor dynamic investment model. Our strategy is consistent and systematic.

The investment strategy is based on a multitude of factors ranging from consensus earnings forecasts, dispersion in earning forecasts, earnings revisions, earnings quality, price momentum, valuation factors like price to book, price to cash, dividend yield etc. We only use indicators that have a proven impact on share prices. We call our investment model “QAM Top Right”. The model selects a portfolio with 80 -150 stocks on a monthly basis.

 

indicators

We also include the following into the process:

  • Dynamic factor weighting process
  • Dynamic hedging process
  • Long and short stocks + short index futures
  • Net exposure (on a dollar basis): Long/Short: -40% to +40% and Long Only: 100%
  • Max. gross exposure 300%

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