PARSUMO Capital is an asset manager that is not guided by returns. Both of our quantitative approaches are based on comprehensive statistical analyses. Our decisions are founded on scientifically proven knowledge, not instinct or intuition. For tactical decisions, we use prospective risk indicators. For our equity selection, we draw on a large universe of public data on the underlying companies. Our approach focuses on two crucial questions:
- How should the current asset allocation be structured?
- Which stocks in a given universe promise good long-term results?
Risk Regime Investing (RRI)
In the Risk Regime Investing (RRI) approach, risk management is our top priority. In practice, this means that we assess the expected financial market risks and manage the required risk budget according to expected developments. Specifically, this involves the ability to measure and identify systemic financial market risks at an early stage.
We use indicators that we have developed to assess market conditions and flag up vulnerabilities in those markets. Differentiating between market regimes enables us to adapt the structure of the portfolio effectively to the prevailing market conditions. In the long run, this leads to above-average results. Find out more »
Quantitative Stock Selection (QSS)
We use the Quantitative Stock Selection (QSS) approach to manage pure equity mandates for the regions of Switzerland, Europe and emerging markets. According to the QSS measurement method, these equity markets are inefficient, which is a precondition for active management. Stocks are chosen on the basis of a systematic selection process and rules. Our screening process enables an objective quality check of all the stocks in a corresponding index.
Every single stock is assessed on the basis of a number of factors and evaluated according to six criteria: