Quantitative Stock Selection – Investment goal
You expect equities to hold the highest return potential in the long term and want to use part of your assets to participate in this development.
The goal of our investment solutions, which are managed according to the Quantitative Stock Selection (QSS) approach, is to earn a sustainable and long-term excess return against a comparable index using a consistent and systematic approach. Active management is only worthwhile in inefficient markets, which is why the QSS approach is only applied in such markets.
How it works
Stock selection is systematic and based on a rule-based approach. The investment universe comprises all listed equities in the relevant region and these are evaluated according to six criteria:
| Earnings Revisions | Quality |
| Price Momentum | Growth |
| Risk | Valuation |
Advantages
Assets managed under the Quantitative Stock Selection approach exhibit a sustainable, long-term outperformance, as market inefficiencies and stock mispricing are systematically exploited. The approach is not applied universally but, rather, to markets proven to be inefficient. This means that active management can be worthwhile. In this case, there are no additional currency, country or sector risks. Outperformance is only achieved through systematic, rule-based stock selection. You thereby reach your investment goal more quickly while incurring no more risk than with a passive investment solution (ETF).
