PanAgora’s Dynamic Equity strategies employ a proprietary Contextual Alpha Modeling technology that is based on fundamental investment principles. The premise of Contextual Alpha Modeling is that no two stocks are alike and their behavior changes through time requiring a dynamic and distinct analytical model. The Dynamic Equity approach combines firm-specific, sector-specific and region-specific information in a quantitative framework to derive custom-tailored alpha models for a broad universe of global securities.
Dynamic Global Market Neutral
Dynamic Emerging Markets Market Neutral
Extended Alpha Directional Long Short
Dynamic Global Extended Alpha
Dynamic International Extended Alpha
Dynamic Global Equity
Dynamic International Equity
Dynamic Emerging Markets Equity
Dynamic US Large Cap Core Equity
Dynamic US Small Cap Core Equity
Dynamic US Small Cap Value Equity
Stock Selector Strategies
PanAgora’s Stock Selector strategies blend fundamental insight with quantitative techniques in a distinguished manner to move beyond traditional systematic and fundamental investing. The Stock Selector methodology deploys proprietary models to analyze companies on many levels ranging from macroeconomic influences and issues related to industry structure, to company-specific details derived from financial statements and other proprietary sources of information. We systematically extract information from a variety of specialized data sources to enhance our fundamental understanding of a company’s business model and to gain more insight into the potential drivers of a stock’s price movement. Using the information derived from these models, the Stock Selector team constructs portfolios much like a traditional stock picker, but in a disciplined and rigorous fashion, paying careful attention to managing and controlling risk-exposures in effort to maximize risk-adjusted return.
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