Dynamic Equity

PanAgora’s Dynamic Equity strategies are built upon the belief that behavioral biases of investors create pricing inefficiencies in Equity markets. Unlike traditional quantitative approaches that utilize the same factors and same factor weightings for every company in the investment universe, PanAgora’s proprietary Contextual Alpha Model seeks to capture the unique alpha drivers of each company, based on their fundamental characteristics. We believe that no two stocks are alike, and that the characteristics of each company undeniably change through time. The Contextual Alpha Model is designed to systematically establish a tailored alpha forecast model for each company and adapts this forecast as a company’s fundamental characteristics evolve.