We believe that markets are structurally inefficient and provide opportunities for well-founded, disciplined and balanced investment strategies. Value, Momentum and Quality have proven to be profitable equity strategies for decades. At Saemor Capital, we focus on exploiting anomalies that can deliver attractive returns. A systematic alpha strategy constitutes the backbone of this investment approach.

  • A systematic approach avoids behavioral biases and allows us to compare over 1000 stocks in one holistic approach.
  • Value, Momentum and Quality factors tend to work well over a 3-4 month holding period.
  • Combining value, momentum and value leads to a more complimentary, diversified portfolio.
  • Macro and market environments have a huge influence on style performance, adaptability is key.
  • Market neutral strategies can enhance overall portfolio diversification for investors.