Dynamic Multifactor Model
Saemor employs a dynamic multifactor model for selecting European equities. This proprietary model provides a transparent and disciplined methodology to generate investment ideas. Stocks are continuously evaluated on the basis of risk and reward characteristics, aimed at uncovering pricing anomalies that have not yet been exploited by the market. ranks stocks in our universe across four quadrants: valuation, momentum, profitability & growth, and quality.
Complementary alpha drivers
Research shows that these alpha drivers are complementary (momentum outperforms when value struggles), and not mutually exclusive (though rare, undervalued growth companies do exist).
The fund manager has developed the model over a 10-year period (partly at previous employers).