Julex Capital offers factor-based quantitative equity strategies based on its TrueAlpha™ stock selection model. The goal is to generate significant excess return (“alpha”) over index by investing in a concentrated portfolio of 20-40 stocks. The TrueAlpha™ stock selection model has two distinct features:
- Sequential factor screening. In contrast to most quant models with a linear combined score, our model screens stocks sequentially by each individual factor.
- Stock selection alpha. Unlike most quant models, the excess returns generated from our model are uncorrelated to the Fama-French risk factors like size, value or momentum.
A quantitative large cap strategy aiming to deliver “true” stock selection alpha unrelated to risk factors such as value, size or momentum. It normally invests in 20-40 undervalued and high-quality stocks with high profitability and safe balance sheets. The strategy strives to outperform the Russel 1000 Index with high active shares and high tracking errors.
A quantitative small cap strategy aiming to deliver “true” stock selection alpha unrelated to risk factors such as value, size or momentum It normally invests in 20-40 undervalued and high-quality stocks with high profitability and safe balance sheets. The strategy strives to outperform the Russel 2000 Index with high active shares and high tracking errors.
A quantitative socially-responsible equity strategy aiming to deliver “true” stock selection alpha unrelated to risk factors such as value, size or momentum. It normally invests in 20-40 under-valued high-quality stocks with above-average ESG (environmental, social and governance) rankings based on a variety of key performance indicators. The strategy strives to outperform the S&P 500 Index with high active shares and high tracking errors. This strategy is best suited for socially-conscious investors who intend to outperform the market.