Analytic Global Alpha Model

Analytic Global Alpha Model

Global Factor allocation
Five years ending March 31, 2021

Past performance is not indicative of future results. For investment professional use only.

Source: Analytic Investors.
The above example is for illustrative purposes only and is used to display directional similarities or differences. Exposure measured by standard deviation. The Analytic Global Alpha Model is based on a multi factor expected return model which takes advantage of the predictable nature of commonly understood fundamental factor returns, which are caused by patterns of investor behavior and economic change. This can be exploited by ranking stocks based on their expected return, which is calculated using the expected return of the individual factors and a stock’s relative exposure to that factor.

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