We seek alpha in factor performance rooted in fundamentals.
We believe that markets are reasonably efficient, but investor behavior creates disconnections between prices and fundamentals that can be exploited through identification of risk premia, best accessed through active quantitative management. We implement our philosophy through a disciplined and adaptive approach that identifies, targets, and combines these factors dynamically through rules-based models that are based on fundamental insights and supported by experienced judgment. This philosophy is driven by decades of proprietary research, valuation theory, behavioral finance and continuous empirical testing and has remained consistent through time.
Combined factor exposure seeks consistent outperformance.
QMA’s time tested process provides an adaptive framework that seeks to capture alpha in various market environments. Our quantitative models, proprietary optimization process, and focused cost-effective execution generates diversified portfolios designed to target and combine factor exposures within traditional, alternative, or multi asset class solutions. By carefully focusing the risks we take on the most promising opportunities, we believe we can target consistent alpha generation more effectively.
Experienced investment professionals apply proprietary quantitative tools to target attractive alpha opportunities across varying universes. Continued innovation has resulted in an increasingly advanced set of tools used to build global solutions to meet evolving investor needs.
Responsive and robust research.
QMA's investment approach is sound. Through ongoing research related to how certain investment exposures react and in varying market conditions, we continue to find ways to enhance the adaptive nature of our processes as we seek to deliver optimal performance in both normal and extreme conditions.
Mindful risk management.
We believe integrating risk management into every step of the investment process increases the probability of consistently capturing alpha opportunities. Our approach to risk management allows us to target the most attractive sources of potential alpha, while minimizing our exposure to risks for which we do not expect to be compensated.
Thoughtful ESG Approach.
We believe that ESG-related factors can be important in determining the future value of equity prices. Through our focused research, we seek to identify the best ways to use signals that capture ESG effects and combine them with other stock selection signals to identify attractive investment opportunities. Please click here for our ESG Policy Statement.