Value Factor Models
Value factors identify financial instruments trading at a discount to intrinsic metrics. This framework uses price-to-book, earnings ratios, and sector-adjusted screens for a rigorous, context-specific assessment. Backtesting against Singapore data is prioritized for relevance.
Quality Factor Models
Quality factors prioritize strong balance sheets, low leverage, and efficient asset use. By analyzing return-on-equity, debt ratios, and margin consistency, this framework surfaces candidates likely to withstand adverse cycles. Data sources are regularly audited for accuracy.
Momentum Factor Models
Momentum factors capture trends in relative performance over defined periods. This framework uses rolling-window analysis, volatility screens, and exclusion of recent outliers. Adjustments are made for local market microstructure effects.
Low Volatility Models
Low volatility factors focus on instruments with stable historical price movements. This model is refined by integrating sector, size, and liquidity screens to mitigate hidden risks. Ongoing calibration aligns with evolving regional volatility regimes.