Quantitative Equity

Utilizing fundamental characteristics, our Quantitative Equity platform employs robust models that systematically combine value, contrarian and momentum factors to identify undervalued stocks. Our research has proven that the factor categories that determine stock price performance often vary across economic sectors and capitalization ranges. By using unique combinations of numerous factors, our sector-specific models allow us to efficiently and unemotionally analyze the designated universe of stocks. This process generates objectively determined buy and sell decisions.

QVM® Process

QVM® Large Cap

Launched in 1994, this strategy focuses on the 1000 largest companies that are available for purchase on U.S. stock exchanges. Utilizing 8 separate WEDGE-defined sectors, this portfolio applies a model-driven systematic approach to large cap value investing.

WEDGE QVM Large Cap 4Q17 Fact Sheet

QVM® Small Mid Cap

This strategy is based on our long history of quantitative equity investing in QVM - Large Cap and focuses on the 501st to 2500th largest companies traded on U.S. stock exchanges.  Utilizing 10 separate WEDGE-defined sectors, this portfolio applies a model-driven systematic approach to small-mid cap value investing.

WEDGE QVM Small Mid Cap 4Q17 Fact Sheet

Micro Cap Value

Combining elements of our traditional equity strategies with our quantitative tools, this portfolio concentrates on companies with market capitalizations between $50 million and $500 million. Once a stock reaches twice the upper market cap limit, or $1 billion, it will be sold from the portfolio.

WEDGE Micro Cap 4Q17 Fact Sheet

Enhanced Core Russell 1000

This index-driven strategy focuses on the securities within a desired benchmark (i.e. the Russell 1000 or S&P 500). Beginning with all benchmark securities, a model-driven systematic approach is utilized to deselect those securities expected to underperform. The remaining securities are held with a sector-neutral weighting relative to the benchmark.

WEDGE Enhanced Core Russell 1000 4Q17 Fact Sheet