Our Guru quantitative equities strategies are all inspired by techniques adopted by renowned asset manager ‘gurus’, such as Warren Buffet and Peter Lynch.

Our Guru quantitative equities strategies provide exposure to the largest, most liquid stocks from five regions: world, Europe, the US, Asia Pacific ex-Japan and emerging markets. Their stock selection methodology is completely systematic, with minimal human intervention, and is based on company fundamentals rather than market capitalisation.

The strategies are managed by quantitative experts specialising in protected, indexed and model-driven investment. Thirteen experienced investment professionals from various specialist teams within BNP Paribas Asset Management and BNP Paribas’s Corporate and Investment Banking Quant Research & Structuring team provide inputs to the strategies.

As well as offering the strategies in UCITS-compliant funds, we can also tailor mandates to meet your individual needs.

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experienced investment professionals

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Guru quantitative equities strategies

Investment Philosophy and Process

Our Guru strategies go back to basics, using a quantitative approach to invest in companies with sound long-term fundamentals. We focus on three main factors that drive the performance of each stock we consider investing in: its profitability, its valuation, and its prospects. The strategies only invest in large, highly liquid stocks, and our models pay no attention to their weight in traditional market-capitalisation weighted indices.

Our investment process starts off with a liquidity filter based on average daily traded volume (we apply a minimum of USD 20 million for developed market stocks, EUR 10 million for European stocks and USD 10 million for emerging market stocks).

Using official public data, we then systematically rank and analyse each stock in the resultant universe for its profitability (looking at measures such as return on economic assets), prospects (earnings revisions, price momentum) and valuation (price/earnings to growth and price / free cash flow ratios).

We assign equal weights to the scores for each of the three factors, and based on the resultant overall scores we go on to construct a well-diversified portfolio, rebalancing one-twelfth of the portfolio each month to avoid large-scale changes once a year. We reduce the strategies’ overall exposure to the equity market if volatility approaches a pre-defined level.

  • Guru Quantitative Global Equities

    Our Guru quantitative global equities strategy is a well-diversified portfolio of around 250 highly liquid large-cap stocks from around the world.

    It is actively managed, aiming to outperform the MSCI All Country World over the long term with no tracking error constraint against the index.

    It aims to keep turnover below 100% per year.

    The strategy has achieved a 6-year track record.

    • Well-diversified quantitative global equities strategy
    • Management style inspired by proven techniques of investment gurus
    • No link to market-capitalisation-based indices
    • Proprietary quantitative model selects companies based on three fundamental factors
    • Minimal human intervention in the investment process
    • Regular rebalancing to minimise liquidity and market timing risks
  • Guru Quantitative European Equities

    Our Guru quantitative European equities strategy is a well-diversified portfolio of around 120 highly liquid large-cap European stocks.

    It is actively managed, aiming to outperform the STOXX Europe 600 over the long term with no tracking error constraint against the index.

    It aims to keep turnover below 100% per year.

    The strategy has achieved a 10-year track record.

    • Well-diversified quantitative European equities strategy
    • Management style inspired by proven techniques of investment gurus
    • No link to market-capitalisation-based indices
    • Proprietary quantitative model selects companies based on three fundamental factors
    • Minimal human intervention in the investment process
    • Regular rebalancing to minimise liquidity and market timing risks
  • Guru Quantitative US Equities

    Our Guru quantitative US equities strategy is a well-diversified portfolio of around 180 highly liquid large-cap US stocks.

    It is actively managed, aiming to outperform the S&P 500 over the long term with no tracking error constraint against the index.

    It aims to keep turnover below 100% per year.

    The strategy has achieved a 8-year track record.

    • Well-diversified quantitative US equities strategy
    • Management style inspired by proven techniques of investment gurus
    • No link to market-capitalisation-based indices
    • Proprietary quantitative model selects companies based on three fundamental factors
    • Minimal human intervention in the investment process
    • Regular rebalancing to minimise liquidity and market timing risks
  • Guru Quantitative Asia Pacific ex Japan Equities

    Our Guru quantitative Asia Pacific ex Japan equities strategy is a well-diversified portfolio of around 120 highly liquid large-cap stocks.

    It is actively managed, aiming to outperform the MSCI Asia ex Japan over the long term with no tracking error constraint against the index.

    It aims to keep turnover below 100% per year.

    The strategy has achieved a 8-year track record.

    • Well-diversified quantitative Asia Pacific ex Japan equities strategy
    • Management style inspired by proven techniques of investment gurus
    • No link to market-capitalisation-based indices
    • Proprietary quantitative model selects companies based on three fundamental factors
    • Minimal human intervention in the investment process
    • Regular rebalancing to minimise liquidity and market timing risks
  • Guru Quantitative Emerging Market Equities

    Our Guru quantitative emerging market equities strategy is a well-diversified portfolio of around 120 highly liquid large-cap stocks from the emerging world.

    It is actively managed, aiming to outperform the MSCI Emerging Market over the long term with no tracking error constraint against the index.

    It aims to keep turnover below 100% per year.

    The strategy has achieved a 7-year track record.

    • Well-diversified quantitative emerging market equities strategy
    • Management style inspired by proven techniques of investment gurus
    • No link to market-capitalisation-based indices
    • Proprietary quantitative model selects companies based on three fundamental factors
    • Minimal human intervention in the investment process
    • Regular rebalancing to minimise liquidity and market timing risks