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Research

Defensive Growth: 10 Year

August 2022

The SmartALPHA® Defensive Growth index has achieved its 10 year anniversary. Alpha Quant Models LLC illustrates how this index has outpaced the broader S&P 500 index and Russell 1000 Growth index, with an asymmetric up/down capture ratio. 
Rather than selecting stocks based on past or expected growth, the Defensive Growth index is comprised of 30 non-cyclical stocks with positive change in profitability, operating cash flows and future projected sales and EPS.

Corporate Financing & Investing: Implications for Stock Selection

September 2021

Alpha Quant examines which corporate management approach has rewarded investors, historically - growing capital expenditures vs. shares buybacks and debt reduction.

ETF Sector Investing? Don't Follow the Flows.

May 2021

Past flows do not predict future performance when it comes to momentum in sector rotation strategy.

Views & Outlook

April 2021 Market Valuation

Is the market overvalued? In Alpha Quant's review of free cash flow based valuations, it appears there is room to go.

A Value Strategy Framework

2021

A focus on free cash flow (FCF) is useful in reducing investment risk and avoiding value traps. FCF is a more comprehensive measure of profitability than earnings and is more difficult to manipulate through accounting measures.

A Quality Strategy Framework

2021

The definition of quality must meet two requirements: first, it has to be strictly related to shareholder value creation; second, its adoption in investing should result in superior portfolio performance. We find that the Return on Invested Capital (ROIC) framework meets both requirements.

A Dividend Strategy Framework

2021

In structuring dividend-oriented strategies AQM focuses on the sustainability of dividend growth and its fundamental drivers: established dividend policy as reflected in a long history of increasing dividends; business stability supported by steady earnings; financial strength as evidenced by liquidity and high creditworthiness; and adequate dividend coverage.

SmartALPHA® Defensive Equity Strategy

2021

The SmartALPHA® Defensive Indexes target contemporaneously high returns and low volatility through a systematic process that selects defensive stocks with high expected alpha. The approach is unique to statistical low volatility products. It is intuitive, rooted in fundamental analysis and economic theory, and generates an asymmetrical return pattern with strong downside protection while maintaining remarkable upside participation.

Alpha Quant Models     l     aq@alphaquantmodels.com

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Alpha Quant Models (AQM) is not a registered or licensed broker, dealer, broker-dealer, investment adviser nor investment manager, nor does AQM engage in any activities that would require such registration. AQM does not provide investment advice, endorsement, analysis, or recommendations with respect to any securities or investment opportunities, and its services to or statements about companies or information on this site should never be construed as any endorsement of or opinion about any such securities, investment opportunities, companies or information. No material or information contained on this site constitutes an offer to sell, a solicitation of an offer to buy, or a recommendation of any securities, investment opportunities, or any other similar product or service regardless of whether such securities, investment opportunities, products or services are referenced on this site. Further, nothing on this site is intended to provide tax, legal, accounting or investment advice and nothing on this site should be construed as a recommendation to buy, sell, or hold any investments or securities or to engage in any investment strategy or transaction. 


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