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增强型指数股票

增强型指数股票

股票市场被动型投资的优化方案

要点:

  • 被动型投资的优化方案是针对于追求回报去成本后仍优于大盘且维持低追踪误差水平的投资者而设立。
  • 在严谨和透明的投资过程中整合可持续性的方法。
  • 在发达国家和新兴市场均创造了辉煌业绩。

投资理念

荷宝的量化投资策略基于以下信念:

以实证数据为基础。识别出具有最有效之风险收益特征的因子。研究过程涵盖在不同市场的长时间经验验证。

以理解实证数据背后之经济、市场原由为依托。 我们希望超越统计数据的形态,探究这些因子背后的经济动力,同时回避无效益的风险。

构建有效及审慎的投资组合。 投资组合透明度高,易于理解说明,避免不必要的交易成本,并整合环境、社会和公司治理(ESG)因素。

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投资过程

荷宝的增强型指数股票策略不但具备被动投资的优势,而且整合了50年的研究成果来获得比被动投资更好的回报。已证实某些特性可提供更高回报,在指数成分股中,如果这些特性得分较高则会小幅增加其权重,如果得分较低则会小幅减少其权重。这些因子包含了价值、质量、动量和分析师修正因子。

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如果您想了解更多关于此策略的详情,请联系我们。

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