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优质股票

优质股票

有效捕捉优质股票的溢价

要点:

  • 自2002年开始,选股模型已有质量因子的应用
  • 荷宝的质量因子与众不同,其中包括盈利能力、盈利质量和投资策略
  • 这些定义基于深厚的学术基础,可各自带来出色的业绩表现

投资理念

荷宝的量化投资策略基于以下理念: 

以实证数据为基础。识别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

选股是推动此策略表现的最主要因素。所有投资决策均基于荷宝专有质量股票选股模型和投资组合构建流程而产生的排名。我们以精明方式捕捉质量因子,并且有效地应对一般优质股票策略所面临的挑战。

此策略在可持续性的另一种解读是选择在可持续发展方面表现高于整体市场,而碳足迹明显低于整体市场的股票。

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