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可持续价值股票

可持续价值股票

以可持续方式有效捕捉价值类股的超额回报

要点:

  • 综合多样化的价值衡量方法选择股票
  • 确保环境、社会和公司治理(ESG)表现卓越、生态足迹较低且排除备受非议的商业价值企业
  • 通过整合动量、低风险和质量因子避开价值陷阱

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。

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的量化价值类股筛选模型和投资组合构建流程而生成的排名。我们以精明方式捕捉价值异常现象,并且有效应对一般价值型策略所面临的挑战:价值陷阱。

可持续发展方法着重于三个方面:一是ESG标准的得分至少比参考指数高20%,二是环保得分至少比参考指数高20%,三是根据广泛的道德规范,避免投资在价值观方面相悖的领域。

联系我们

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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