Quality Large Cap Core
Create an Optimal Exposure to Value, Quality and Momentum
Mark C Sodergren, CFA
The Quality Large Cap Core strategy targets value, quality and momentum factors in a sector-neutral portfolio that seeks to minimize unintended risk.
The Quality Large Cap Core (QLCC) strategy seeks to efficiently deliver excess returns by investing in a diverse portfolio of undervalued, high-quality large cap companies with positive momentum. Within an end-to-end risk management framework, the strategy employs a multi-factor model using value, quality, and momentum to assess fundamentals and derive an alpha forecast for all investable constituents. The desired result is a portfolio with optimal exposures to value and quality that mitigates unintended risk through a sector neutral approach.
- Seeks to capture market inefficiencies by targeted equity risk factors – value, quality and momentum
- Applies a quantitative multi-factor model with end-to-end risk management
- Focuses on consistent, systematic, transparent and intuitive investment process
A Multi-Factor Model with Value, Quality and Momentum
A robust quantitative model to assess company fundamentals and create an alpha forecast.
Why invest with Northern Trust Asset Management?
We seek to add investment value across several essential dimensions: