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Linking Quantitative and Fundamental Analysis in Portfolio Construction
Quantitative data is plentiful. From Yahoo! finance to propriety data providers, analysts and portfolio managers have abundant access to systematically organized financial data. Harnessing a useful framework to properly leverage this information allows for incredible productivity and scale opportunities. Conversely, poorly reasoned or commonly used factors can lead a strategy to merely rise and fall with the masses.

Fundamental analysis possess a different set of potential portfolio construction pitfalls and opportunities. For example the most common valuation model relies on perpetuities to determine a firm’s terminal value, yet perpetuities have no valid economic theory to support their use. Quite the opposite in fact. However, analysts enjoy the liberty in incorporating into fundamental analysis and proforma modeling new information not yet archived and non-financial insights not available through reported historical financial statements.

The ability to properly combine a quantitative and qualitative perspective consistently and effectively provides such firms significant potential advantages over the long run. Since 2004, Applied Finance has harnessed such a process for its analyst driven strategies. This talk discusses how Applied Finance handles various trade-offs between fundamental and quantitative analysis to construct its Five Star large cap portfolio.

Nov 19, 2020 03:00 PM in Central Time (US and Canada)

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