The Quality Small Cap Value strategy considers valuation, momentum and profitability
in an effort to efficiently capture the opportunity for small cap outperformance.
The Quality Small Cap Value strategy seeks to efficiently capture the small-cap
premium by investing in a diverse portfolio of quality, undervalued small cap companies.
The strategy applies a multi-factor model – considering valuation, momentum
and profitability - to identify reasonably priced, profitable small cap stocks and
avoid those with signs of distress.
- Managed by the same lead portfolio manager since 2001
- Applies multi-factor model to identify quality, undervalued companies with positive
momentum
- Manages risk with portfolio construction and focus on efficiency by managing costs
and trading
A Multi-Factor Model with Value, Quality, Momentum, & Size
Proprietary factor definitions, smart multi-factor construction, and efficient
use of risk come together to pursue predictable outcomes.
Why invest with Northern Trust Asset Management?
We seek to add investment value across several essential dimensions
