Quantitative Investments
Index strategies prioritising efficiency, precision and reliability.
Factor-based strategies designed to improve on traditional index outcomes by systematically capturing long-term drivers of return.
High-conviction equity strategies focused on identifying resilient, high-quality businesses, often not yet fully recognised by the market.
Outcome-driven strategies designed to protect your capital and deliver steadier real returns, particularly when markets are volatile and uncertainty is high.
Shari’ah-compliant strategies grounded in ethical investing, transparency and long-term stewardship.
Integrating ESG Factors
Generating the best possible returns for our clients is behind every decision we take. As such, we incorporate environmental, social and governance factors into our investment process in the same way as we do other potential risk factors. While we primarily evaluate the impact of ESG factors on a share’s price progress at a macroeconomic (theme) level, we also incorporate it at a company (valuation) level, where possible.
We screen our investment universe using our proprietary ESG quantitative tool. This tool evaluates a company’s exposure to accounting and governance-related risks and internal and external environmental and social risks (taking into account its ability to manage these risks). It also examines the company’s history of controversial events.
We use these outcomes to focus our qualitative/fundamental ESG research and give dimension to identified risks in terms of the material and financial impacts over different time periods. While we do not apply negative screening (excluding sectors or industries) to the relatively small SA listed universe, our ESG views are converted into meaningful scores. These scores, along with all the other investment view ratings, influence a share’s weighting in the portfolio.