ZEST
QUANTAMENTAL EQUITY

Zest Quantamental is a long-short equity fund, with single position weights set at around 2% and sector allocation that mirrors the relevant market indices, with deviations of a few percentage points decided on the basis of our proprietary Market Timing models.

An exception is represented by investments in the financial sector, which constitute only a marginal part of our allocation. The fund aims to generate returns in line with US and European financial market returns, while keeping its volatility profile under control.

Philosophy: The fund adopts a Quantamental approach, which can be defined as a combination of Quantitative Analysis, used for screening and ranking purposes, and Fundamental Analysis, used to determine intrinsic value.

Strategy: Using proprietary quantitative models, we analyze companies from different perspectives. Growth, valuation, corporate culture, profitability, analyst estimates and price performance are the main parameters we evaluate in order to assign a Global Score to each company in our investment universe. This Global Score is a proprietary indicator of a company’s attractiveness. The best candidates are then selected and their risk/reward profile is determined.