In the current environment of low interest rates and steep equity and bond valuations, many investors are being forced to take on more risk than they would like in order to achieve their targeted returns. It is with that in mind that we decided to develop our equity premia investment strategy, which aims to generate stable returns that are decorrelated from the equity markets and from interest-rate fluctuations.
Premia are risk premiums with distinct features in terms of value, momentum, quality, size, security and management and that offer various sources of remuneration on the equity markets.
To meet our objective of stable returns with moderate volatility, we exploit six of these premia via a systematic risk-based approach that produces portfolios with long and short positions, with the goal of a near-zero beta.
Disclaimer
This marketing document has been issued by Bank Syz Ltd. It is not intended for distribution to, publication, provision or use by individuals or legal entities that are citizens of or reside in a state, country or jurisdiction in which applicable laws and regulations prohibit its distribution, publication, provision or use. It is not directed to any person or entity to whom it would be illegal to send such marketing material. This document is intended for informational purposes only and should not be construed as an offer, solicitation or recommendation for the subscription, purchase, sale or safekeeping of any security or financial instrument or for the engagement in any other transaction, as the provision of any investment advice or service, or as a contractual document. Nothing in this document constitutes an investment, legal, tax or accounting advice or a representation that any investment or strategy is suitable or appropriate for an investor's particular and individual circumstances, nor does it constitute a personalized investment advice for any investor. This document reflects the information, opinions and comments of Bank Syz Ltd. as of the date of its publication, which are subject to change without notice. The opinions and comments of the authors in this document reflect their current views and may not coincide with those of other Syz Group entities or third parties, which may have reached different conclusions. The market valuations, terms and calculations contained herein are estimates only. The information provided comes from sources deemed reliable, but Bank Syz Ltd. does not guarantee its completeness, accuracy, reliability and actuality. Past performance gives no indication of nor guarantees current or future results. Bank Syz Ltd. accepts no liability for any loss arising from the use of this document. (4)