Risk Management is the Key Element of the Alpha Generation Process
Risk management is a challenging task for portfolio managers. There are many techniques, strategies and indicators that are currently used by market professionals to manage market risk. QAS created its own risk framework (6 Risk Zones) that identifies and differentiates stocks with high risk vs. low risk.
QAS 6 Risk Zones
QAS offers several solutions for portfolio managers, depending on the unique characteristics of their strategies, preferences and trading styles. Our highly sensitive risk framework can help with solutions like timely short selling, hedging and underweighting stocks in a portfolio of any size.
As of 06-13-18, our S&P 500 index’ screening report identified the following 10 stocks with negative momentum:
- EQR (EQUITY RESIDENTIAL)
- ESS (ESSEX PROPERTY)
- EXPE (EXPEDIA INC)
- DLR (DIGITAL REALTY)
- PNR (PENTAIR PLC)
- LUV (SOUTHWEST AIRLINES)
- NKTR (NEKTAR THERAUPEUTICS)
- BXP (BOSTON PROPS)
- WDC (WESTERN DIGITAL CORP)
- HPE (HEWLETT PACKARD)
The main differentiating factor of the QAS Risk Zone methodology is that our algorithm takes into consideration multiple time-frame data (stock prices). Our best negative scenarios occur when long and intermediate-term momentum inputs turn negative simultaneously.
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© QAS 2018. The QAS Data is hypothetical and therefore does not reflect actual trading. Past performance is not a guarantee of future results. The QAS Data is for informational and educational purposes for investment professionals only, and is not to be used or considered as an offer or invitation to sell or issue or any solicitation of any offer or invitation to buy securities or other financial instruments, or any advice or recommendation with respect to such securities or other financial instruments.