HomeMy WebLinkAboutHandouts_Pension Public Safety_Tab 05_05/03/2010 Domestic Equity
Strategies Overview
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Presented May 3 2010
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Domestic Equity Strategies Overview
Active / Passive
❑ Active Investing — An investment strategy that utilizes trading activity
of securities in a portfolio in efforts to add value and take advantage of
profitable conditions. Active investors often set out to outperform a
designated index or asset class, and add superior returns through this
trading activity.
❑ Passive Investing — An investment strategy that involves very limited
trading of securities within a portfolio. Passive investors may use
index funds to provide the returns of a designated index or broad
exposure to an asset class.
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■ Domestic Equity Strategies Overview
Equity Investing Styles
❑ Growth— An investment style for selecting stocks characterized by
an investor seeking to identify stocks with above - average growth of
sales and earnings. Often these stocks may be characterized with
"expensive" ratios including price -to- earnings and price -to -book
valuations.
❑ Value— An investment style for selecting stocks where an investor
places emphasis on identifying and selecting stocks that are
underpriced in the market. Often these stocks are characterized by
low price -to- earnings and price -to -book ratios compared to the
marketplace.
❑ Other— GARP, Deep Value, Income Value, High Quality Growth
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Domestic Equity Strategies Overview
Market Capitalization
Market Capitalization- A calculation of the number of outstanding shares of
stock of a company multiplied by the share price of that stock, this calculation
is used by investors to indicate the size of a company.
The size of a companies market capitalization can be used to segment the
company into one of this commonly used categories:
Large Cap Over $10 Billion
Mid Cap $3 Billion - $10 Billion
Small Cap $250 Million - $3 Billion
Others: All -Cap, Micro Cap, Nano Cap, Mega Cap, etc.
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Domestic Equity Strategies Overview
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Equity Investing Approaches = --
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Below are examples of types of investment strategic approaches that
may be used by managers to attempt to identify profitable securities and
market conditions:
Cl Momentum— An investment strategy based upon buying stocks as they are rising, in
hopes they will continue higher. This strategy is similarly referred to as theme based
investing.
❑ Contrarian— An investment strategy that seeks to identify profitable situations by
identifying and then speculating against the movements of securities. This strategy
focuses on investing against themes in the marketplace.
❑ Quantitative — An investment management philosophy that places significant or total
emphasis on empirical data (i.e. statistics and ratios) of securities to develop
models, theories, or hypothesis in making buy and sell decisions.
Cl Fundamental— An investment management philosophy that focuses on evaluating
securities through a review of all factors including quantitative and qualitative factors
and macro and micro economics to derive buy and sell decisions.
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Domestic Equity Strategies Overview
Investment
Manager Strategy Managing the Style and Capitalization Allocation Boxes
Example:
Large Cap Value Large Cap
Growth
Sole Manager
Large Cap Core
Mid Cap Value Mid Cap Core Mid Cap Growth
Small Cap Value Small Cap Core Small Cap
Growth
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Domestic Equity Strategies Overview
Investment
Manager Strategy Managing the Style and Capitalization Allocation Boxes
Example: •
Large Cap Value Large Cap
Growth
Growth and Value
Managers
Mid Cap Value ° - - : = _ Cip CO rt Mid Cap Growth
•
Small Cap Value Small Cap Core Small Cap
Growth
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Domestic Equity Strategies Overview
Investment
Manager Strategy Managing the Style and Capitalization Allocation Boxes
Example: •
Large Cap Value Large Cap
Growth
Satellite /Opportunistic
and Core Managers
= E
Mid Cap Value Mid Cap - °'d Cap Growth
Small Cap Value Small Cap Core Small Cap
Growth
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