Investment Strategies

We offer a broad range of carefully researched factor-based investment strategies designed to align with client objectives — from micro cap to large cap value, and including multi-capitalization and international strategies. Our quantitative investment philosophy is rooted in the concept of Factor AlphaSM — characterized by the fundamental belief that factors drive equity returns and should be applied from the bottom-up to build more concentrated portfolios, rather than "smart" indexes. Our process is grounded in research of the U.S. market dating back to 1927 and global market back to 1970. This research allows us to seek innovative ways to continually improve our factor expertise.

O’Shaughnessy Market Leaders Value

Seeks to provide long-term growth by investing in mostly large capitalization domestic equities. The strategy seeks market-leading companies that meet our quality criteria with attractive valuations and high “shareholder yield” — which combines a company's annual dividend and its annual rate of stock buybacks. Stocks are selected and weighted based on conviction and are broadly constrained by sector and industry.

Learn More

O'Shaughnessy Small Cap Value

Seeks to provide long-term appreciation by creating a portfolio of undervalued, domestic, small cap equities with market capitalizations between $200 million and $2 billion. The strategy seeks stocks that meet our quality and momentum criteria and have attractive valuation characteristics. Stocks are conviction-weighted and broadly constrained by sector and industry.

Learn More

O'Shaughnessy All-Canadian Equity

Seeks to provide long-term appreciation through exposure to Canadian equities that we believe have better quality, value, and momentum across market capitalization ranges. Stocks are selected and weighted based on conviction and are broadly constrained by sector and industry.

Learn More

O’Shaughnessy Micro Cap

Seeks to provide long-term appreciation by creating a portfolio of domestic equities with market capitalizations that are approximately between $50 million and $200 million at time of purchase. The strategy seeks stocks that meet our quality criteria and have attractive combined valuation and momentum characteristics. Qualifying stocks are conviction-weighted and limited by broad sector and industry constraints.

Learn More

O’Shaughnessy All Cap Core

Seeks to provide long-term appreciation through exposure to domestic equities that we believe have better quality, valuation, momentum, and Shareholder Yield* across market capitalization ranges. Stocks are strategically-weighted and broadly constrained by market capitalization, sector, and industry. O’Shaughnessy All Cap Core is our most diversified domestic strategy by selection factor, investment style, and market capitalization.

Learn More

O’Shaughnessy Enhanced Dividend®

Seeks to provide long-term appreciation and income through exposure to global equities that we believe have exceptional quality, valuation, and dividend yield. Enhanced Dividend’s focus on the combination of value and dividend yield across the global opportunity set provides a unique take on equity income. Stocks are conviction-weighted and broadly constrained by region, sector, and industry.

Learn More

O’Shaughnessy International Equity

Seeks to provide long-term appreciation through exposure to international equities across market capitalization ranges outside of North America. The strategy selects stocks we believe have better quality, valuation, momentum, and yield. Stocks are selected and weighted based on conviction and are broadly constrained by region, sector, and industry. Currency exposure is unhedged.

Learn More

O’Shaughnessy International ADR

Seeks to provide long-term appreciation through exposure to international equities, primarily using American Depository Receipts (ADRs), that we believe rank favorably on the themes of quality, valuation, momentum, and yield. Stocks are selected and weighted based on conviction and are broadly constrained by region, sector, and industry.

Learn More

O’Shaughnessy Market Leaders Core

Seeks to provide long-term appreciation by creating a portfolio with exposure to mostly large capitalization domestic equities that we believe have better quality, valuation, momentum, and Shareholder Yield — which combines a company's annual dividend and its annual rate of stock buybacks. Stocks are conviction-weighted and broadly constrained by sector and industry.

Learn More

O’Shaughnessy Small-Mid Cap Growth

Seeks to provide long-term appreciation through exposure to a portfolio of domestic, aggressive growth equities with market capitalizations between $200 million and $10 billion. The strategy seeks stocks that meet our quality and valuation criteria and have what we believe to be exceptional momentum. Qualifying stocks are conviction-weighted and limited by broad sector and industry constraints.

Learn More