- Valuation: Monitor historical and relative valuation using fundamental metrics such as free cash flow yield, normalized earnings yield, and intrinsic value.
- Growth: Measure fundamental growth rates including sales growth, EPS growth, and earnings revisions.
- Technical: Evaluate technical strength or weakness using proprietary Chart Score algorithm.
- Leadership: Identify market leadership trends using proprietary Reverse-Adjusted Momentum, VLT relative strength, and VLT momentum models.
Fixed Income Disciplines
- Risk Allocation Model: Evaluate the relative attractiveness of Treasuries versus Credits.
- Inflation Allocation Model: Assess the relative attractiveness of nominal vs. inflation-protected assets.
- Credit Allocation Model: Measure the risk/return trade-offs across credit ratings.
- FX Overlay: Consider currency’s impact on the risk and return of foreign bonds.