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Could you briefly describe your investment process?
Quantitative screening is combined with fundamental analysis to identify stocks that trade below intrinsic value coupled with an ability to grow their dividend in the future. The investment process consists of four steps. Firstly, the whole universe is reduced by applying screens based on dividend yield (2.5%) and liquidity. This leads to an investable universe. Secondly, fundamental analyses of dividend sustainability and undervaluation are performed which leads to a «value» tilt in the portfolio.
The focus on companies that have attractive and sustainable dividends will lead to a portfolio with a lower volatility and therefore an attractive risk return profile. Thirdly, after the selection of...
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