CEO, A. Stotz Investment Research

Dr. Andrew Stotz, CFA

Quantamental Investing to beat Benchmarks

A. Stotz Investment Research

We pick stocks. We construct portfolios. All our effort is focused on how to better pick stocks and construct portfolios. We serve fund management companies, family offices, and high net worth individuals.

Thematic (Sector/Industry)

<ul>
<li>We highlight 14 stocks in ASEAN that look interesting to us based on our FVMR Methodology</li>
<li>Portfolio changes: Six stocks remain, eight stocks added to our portfolio</li>
<li>Since its inception, the portfolio has generated a before-fee total return of 184% versus MSCI ASEAN’s 21%</li>
</ul>


We highlight 14 stocks in ASEAN that look interesting to us based on our FVMR Methodology
Portfolio changes: Six stocks remain, eight stocks added to our portfolio
Since its inception, the portfolio has generated a before-fee total return of 184% versus MSCI ASEAN’s 21%


<ul>
<li>We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology</li>
<li>Portfolio changes: Three stock remains, 11 stocks added to our portfolio</li>
<li>Since its inception, it has generated a before-fee total return of 128% versus the MSCI Asia ex Japan of 59%</li>
</ul>


We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology
Portfolio changes: Three stock remains, 11 stocks added to our portfolio
Since its inception, it has generated a before-fee total return of 128% versus the MSCI Asia ex Japan of 59%


<ul>
<li>We highlight 14 stocks in ASEAN that look interesting to us based on our FVMR Methodology</li>
<li>Portfolio changes: One stocks remain, and 13 stocks are added</li>
<li>Since its inception, the portfolio has generated a before-fee total return of 196% versus MSCI ASEAN’s 25%</li>
</ul>


We highlight 14 stocks in ASEAN that look interesting to us based on our FVMR Methodology
Portfolio changes: One stocks remain, and 13 stocks are added
Since its inception, the portfolio has generated a before-fee total return of 196% versus MSCI ASEAN’s 25%


<ul>
<li>We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology</li>
<li>Portfolio changes: Four stock remains and 10 stocks are added</li>
<li>Since its inception, it has generated a before-fee total return of 134% versus the MSCI Asia ex Japan of 60%</li>
</ul>


We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology
Portfolio changes: Four stock remains and 10 stocks are added
Since its inception, it has generated a before-fee total return of 134% versus the MSCI Asia ex Japan of 60%


Pan-Asia Index Rebalances/ Events/ Delta One, Periscope Analytics

Brian Freitas

Pan-Asia Index Rebalances/ Events/ Delta One

Periscope Analytics

Periscope Analytics focuses on event-driven trades across Asia Pacific and provides comprehensive, timely and systematic coverage of index changes to major Asia Pacific indices in a structured manner.

The analysis includes forecasted inclusions and exclusions to all major Asian indices that have significant amount of tracking assets, including estimates of passive buy/sell flow on the stocks. The service also provides commentary and impact of market consultations, ground rule changes, and other events (IPOs, spin-offs, M&A) that could lead to index changes and passive flow.

Periscope Analytics works with multi-strategy hedge funds, proprietary trading firms, stat arb trading groups and long-only investors that invest and trade in the Asia Pacific region with the data being used to trade index rebalances, avoid pre-positioning and passive flow, and to time entry into and exit from stocks.

Event-Driven Trades Across Asia Pacific

Event-Driven

UnionBank of the Philippines / Event-Driven

<ul>
<li>As forecast, <a href="https://www.smartkarma.com/entities/dmci-holdings-inc" target="_blank" data-smartkarma-citation="entities:8026:1" rel="noopener">DMCI Holdings (DMC)</a> and <a href="https://www.smartkarma.com/entities/unionbank-of-the-philippines" target="_blank" data-smartkarma-citation="entities:23192:1" rel="noopener">UnionBank of the Philippines (UBP)</a> will replace <a href="https://www.smartkarma.com/entities/megaworld-corp" target="_blank" data-smartkarma-citation="entities:8746:1" rel="noopener">Megaworld Corp (MEG)</a> and <a href="https://www.smartkarma.com/entities/robinsons-land-corp" target="_blank" data-smartkarma-citation="entities:8831:1" rel="noopener">Robinsons Land Co (RLC)</a> at the close on 3 February.</li>
<li>The PSE is using float higher than 20% for <a href="https://www.smartkarma.com/entities/san-miguel-corporation" target="_blank" data-smartkarma-citation="entities:22728:1" rel="noopener">San Miguel (SMC PM)</a>, <a href="https://www.smartkarma.com/entities/emperador-inc" target="_blank" data-smartkarma-citation="entities:3485:1" rel="noopener">Emperador (EMP PM)</a> and <a href="https://www.smartkarma.com/entities/ac-energy-corp" target="_blank" data-smartkarma-citation="entities:23188:1" rel="noopener">AC Energy Corp (ACEN)</a> - there will be passive buying on the stocks.</li>
<li>Historically, the inclusions have outperformed the exclusions and there has been a big move in the stocks the day after announcement. Square off existing pre-positions by mid-week.</li>
</ul>


As forecast, DMCI Holdings (DMC) and UnionBank of the Philippines (UBP) will replace Megaworld Corp (MEG) and Robinsons Land Co (RLC) at the close on 3 February.
The PSE is using float higher than 20% for San Miguel (SMC PM), Emperador (EMP PM) and AC Energy Corp (ACEN) - there will be passive buying on the stocks.
Historically, the inclusions have outperformed the exclusions and there has been a big move in the stocks the day after announcement. Square off existing pre-positions by mid-week.


PCOMP Index Rebalance: DMC, UBP to Replace MEG, RLC

Philippines

Emperador, Inc. operates in the beverage industry. The Company, through  its subsidiary, produces and markets brandy.

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Emperador (EMP PM)

The Stocks to Own in ASEAN – Vol. 45

We highlight 14 stocks in ASEAN that look interesting to us based on our FVMR Methodology. Portfolio changes: Six stocks remain, eight stocks added.

A. Stotz Investment Research

The Stocks to Own in Asia – Vol. 43

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: Three stock remains, 11 stocks added.

A. Stotz Investment Research

The Stocks to Own in ASEAN – Vol. 44

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: One stocks remain, 13 stocks added.

A. Stotz Investment Research

The Stocks to Own in Asia – Vol. 42

We highlight 14 stocks in Asia that look interesting to us based on our FVMR methodology. Portfolio changes: Four stock remains, 10 stocks added

A. Stotz Investment Research

PCOMP Index Rebalance: DMC, UBP to Replace MEG, RLC

As forecast, DMC & UBP will replace MEG & RLC in the PCOMP at the close on 3 February. There are only 5 days to implementation and there is a large...

Brian Freitas

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