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Quantitative Strategies

Proline

quantitative-strategies

Quantitative Strategies 

Investment strategies that result in portfolios with more return and less risk.

In recent years systematic, quantitative, rule-based investment products have become increasingly popular among large institutional investors. Value Line Professional Services has created a program allowing the independent Financial Advisor to capitalize on the strength of these products. Value Line offers a variety of proprietary strategies to meet the needs of investors with different investment objectives and levels of risk tolerance.

If you’d like more information about our Quantitative Strategy Portfolios, please contact us at 1-800-531-1425 or is@valuelinepro.com.

Quantitative Strategy Portfolios benefits include:
• The ability to license a customized portfolio for exclusive use, providing you with a differentiation in strategy compared to your peers.
• Back-tested and fully analyzed performance results.
• Strategies that highlight the latest trends in the financial markets.
• Portfolio updates personalized for you and your client's needs.
• Customization of strategy to combine Value Line expertise with your specific market views.
• Name recognition with Value Line's 88-plus-year track record of providing industry-leading research.

quantitative-strategies Trial Information

Free trials are available. For quotes, trials or other assistance, contact us at 1-800-531-1425 or is@valuelinepro.com

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Products

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      ADDITIONAL INVESTMENT TOOLS

        VALUE LINE ALPHA ORIENTED DEFENSIVE PORTFOLIO

        PORTFOLIO DESCRIPTION
        The Value Line Alpha Oriented Defensive Portfolio is suitable for investors whose primary interest is in achieving price appreciation potential without taking undue risk. To achieve these goals, all candidate stocks must possess certain defensive characteristics. Defensive characteristics are attributes of the equity that tend to reduce losses when the market trends downward or is volatile. The selected stocks must not only be defensive but must also demonstrate the potential to generate long-term price appreciation.

        INVESTMENT PROCESS
        This portfolio is constructed by selecting stocks with substantial price appreciation potential and favorable risk parameters compared to the portfolio’s benchmark.

        PERFORMANCE COMPARISONS

        Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of September 30, 2023

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        VALUE LINE MID AND LARGE CAP HIGH DIVIDEND YIELD

        PORTFOLIO DESCRIPTION

        The Value Line Mid and Large Cap High Dividend Yield Portfolio is suitable for investors who are interested in an equity portfolio which generates a steady income stream comparable to the interest rate of a fixed-income product. The dividend yield for this portfolio has, on average, been about 2.3% per year historically. Stocks in this portfolio must have a market capitalization of over $2 Billion.

        INVESTMENT PROCESS
        Selection criteria are primarily based on Value Line’s time-tested Timeliness™ Ranks, Performance Ranks, Safety™ Ranks, Financial Strength ratings, technical indicators and proprietary database. Stocks are selected monthly, following a purely quantitative process using predefined rules without exception.

        PERFORMANCE COMPARISONS

        Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of September 30, 2023

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        TECHNICAL RANKINGS

        DESCRIPTION

        Value Line ranked 1 and 2 stocks for Technical outperformed the S&P 500 in 2021. Value Line’s Rank 1 category returned 45.2% and Rank 2 category returned 34.8% compared to the S&P return of 28.7%.

        PROCESS
        The Value Line Technical rank uses a proprietary formula to predict short-term (three to six month) future price returns relative to the Value Line universe. It is the result of an analysis that relates price trends of different durations for a stock during the past periods to the relative price changes of the same stock over the succeeding three to six months. The Technical rank ranges from 1 (Highest) to 5 (Lowest) with 1 and 2 indicating a “buy signal”, a 3 indicating a “hold”, and 4 and 5 indicating a “sell signal”.

        Technical Rank Performance Table
        Technical Rank Historical Performance Graph
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        RANKING SYSTEM

        DESCRIPTION

        Sophisticated investors rely on Value Line’s time-tested, performance-proven ranks to make investment decisions with confidence. The Value Line Investment Survey® is probably most famous for its time-honored Ranking System for Timeliness™, which ranks approximately 1,700 stocks relative to each other for price performance during the next six to 12 months, and Safety™, an overall measure of risk.

        Ranking Process
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