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 December 31, 2021

VALUE LINE INFRASTRUCTURE PORTFOLIO

PORTFOLIO DESCRIPTION

Value Line is proud to announce the Infrastructure Portfolio, which is a systematic quantitative approach to capitalize on this potential opportunity. The portfolio consists of 20 publicly traded equities that meet a variety of proprietary Value Line metrics, including our time-tested, performance-proven Ranking System.

INVESTMENT PROCESS
The portfolio has low turnover, above-average dividend yield, low volatility, low correlation with other asset classes, and high diversification benefit. It can be deployed defensively; it has low sensitivity to swings in the economy and markets, and it can provide long-term sustainable cash flow. The portfolio has historically outperformed the MSCI USA Infrastructure Index based on backtesting results and live performance

LIST OF SAMPLE HOLDINGS

Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of December 31, 2021

VALUE LINE BEAR MARKET RESISTANT PORTFOLIO

PORTFOLIO DESCRIPTION

The Value Line Bear Market Resistant Portfolio is specifically designed to address this dilemma and help investors preserve assets in a bear market and enjoy appreciation of their investments during a bull market.

INVESTMENT PROCESS
The performance of the stock market is usually considered a leading economic indicator. We define a bear market as either a recession period as defined by the NBER (National Bureau of Economic Research) or a major market decline defined by a decrease of more than 10% in the S&P 500 Index.
Since 2000, there have been two recessions and eleven major market declines. During these bear market periods, Value Line Bear Market Resistant Portfolio outperformed the S&P 500 Index in all periods by an average of 10.4 percentage points per bear market period.

PORTFOLIO STATS (MEDIAN)

Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of December 31, 2021

VALUE LINE MID AND LARGE CAP HIGH DIVIDEND PORTFOLIO

PORTFOLIO DESCRIPTION
The Value Line Mid And Large Cap High Dividend Portfolio is suitable for investors who are interested in an equity portfolio that 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 around 2% 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 quarterly, following a purely quantitative process using predefined rules without exception.

SECTOR BREAKDOWN

Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of December 31, 2021