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.

SECTOR BREAKDOWN

SStocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of December, 2019

VALUE LINE AMERICAN HEARTLAND FUND

PORTFOLIO DESCRIPTION

A number of U.S.-based raw material providers, builders, engineering firms, utilities, and other related corporations would benefit from this influx of funds and construction activities. As a result, Value Line is proud to announce the American Heartland Fund, which is a purely systematic quantitative approach to capitalize on this potential opportunity. The portfolio consists of 50 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, 2019

VALUE LINE ALL-WEATHER EQUITY FUND

PORTFOLIO DESCRIPTION
The Value Line All-Weather Equity Fund is suitable for investors who would like to consistently remain in the market, but also want to be defensive when the general equity market becomes volatile. The objective of the All-Weather Equity Fund is to preserve assets when the market is declining while still being able to make gains when the market appreciates. 

INVESTMENT PROCESS

Selection criteria for this portfolio are primarily based on Value Line’s Safety Rank™, including stocks with Safety Rank of 1 only. When a stock’s Safety Rank falls below 1, the stock will automatically be removed from the portfolio, and its liquidated value will be reinvested among existing positions. The portfolio will be rebalanced in the beginning of each year. This process is automated electronically.

 

PORTFOLIO STATS (MEDIAN)

Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of December, 2019

VALUE LINE MID AND LARGE CAP HIGH DIVIDEND PORTFOLIO

PORTFOLIO DESCRIPTION
The Value Line Mid And Large Cap High Divident 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 4.1% per year historically. Stocks in this portfolio must have a market capitalization of over $1 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.

PERFORMANCE COMPARISONS

Stocks with Above-Average Year-Ahead Price Potential | *Portfolio holdings as of December, 2019