PR.com: Business Directory, Press Releases, Jobs, Products, Services, Articles
 
Businesses Articles Press Releases Follow @PRcom
Press Release Pricing | News by Category | News by Country | News by US Region | Recent News | PR.com News on Your Site
 

Press Releases

 
Haugen Custom Financial Systems

Press Release

Share      Blog

Receive press releases from Haugen Custom Financial Systems: By Email PDF Version RSS Feeds:

Move Over ETFs - Quantitative Finance Model Cracks Open Emerging Markets


Haugen Systems has produced and tested its first Emerging Markets version of the Haugen Expected Return Factor Model covering Central Asia, which includes China, India and Taiwan. Backtests of 7046 companies in the Central Asian region show returns of 45.8% in excess of the regional benchmark and 45.4% in excess of the S&P for the 15 year period ending December 31, 2014.

Durango, CO, February 10, 2015 --(PR.com)-- Haugen Systems (www.quantitativeinvestment.com) has produced and tested its first Emerging Markets version of the Haugen Expected Return Factor Model covering Central Asia, which includes China, India and Taiwan.

Backtests of 7046 companies in the Central Asian region show returns of 45.8% in excess of the regional benchmark and 45.4% in excess of the S&P for the 15 year period ending December 31, 2014. Returns in excess of the benchmark for individual countries within the region ranged from 13.2% to 66.3%. The tests were carefully constructed to be free of both look-ahead and survivorship bias.

In 1996, the late Dr. Robert A. Haugen, PhD. became a pioneer in the field of quantitative investing when he invented the first Expected Return Factor Model, capitalizing on natural inefficiencies in the market. Haugen Systems has been licensing expected returns for the US, Europe and Japan since that time.

The Haugen EM Model uses 70 factors to analyze stock performance including measures of risk, liquidity, profitability, return history, analysts’ estimates, stock price relative to income and cash flow ratios and macro-economic and sector influences. Clients receive Expected Returns and Factor Payoffs each month for the region as a whole or for individual countries within the region.

The Central Asian Emerging Markets Model represents the first of a series of new regions Haugen Systems is producing. The company is capable of creating models for specialized regions or individual countries upon request.

For more information, please contact Tom Fees at 949-509-9800.
Contact Information
Haugen Custom Financial Systems
Tom Fees
949-509-9800
Contact
newfinance.com
You may also contact Jan Bowler, President, Haugen Systems at jbowler@newfinance.com.

Click here to view the list of recent Press Releases from Haugen Custom Financial Systems
Promote Your Business