AS-Score – Systematically integrate factors


AlphaStream has developed multi-factor approaches for equity markets, which consistently assign scores to individual companies within the universe.

The approach is based on well documented factor premia that can be referred to styles such as value, momentum, growth or quality.

The selection algorithm involves a combination of distinct factors, which, if combined efficiently have shown to systematically generate higher risk-adjusted returns.

AS-Score intends to provide an objective view based on a rigorous methodology.