Quantitative Equity Strategies

Our equity management offering features an approach based on a quantitative process for selecting factors and companies, depending on market cycles.

An Equity Investment Approach Designed for Changing Market Regimes

Multi-factor quantitative investment is an alternative to both active and passive traditional strategies and offers a new opportunity for diversification.

In combining traditional fundamental research with quantitative modelling, multi-factor quantitative strategies create broadly diversified portfolios of Eurozone, European and international equities.

To adjust to the individual needs and constraints of each of our clients, our proprietary model can be personalised by investment universe, investment styles, targeted returns, and risk indicatorss.

The team's expertise also extends to innovative and promising strategies such as ESG, ethical criteria, etc.

The investment philosophy is based on the capacity to seize investment opportunities that are specific to each market configuration and thus aims to adapt the investment process and particularly the target style to the market context.

CPRAM’s Quantitative Equity Expertise at a Glance

years of expertise in quantitative equity management

+8000

securities covered, 200 financial criteria and 100 non-financial criteria

+21

billion euros in assets under management

Source CPRAM: Data as of 05/31/2026

A Dynamic Multi-Factor Investment Approach

Our convictions

Factors explain long-term returns on the equity markets.
Market cycles influence the returns achieved by factors.
Each investment universe has its own trends and special features.
External events may affect the financial perception of equities.

Implementing those convictions

A systematic combination of strategic factors and a "bottom-up" selection of equities.
Identifying market configurations and the appropriate multi-factor model.
Adjusting the model to the target (ESG, region, theme, market cap, etc.)
Creating and steering the model by the management and research teams.

Learn more

What Is Quantitative Equity Investing?

Equity quantitative investing is an investment approach that systematically uses financial and market data as well as mathematical and statistical models to analyze securities, support their selection, and construct a portfolio. The quantitative model does not replace the manager. At CPRAM, the manager retains a central role in the investment process. He supervises the model, analyzes its results, and can manage specific situations encountered with certain securities. This human supervision also allows for monitoring the behavior of models and factors over time.

What Is the Difference Between Quantitative and Passive Investing?

Passive management generally seeks to replicate an index. CPRAM's quantitative management is active management: the securities and their weightings result from a selection and optimization process based on financial criteria, factors, and the market regime.

What Is an Investment Factor?

A factor is a measurable financial or market characteristic used to analyze and compare companies. CPRAM's quantitative approach combines several factors to build multifactor models, rather than relying on a single selection criterion. Examples of factors:
Valuation: Estimation of the company's value by taking into account different criteria such as assets, cash flows, future profitability, and development prospects.
Growth: Past and future revenue growth.
Price momentum: Recent trend in stock price variation.
Earnings momentum: Dynamics of earnings growth revisions.
Volatility: Dispersion of stock performance over the past 6 months.
Dividend yield: Dividend paid relative to the latest price.
Balance sheet strength: Assessment of the company's financial health based on accounting criteria.

How Does CPRAM Identify a Market Regime?

The proprietary CPRAM signal daily analyzes various information, notably from equity markets, international credit spreads, and volatility regimes, to determine whether the environment is considered stressed or non-stressed.

What Are the Risks of Quantitative Equity Investing?

Like any investment in the equity markets, the investment involves, in particular, a risk of loss of capital, equity, and currency risk. The level and nature of the risks depend on the fund concerned. Before making any investment decision, it is advisable to consult the prospectus, the Key Information Document (KID), and the information relating to the risks of the fund.