UBS (Lux) Equity SICAV – USA Quantitative is a securities Subfund at least two-thirds invested, following the principle of risk diversification, in equities and other equity shares of companies domiciled in the USA or who own majority shareholdings in companies domiciled in the USA or whose principal business activity is in the USA.
The investment process is based on quantitative models that identify differences in valuation while controlling risk. The valuation criteria necessary to do this are based on a selection of statistical data and indicators relevant to the valuations. These quantitative models are then used to make predictions on the expected price performance of each equity relative to the performance of the overall market and the different sectors. An algorithm is used to process the individual predictions and to build a portfolio, with the restriction that there are no unnecessary risks to individual securities, sectors or factors.