0
Items : 0
Subtotal : 0,00
View CartCheck Out

Alpha Equity 100

Wealth Management

This fund or mandate reflects modern management adapted to fluctuating market conditions by working on equity and derivative markets over much shorter time units. The fund or mandate has a strategic part invested in selected “nugget” stocks (scalp, swing, etc.). 

Risk control is paramount by basically working with more than fifty customised algorithms that monitor market and investor behaviour (notably relative strength in addition to traditional flow analysis and charting techniques). 

One of its objectives is to arbitrarily rule out index management (UCIs, ETFs, etc.), which does not look at the underlying assets and which also invests in “zombie” stocks. 

This fund or mandate is a true “PURE” SRI and ESG management within the regulated framework of article 9. (SFDR)

Our team considers it to reflect an ethical, responsible and ultra-reactive performance management without leverage.

Summary as of 13/05/2022

Performance YTD

-3,94%

Volatility

12,67%

ESG rating

18,61%

Risk level

5/7

Investment horizon

5 years

Documents to download

Monthly report - 2021

October 2021 (download)
November 2021 (download)
December 2021 (download)

Monthly report - 2022

January 2022 (download)
February 2022 (download)
March 2022 (download)
April 2022 (download)

Performance

Period from 31/12/2020 to 13/05/2022

Annual performance

Alpha Equity 100

BBG World Large & Mid Cap

2021

38,43%

27,44%

2022

-2,72%

-10,50%

Cumulative performance

Alpha Equity 100

BBG World Large & Mid Cap

1 week

0,48%

-2,55%

1 month

-3,07%

-7,73%

3 months

2,14%

-4,32%

6 months

1,62%

-10,90%

1 year

21,25%

4,37%

Risk indicator

Volatility Alpha Equity 100

Volatility BBG World Large & Mid Cap

Beta

Sharpe ratio

1 month

16,92%

22,30%

0,64

-2,40

3 months

13,77%

18,52%

0,36

0,58

6 months

13,95%

17,10%

0,47

0,32

1 year

12,67%

13,53%

0,57

1,80

Distribution

Geographical distribution

France 

21,53%

Unclassified

10,18%

Australia

3,93%

United States

3,74%

Germany

3,47%

Sweden

3,34%

Canada

3,26%

United Kingdom

2,83%

Singapore

2,49%

European Union

1,65%

China

1,57%

South of Africa

1,23%

Distribution by type of assets

Currency distribution

Sustainability of Alpha Equity 100

In order to calculate the ESG scores, the metrics are adapted according to the sector of activity of each company.

ESG rating method

50%

Environment

30%

Social

20%

Governance

8-year ESG trajectory

Overall ESG rating

Alpha Equity 100

BBG World Large & Mid Cap

ESG rating

18,61%

31,38%

Environment

17,57%

24,11%

Social

18,67%

31,60%

Governance

21,11%

46,82%

Rating of each stock

ESG ranking

Equity

E

S

G

ESG

1

 FORD MOTOR CO

89,39%

71,46%

100%

86,13%

2

NVIDIA CORP

86,17%

82,64%

77,84%

83,45%

3

 STMICROELECTRONICS NV

68,67%

92,23%

64,65%

74,93%

4

VALLOUREC SA

86,85%

44,63%

82,59%

73,33%

5

 INTEL CORP

58,50%

84,43%

91,61%

73,O7%

6

 LIBERTY GLOBAL

58,99%

72,17%

93,96%

69,93%

7

 CISCO SYSTEMS INC

74,80%

60,79%

68,21%

69,27%

8

PEPSICO INC

68,70%

56,77%

85,25%

68,43%

9

 MICRON TECHNOLOGY INC

40,62%

100%

78,26%

65,96%

10

 BETSSON AB-B

46,23%

37,75%

54,27%

45,29%

11

DERICHEBOURG SA

0,00%

0,00%

0,00%

0,00%

11

GLOBALFOUNDRIES INC

0,00%

0,00%

0,00%

0,00%

11

GROUPE LDLC

0,00%

0,00%

0,00%

0,00%

11

MOSAIC CO/THE

0,00%

0,00%

0,00%

0,00%

11

PALANTIR TECHNOLOGIES INC-A

0,00%

0,00%

0,00%

0,00%

11

S.O.I.T.E.C.

0,00%

0,00%

0,00%

0,00%

11

QUIMICA Y MINERA CHIL-SP ADR

0,00%

0,00%

0,00%

0,00%

11

VALNEVA SE

0,00%

0,00%

0,00%

0,00%

Principal Adverse Impact

What are PAIs? These are stocks that have a negative impact on the investment strategy, either because the stock is not transparent and does not have a rating, or because the stock has a poor ESG rating.

Stocks without ESG rating

Derichebourg SA
Globalfoundries INC
Groupe LDLC
Mosaic CO/THE
Palantir Technologies INC
S.O.I.T.E.C.
Quimica y Minera Chil-SP
Valneva SE

The two lowest rated stocks

10th position – Betsson AB-B
Betsson AB-B has the worst ESG rating of 45.29%. Its rating is penalised by the Environment, with a rating of 46.23%, but also by Social (37.75%) and Governance (54.27%)

9th position – Micron Technology INC
Micron Technology has an ESG score of 65.96%. Although the social and governance scores are good (100% and 78.26% respectively), the ESG score appears to be penalised by the Environment score of 40.62%.