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Alpha Equity 100
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.
Annual performance
Alpha Equity 100 | BBG World Large & Mid Cap | |
2021 | 38,43% | 27,44% |
2022 | -3,25% | -7,45% |
Cumulative performance
Alpha Equity 100 | BBG World Large & Mid Cap | |
1 week | -0,55% | 3,42% |
1 month | -1,39% | -1,72% |
3 months | 2,52% | -1,25% |
6 months | 2,19% | -5,22% |
1 year | 17,97% | 6,43% |
Risk indicator
Volatility Alpha Equity 100 | Volatility BBG World Large & Mid Cap | Beta | Sharpe ratio | |
1 month | 14,74% | 24,87% | 0,34 | -0,95 |
3 months | 12,67% | 19,49% | 0,29 | 0,94 |
6 months | 13,06% | 17,50% | 0,35 | 0,45 |
1 year | 12,23% | 14,06% | 0,48 | 1,60 |
Geographical distribution
 | European Union | 22,45% |
 | United States | 21,60% |
 | France | 14,40% |
 | Unclassifief | 9,96% |
 | Australia | 3,97% |
 | Switzerland | 3,50% |
 | Canada | 3,04% |
 | Germany | 2,52% |
 | China | 1,89% |
 | South Africa | 1,24% |
Distribution by type of assets
Currency distribution
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% |
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%.