Swiss Reputation Selection AMC
The certificate issued by Zürcher Kantonalbank under the name “ZKB Tracker Certificate Dynamic on Swiss Reputation Selection Basket” identifies the 20 best-reputed companies out of around 100 companies listed on the Swiss stock exchange and ranks them by reputation. The aim is to generate a sustainable excess return over the benchmark SPI (Swiss Performance Index). Stock selection and weighting are based on the Sedimented Reputation Index® (SRI®) developed by commsLAB AG and the fög – University of Zurich.
All relevant information on the certificate can be found under the following link: https://brevalia.ch/amc-reputation
Successful stock selection
Reputation is tangible
Relevance for Swiss business location
Reputation as an investment criterion
The benchmark-oriented investment approach “Reputation-based Asset Allocation” (RB2A) is based on the contextual analysis, structuring and evaluation of reputation-relevant, publicly available information on Swiss listed companies with a strong resonance.
The result is a unique and completely stand-alone weighting strategy that reflects long-term positive reputation effects of companies via overweights in the active investment strategy.
Value adding factor
Execution and investment profiles
Shares with an above-average reputation therefore generate significant excess returns.
An improvement in financial performance therefore leads to an improvement in reputation, regardless of the starting level.
Reputation-based Stock Selection
The reputation-based investment strategies of commsLAB AG invest in companies that have sustained positive reputation effects overall. As a significant value-adding factor, reputation is therefore systematically used as an investment criterion, with the aim of achieving long-term excess returns over traditional portfolio approaches.
commsLAB’s reputation-based investment strategies are based on the monitoring and assessment of around 100 of the most responsive exchange-listed Swiss companies. They provide the basis for outperforming the major benchmark indices on a reputation-weighted basis (SMI/SLI/SPI), or for focusing via stock-picking procedures on those securities that promise additional excess returns.
RB2A Investment Approaches
Investment approach – Swiss Reputation Selection (Benchmark SPI)
The investment approach “Swiss Reputation Selection” aims to identify the 20 best-reputated companies out of around 100 companies listed on the Swiss stock exchange and to rank them in a reputation-weighted manner. Weighting criterion is the reputation (SRI®) of the individual companies. The chart shows the historical simulation of the investment approach. → Learn more
Details investment approach
|Basis||Reputation data commsLAB/fög-UZH. Stock price information from SIX Financial Information|
|Distributions||None. Net dividends (65%) are reinvested|
|Stock selection||The prerequisites for reputation coding by commsLAB are: Sufficient presence of the company in publicly available sources, a market capitalization of at least CHF 200 million and an average daily trading volume of at least CHF 2 million. At any time, 20 companies are represented in the portfolio (stock picking)|
|Selection criterion||Sedimented resonance and listed on the Swiss stock exchange|
|Frequency||Monthly adjustment of weightings|
|Weighting||Balanced-weighted: Fixed portfolio weightings, with an overweight of positive reputation. See ‘Current positions’ for effective weights.|