commsLAB AG’s benchmark-oriented investment approach “Reputation-based Asset Allocation” (RB2A) is founded on the analysis and evaluation of reputation-relevant information on listed Swiss companies with a high level of resonance.
Value adding factor
Reputation is a key value adding factor: companies with a good reputation achieve a better economic performance. → Learn more
Our measurements (SRI® model) show that reputation in the Swiss equity market is a relevant risk factor to explain equity returns. → Learn more
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 1 – Swiss Performance Reputation Selection (Benchmark SPI)
The investment approach “Swiss Performance Reputation Selection” has the objective of selecting the 20 best-reputated companies from around 100 companies listed on the Swiss Stock Exchange on a weekly basis and to display these companies in a reputation-weighted manner. The weighting criterion is the reputation (SRI®) of the individual companies. The chart shows the historical simulation of this investment approach. → Learn more
Details investment approach 1
|Basis||Reputation data commsLAB/fög-UZH. Stock price information from SIX Financial Information|
|Reputation data||(1) Corporate Reputation / (2) Economic Reputation / (3) Locational Responsibility / (4) Personalized Reputation|
|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||Weekly adjustment of weightings (each Friday at closing prices)|
|Weighting||Balanced-weighted: Fixed portfolio weightings, with an overweight of positive reputation. See ‘Current positions’ for effective weights.|