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Pan-International Model

The Pan-International Model is designed to be a decision-support tool for international equity managers who can make country bets in their portfolios. The model ranks companies by their expected future alpha relative to all non-US stocks, seeking to identify the most attractive investment opportunities worldwide.

Utilizing a proprietary nonlinear algorithm, the Pan-International Model balances the impact of valuation (value) and momentum (growth) factor inputs to neutralize style biases.

We optimized the Pan-International Model to achieve superior predictive power at institutionally useful holding periods. The design process focused on big-cap, highly-liquid, institutional-grade securities like those that make up the major international indices. Our experience shows that these issues are the most efficiently priced. Any model that can successfully generate alpha in these securities will have no problem with smaller-cap, less efficiently priced companies.

The service is appropriate for use with funds judged against broad, style-diversified international equity benchmarks like the MSCI EAFE, MSCI All Countries World Market Index (ex-US) or the Dow Jones Global Index (ex-US).

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