Quantitative Equity

PGIM Quantitative Solutions' Quantitative Equity team carefully constructs factors for systematic, timely alpha capture that span core, value, opportunistic equity and indexing.

Our Philosophy

PGIM Quantitative Solutions believes that company fundamentals ultimately drive long-term security prices, and we seek opportunities to benefit from the deviation between current pricing and a company’s long-term intrinsic worth. We utilize advanced quantitative techniques along with a blend of traditional and non-traditional insights derived from continuous research that enables our investment process to adapt and evolve over time.

Long-Term Sustainable Factors

Across all of our quantitative equity portfolios, value, growth and quality factors are carefully chosen and constructed. Our investment process is based on strong fundamental and behavioral motivations, as well as academic foundations, ensuring staying power.

Efficient Targeting of Factor Exposures

Our adaptive factor exposures allow us to examine stocks through the right lens. Factors are dynamically weighted to reflect differences in individual stock growth rates. Further, our top-down driven systematic insights are designed to complement bottom-up factor exposure.

Seek To Produce Consistent Alpha

Embedded in our process is efficient risk management which allows for purer factor exposures. We calibrate the construction process to target various levels of active return/risk profiles. In addition, we employ transaction cost controls that maximize excess returns.

Wide Variety of Benchmarks

PGIM Quantitative Solutions' quantitative equity strategies span the entire universe. Our long-term track records speak to the team’s experience in navigating multiple market cycles across a broad scope of strategies.