Human insight, systematically applied
Systematic Equity is our macro‑aware, style‑agnostic approach to global equities, where human judgement and systematic precision work together.
Our portfolio managers and researchers originate high‑conviction investment insights: factors with clear economic logic, forward‑looking earnings views and robust definitions of quality, valuation and risk. Our systematic platform then acts on those views consistently across thousands of stocks, without style creep.
The result is a benchmark‑aware, high‑activity equity capability that seeks persistent, risk‑controlled outperformance, combining the discipline of systematic investing with the intentionality of active management.
Strength in numbers
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Team has been developing systematic strategies
30 years + -
Assets under management across systematic strategies
€ 24 bn+ -
Systematic equity funds ahead of benchmark on 1/3/5yr
100 %
Blending passive and active
Many allocators face the same quandary.
Pure passive is efficient, but indifferent to fundamentals, while high‑conviction active can add value but often brings concentrated style and manager risk.
Systematic Core Equity is a fully active, benchmark‑aware solution designed to address that trade‑off.
Human first, systematic by design
Our starting point is human judgement. Portfolio managers and researchers identify the sources of return they believe are durable, with their rationale grounded in economic logic rather than data mining.
Examples include:
Building forward‑looking earnings trajectories, rather than relying solely on simple valuation multiples
Differentiating between cyclical and persistent drivers of profitability
Integrating ESG considerations where they are financially material
These insights are then codified into a systematic framework that turns qualitative conviction into quantitatively precise portfolio actions, applied consistently and transparently.
A multi‑factor alpha model
Our alpha model combines five families of signals:
Value
Growth
Sentiment
Quality
Strength
Signals are built primarily from balance sheet and income statement information. The model is continuously refined through ongoing proprietary research, with changes subject to rigorous testing and governance, ensuring the strategy remains an evolving, actively researched source of alpha rather than a static set of rules.
Our process
Risk controlled portfolio construction means tracking error is primarily driven by stock selection, which in turn is driven by carefully curated indicators
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Capture Factor Observations
Sentiment | Quality | Growth | Strength | Value
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Combine into score for all companies
Factor blend targets, stable alpha over time
Target representation from a broad range of factor exposures
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Validate Inputs
Inputs are checked against historical expectation
Validate expected spread of exposure across multifactor metric
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Optimised portfolio construction
Determines the appropriate mix of holdings. Maximise exposure to multifactor metrics versus tracking error, transaction costs and secondary factor exposures
Constrain sector, country and individual stock weights
Risk discipline by construction
Risk management is embedded throughout the process, rather than added as an overlay.
Broad sector and country neutrality helps avoid unintended macro bets.
Explicit constraints limit exposure to individual stocks, factors and regions.
Transparent attribution means that all material active risk can be explained in terms of specific decisions and factor exposures.
The outcome is active risk that is deliberate, concentrated where we have conviction, and tightly controlled where we do not.
Role in a DFM or multi asset portfolio
Systematic Core Equity is designed to operate as a core active global equity allocation within broader portfolios.
Style‑agnostic: pairs naturally with strategies that have more explicit geographic, thematic or stylistic tilts.
Complement rather than duplicate: provides a distinct, actively managed global equity return stream that works alongside, rather than competing with, other active or passive holdings.
Clarity for fiduciaries: factor‑based attribution and tight risk controls support clear reporting and governance.
It is particularly suited to investors seeking:
A core global equity allocation with an objective of consistent, risk adjusted outperformance
A transparent, factor-based process with minimal style drift
Talk to our Systematic team
See how Systematic Core could fit into your portfolio construction. Speak to our sales team for more information or schedule a session with our team, led by Alan Duffy, Head of Systematic Equity at Keyridge