Quantitative capabilities are an expensive in-house option for many investment management groups. JI offers a sophisticated but cost effective alternative, providing easily accessible research from databases that would be costly to buy and maintain on an individual basis.
JI's subscription based offerings aim to make quantitative techniques accessible and useful to more traditional investors by making them primarily chart based. (The fundamental charts section included in Japaninvest research reports is a good example of this).
JI has one of the most expansive data sets for Asian securities in the market. We have fundamental data from Japanese sources on over 4000 equities. We have largest data set on Chinese equities available in North America. We have estimate data from multiple sources. We have the ability to produce screens, stock selection models and fundamental charts on over 14,000 equities in Asia.
Our experience and expertise in combining, cleaning, and organizing the data for investment purposes is the value added that is not readily elsewhere.
Recent JI projects include:
- In house research, a two page fundamental charts section at the back of each research report which seeks to identify long term changes in company valuations and earnings quality, and in forecasting reliability.
- Reference material: portfolios, watch lists and universes with over 600 companies. modified variables, customized groupings and additional graphics in a similar format to the fundamental charts.
- Company visit preparation material: pre visit screenings and preparation materials including subsidiary analysis.
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JI capabilities include:
- Cross border screens
- Cross border valuations
- Cross border sector analysis
- Cross border stock selection models
- Company visit screening & preparation materials
- Subsidiary analysis of Japanese companies
- Weekly screens for value and fundamental risk
- Quarterly segment screening by product and geography
- M & A screens
- In house earnings revision models
- Factor back testing
- Stock selection models
- Country and sector models
- ATT (At That Time) database to avoid forward looking bias
- Microstructure research: liquidity and short term alpha
