JS Investments Limited · PSX:JSIL
JS Investments — Investor Presentation (January 2022)
20 slides from JS Investments's investor presentation, January 2022
Slide 1: Introducing Smart Beta ETF: JS Momentum Factor ETF
INTRODUCING SMART BETA ETF: JS MOMENTUM FACTOR ETF
Slide 2: Table of Content
TABLE OF CONTENT SMART BETA INVESTMENT An introduction to smart beta investments and factor investments along with its benefits MOMENTUM INVESTMENTS Overview of Momentum investment strategy, its benefits and international performance JS MOMENTUM FACTOR ETF Objective, benefits and back tested strateg
Slide 3: Smart Beta Investments
‘Managing Mutual Funds Better! SMART BETA INVESTMENTS
Slide 4: Smart Beta Strategy
SMART BETA STRATEGY THE PERFECT BLEND OF ACTIVE AND PASSIVE INVESTING ACTIVE PASSIVE INVESTING INVESTING • Active Risk Management • Low Cost Active investing is an • Potential for • Transparent Passive investing is a investment technique outperformance • Excessive Risk investment strategy in which C
Slide 5: Factor Investing
FACTOR INVESTING What is a factor? A Factor is a broad characteristic that often explains a stock’s return or its inclusion in a particular basket. Factor investing is an investment approach that involves targeting specific drivers of return across asset classes. There are two main types of factors:
Slide 6: Benefits of Smart Beta / Factor Investing
BENEFITS OF SMART BETA / FACTOR INVESTING Broad choice Cost Diversification Discipline Investors have a wide variety of When packaged in an ETF, a Smart beta approaches can help While there’s no guarantee that investments to choose from smart beta strategy is a low-cost provide diversification in yo
Slide 7: Eliminating Human Bias
ELIMINATING HUMAN BIAS Smart Beta Strategy is a rules based investment strategy that highly relies on Data Mining that helps pick stocks on a set of pre set factors. This eliminates errors due to human bias which are common in active investment. It helps reduce the risk of loss aversion bias, which
Slide 8: Momentum Investments
‘Managing Mutual Funds Better! MOMENTUM INVESTMENTS
Slide 9: What is Momentum
WHAT IS MOMENTUM The term “momentum” is borrowed from Newton’s first law of motion that says a body will remain in uniform motion in a straight line unless acted upon by an external force. The same concept when applied to Momentum investing states that you can maximize long-term profits by riding st
Slide 10: Benefits of Investing in Momentum
BENEFITS OF INVESTING IN MOMENTUM CAPTURING CONSISTENT PARING MOMENTUM OUTPERFORMS DURING RULES BASED OUTPERFORMERS WITH ECONOMIC EXPANSION DECISION MAKING OTHER STRATEGIES By judging momentum over a Expansionary economic periods The strategy follows a range of time periods, the Delivers excess retu
Slide 11: Performance in International Markets
PERFORMANCE IN INTERNATIONAL MARKETS International Momentum ETF International Momentum ETF MSCI Momentum ETF outperformed S&P 500 (%) Outperformance (%) Outperformance by an annualized 5.3% over the past ten years 40 600.0 36.5 160 143.2 35 31.5 140 500.0 28.9 29.4 30 28.4 27.3 120 400.0 25 100 83.0
Slide 12: JS Momentum Factor ETF
‘Managing Mutual Funds Better! JS MOMENTUM FACTOR ETF
Slide 13: JS Momentum Factor ETF Objective
JS MOMENTUM FACTOR ETF OBJECTIVE JS MOMENTUM FACTOR ETF (JSMFETF) seeks to track the investment results of JS Momentum Factor Index (JSMFI), composed of PSX large- and mid- capitalization stocks exhibiting relatively higher price momentum. This is based on the premise that stocks with positive momen
Slide 14: JS Momentum Factor ETF Fact Sheet
JS MOMENTUM FACTOR ETF | FACT SHEET JS Momentum Factor ETF seeks to track the investment results of an index composed of PSX’s large and mid-cap stocks exhibiting Key Facts relatively higher price momentum. Fund Launch Date January 7, 2022* Management Fee 0.5%*** Methodology Expense Ratio 2.5% JS Mo
Slide 15: Why Invest in JSMF ETF?
WHY INVEST IN JSMF ETF? Our back tests reveal that The strategy has a Sharpe ratio of momentum outperforms the KSE All 1.59 vs. 1.25 for the KSE All Share Share index by 6% annualized over index. The strategy adequately 1. 2001 – 2021. Over this period the KSE All Share has returned 19% p.a. 2. comp
Slide 16: Testing Performance
TESTING PERFORMANCE We have tested the Momentum Factor over a 20 year lookback period spanning numerous economic & market cycles and the performance is presented below. The results show strong evidence of the existence of the momentum premium on the Pakistan Stock Exchange. The chart in the next sli
Slide 17: How to Invest in JSMF ETF?
HOW TO INVEST IN JSMF ETF? JSMF ETF will be listed on the The ETF will start with a par value of In order to trade in JSMF ETF you Pakistan Stock Exchange and can be PKR 10 & minimum lot size of 500 can open a brokerage account with traded like a regular stock. shares. any brokerage firm of your cho
Slide 18: About JS Investments
‘Managing Mutual Funds Better! ABOUT JS INVESTMENTS
Slide 19: About JS Investments
ABOUT JS INVESTMENTS JS Investments Limited (JSIL) (estd. 1995) is the oldest private sector Asset Management Company in Pakistan. Management Quality Rating by PACRA – AM2 JSIL offers a wide range of investment products including Mutual Funds, Voluntary Pension Schemes, and Separately Managed Accoun
Slide 20: Thank You!
THANK YOU ! Disclaimer: All investments in Exchange Traded Fund are subject to market risks. The investors are advised in their own interest to carefully read the contents of Offering Document in particular the Investment Policies mentioned in clause 2.2. Risk Factors mentioned in clause 2.7 and War
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