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CFA Level 3
Equity Portfolio Management

Quantitative Strategy for Underperforming Technology Firm

Easy Active Equity Investing Quantitative Strategies

As an equity portfolio manager focusing on quantitative strategies, you have identified a potential investment opportunity in a technology firm that has been underperforming compared to its peers. The company's financial ratios indicate undervaluation, and your quantitative analysis signals a potential mean reversion. However, market sentiment is currently negative towards the technology sector, which may affect short-term performance.

Your strategy involves utilizing a quantitative screening process that ranks stocks based on specific financial metrics and historical performance data. Which of the following quantitative strategies would most likely help you capture value in this scenario?

Hint

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