At the heart of the European Core team's approach is the ability to identify uncom- mon value in the price of a security and where there is a clear catalyst for change leading to stock revaluation. Marshall Wace has assembled a team with long-term experience and a deep understanding of the drivers of stock valuation, giving us significant analytical edge. We have in place a disciplined screening process, which combined with detailed fundamental analysis enables us to identify opportunities and quantify the extent of any mis-pricing versus intrinsic value.
We seek to engage actively with management to promote the delivery of shareholder value and believe that we have premier access in that regard. Marshall Wace's market presence enables the European Core team to accurately gauge sentiment and utilise this information, in conjunction with proprietary short-interest data, within the process of portfolio construction and optimisation. All positions are initiated and sized within strict risk management parameters which take account of individual stock volatility, liquidity and correlation to maximise the expected return. AUM is not provided. Minimum investment is EUR 100,000 or its currency equivalent.