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Providing Global Equity 
Allocation of Products
to Advisors.

For investment experts who wish to invest globally and want to save significant time and money, Borealis offers an SaaS-based, self-contained and data-driven country asset allocation apparatus that delivers world-leading, real-time, actionable country-level investment insights. By leveraging advanced algorithms and visualization tools, we accomplish this by means of a repository of internally-generated investment data, an AI global investment analyst, and a plethora of dashboards with clearly annotated charts.

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BGA G-CAF

BGA Global Country Allocation Framework (BGA G-CAF) is our transparent and intuitive framework for classifying about 150 cross-sectional country-level anomalies (“factors”) across 9 “factor groups” that were gleaned from academic literature published over the last 30 years. BGA aspires to be at the forefront of structuring and standardizing factors for country-based investing, and accordingly, G-CAF creates common parlance and characterizations around country-level index factors for creating feasible country allocation strategies for ETF sponsors, global allocation specialists, institutional money managers, portfolio managers, investment advisers, equity analysts, financial services companies, rating agencies, and financial data analytics firms.

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Value Factor
Momentum & Technical Analysis Factor
Size Factor
Quality Factor
Price Risk Factor
Reversal Factor
Seasonality Factor
Macroeconomic Factor
Liquidity

9 Factor Groups

148 Factors

Factor Groups

The dashboard system powers a country equity rating system called BGA Global RATINGS, which ranks about 85 countries in the investment universe across each factor group classified based on the BGA Global FACTS system. The dashboard system provides visualization designed to easily compare countries using the RATINGS over the 11 distinctive factor groups. The rating system is supplemented by the BGA Global DEEP-VIEW that is conceived to provide an instant snapshot of any country in terms of factor group exposures.

Introducing our latest factor innovation - Borealis FaCs 

Based on Borealis Global Allocation Factor Model, Borealis FaCS includes 11 Factor Groups, and 16 Factors.

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VALUE FACTOR

Countries with low valuation ratios outperform countries with high valuation ratios.

  • Dividend Yield (DY)
  • Sales-to-EV (S/EV) Ratio
  • 5-yr Sales Growth (SG5Y)
  • Book-to-market (B/M) ratio
  • Sales-to-Price (S/P) Ratio
  • EBIT-to-EV (EBIT/EV) Ratio
  • Asset-to-Market (AM) Ratio
  • Free Cash Flow Yield (FCFY)
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Quality
Quality

Countries that have high financial soundness metrics outperform countries with low metrics.

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Price Risk
Price Risk

Countries that have relatively low price-risk generally outperform countries with high risk.

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Reversal
Reversal

Countries with poor performance over the previous 3-5 years tend to produce high returns in the future.

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Seasonality
Seasonality

Countries with a high same-month average return in the past tend to outperform countries with a low same-month return in the past.

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Macro Economic
Macro-Economic

Countries with superior macroeconomic drivers of equity returns outperform countries with inferior drivers.

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Liquidity
Liquidity

Countries that have low liquidity tend to produce high returns in the future.

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