top of page
Machine Learning

Countries that have high cross-sectional return predictions based on Machine Learning models outperform countries with low cross-sectional predictions.

8.png
1.png

VALUE FACTOR

  • 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)

Introducing our latest factor innovation - Borealis FaCs 

Based on BGA Global Country Allocation Framework (BGA G-CAF) Borealis FaCS includes 09 Factor Groups, and 148 Factors.

Desai no bg.png

Romeer Desai

Financial Analyst, Corporate Development & Testing/Quality

Romeer Desai serves as head of corporate development, testing, and quality at Borealis. He has developed proficiency with Bloomberg and MSCI databases, and a range of experience in data extraction, scrubbing, and analysis. He is currently pursuing a certification as a chartered financial analyst and is undergoing advanced training to better serve executive functions. He graduated from the University of South Carolina with a Bachelor of Science in Business Administration as a finance major.

iMac on the wooden desk with a woman phoning_Your paragraph text (2).png

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.

1.png

VALUE FACTORS

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

  • Dividend Yield (DY)
  • Sales-to-EV Ratio (S/EV)
  • 5-yr Sales Growth (SLG5Y)
  • Book-to-Market Ratio (B/M)
  • Sales-to-Price Ratio (SL/P)
  • EBIT-to-EV Ratio (EBIT/EV
  • Asset-to-Market Ratio (ASSET/MV)
  • Free Cash Flow Yield (FCFY)

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.

When it comes to global investing, country selection is a critical component of any successful investment strategy. The performance of individual countries and their equity markets can have a significant impact on investment returns, making it essential for institutional investors and money managers to carefully evaluate and select the right countries for their portfolios. However, investing internationally contains a number of pitfalls, including liquidity risk, currency volatility, and geopolitical uncertainty.

USER INFORMATION

Certain types of content are made available through the Site. “User Information” as used in these Terms of Service means, collectively, the information, such as text, data, reports, analyses, investment information and other content, that Members post, upload, submit, provide, or otherwise make available to the Site, including without limitation discussion groups, message boards, profile pages, and personal information. You shall be solely responsible for your own User Submissions and the consequences of posting or publishing them. In connection with User Submissions, you affirm, represent, and/or warrant that you own or have the necessary licenses, rights, consents, and permissions to use, display, and authorize Borealis Global Advisory to use and display your User Submissions. In connection with User Submissions, you agree that you will not submit material that is in violation of U.S. Securities and Exchange Commission rules regarding selective disclosure by issuers of material nonpublic information (“tipping” and insider trading), copyrighted, trademarked, protected by trade secret, or otherwise subject to third party proprietary rights, including privacy and publicity rights, unless you are the owner of such rights or have permission from their rightful owner to post the material and to grant Borealis Global Advisory all of the license rights. You shall retain all of your ownership rights in your User Submissions. However, by submitting the User Submissions to Borealis Global Advisory, you hereby grant Borealis Global Advisory a worldwide, non-exclusive, fully paid-up, royalty-free, irrevocable, perpetual, sub-licensable, and fully transferable license to use, reproduce, distribute, prepare derivative works of, and display the User Submissions in connection with the Site and Borealis Global Advisory’s business. You grant Borealis Global Advisory the right to use any of your User Submissions to conduct studies and develop forecasts, price forecasts, and reports, which it may display on the Site and use for any other purpose. You also grant Borealis Global Advisory and its affiliates the right to use your User Submissions to make trades. You also hereby grant each User a non-exclusive license to access your User Submissions through the Site and to use, reproduce, distribute, prepare derivative works of, and display such User Submissions as permitted under these Terms of Service. To the extent you do not have ownership rights to any of your User Submissions, you shall indemnify Borealis Global Advisory for any claim regarding Borealis Global Advisory’s use of your User Submissions. You understand that when using the Site, you will be exposed to User Submissions from a variety of sources and that Borealis Global Advisory is not responsible for the accuracy, usefulness, safety, or intellectual property rights of or relating to such User Submissions. You further understand and acknowledge that you may be exposed to User Submissions that are inaccurate, offensive, indecent, or objectionable, and you agree to waive, and hereby do waive, any legal or equitable rights or remedies you have or may have against Borealis Global Advisory with respect thereto, and agree to indemnify and hold Borealis Global Advisory, its affiliates, and/or licensors, harmless to the fullest extent allowed by law regarding all matters related to your use of the Site. Borealis Global Advisory reserves the rights to remove and permanently delete any User Information from the Site without notice.

bottom of page