Policy

The Fund invests in equities of companies listed in the Stock Exchange of Thailand and Market for Alternative Investment on average in a fiscal year at least 80% of the NAV. Equities to be invested will be focused on momentum factor investing using Quantitative Analysis which considers various Momentum Factors that have been studied and researched broadly, both in academic and investment fields, such as Returns, Sharpe Ratio. The principles for selecting stocks are:

1. Analyze stocks based on Momentum Factor mentioned above.
2. Rate each stock by calculation of score based on various Momentum Factors.
3. Then invest in the first 25 highest-scored stocks, using the score to calculate the investment weight.
There will be a rebalance every 1 month to consider whether the equities are still in line with the above factors.
The Fund may invest in investment units of mutual funds or property funds (Type 1) or REITs or infra funds under management of SCBAM not exceeding 100% of NAV.
The Fund may consider investing in derivatives for purposes of enhancing the efficiency of portfolio management and/or hedging.

Fund Type

Equity Funds

Sub Type of Fund

Registered Fund Capital

3,000 Million Baht

Fund Registration Date

19 Dec 2019

Maturity Date

N/A