FactorVal is SavaNet’s equity valuation application that uses SavaNet’s Factor Pricing Model™ to relate a company’s valuation with fundamental, technical and macroeconomic factors.
SavaNet clients use FactorVal to:
1. Determine the sensitivity of individual stock prices to changes in factor levels
2. Track the current drivers of overall market performance
3. Create a Direct Indexed Portfolio™ or DIP™ of stocks which have specific factor exposure(s)
4. Find securities that are potentially over or undervalued relative to their valuation factors
A SavaNet DIP™ is a Direct Indexed Portfolio™ of securities that adhere to specific investment selection criteria, including securities that have been identified as being sensitive to factors using SavaNet’s FactorVal™ application. For example, the SavaNet Oil DIP™ is a portfolio of securities that have demonstrated a high sensitivity to oil prices that clients may directly invest in.