Value Shastra is a unique solution that signifies the ideal bonding of process with value. The rationale behind the solution is algo-based investing on market valuations with an aim to provide a cushion of downside protection to the investors. It helps identify the right entry & exit points, thereby piercing the chakravyuh of equity investments.
- Exclusively on the platform of Emkay Investment Manager’s Limited.
- It helps to take the emotion out of equity investment decisions.
- Enables the application of core principles of behavioral finance and logic.
- The solution is based on Time tested solutions of MisterBond.
- The solution helps to identify the correct entry & exit points at right valuations, thereby piercing the chakravyuh of equity investments.
- It is a unique solution that signifies the ideal bonding of process with a value.
- The rationale behind the solution is algo-based investing on market valuations to provide a cushion of downside protection to the investors.
- Enables downside protection.
- Enables asset allocation into equity in optimum proportions.
- India's only A2A Advisor to Advisor platform.
- Over 25 years of providing innovative and relevant solutions to investors and advisors.
- Widely acknowledged as one of the leading industry experts on the AMC business.
Value Shastra is a unique solution that signifies the ideal bonding of process with value. The rationale behind the solution is algo-based investing on market valuations with an aim to provide a cushion of downside protection to the investors. It helps identify the right entry & exit points, thereby piercing the chakravyuh of equity investments
India’s first process driven solution on the PMS Platform
- A unique system driven process which uses data simulations over the last 20 years
- Takes the emotion out of equity investment decisions
- Applies core principles of behavioral finance and logic
Action triggers tested successfully over Mutual Fund schemes and different equity indices over different time frames
- Enables downside protection
- Enables asset allocation into equity in optimum proportions
Exclusive to Emkay Investment Managers Ltd, part of the 25 year old reputed Emkay Global Group
- Pioneering range of ‘Smart Alpha’ and consistently performing ‘Classical Alpha’ strategies
- One of the fastest growing AMCs in the country with patronage from over 500 HNI and 50 non-individual clients
Powered by MisterBond, Founder of MSJ MisterBond Pvt td
- India’s only A2A Advisor to Advisor platform
- Over 25 years of providing innovative and relevant solutions to investors and advisors
- Widely acknowledged as one of the leading industry experts on the AMC business
FEATURES OF VALUE SHASTRA
Endeavors towards downside protection
Optimizes entry into equity
Endeavors to optimize Exit from equity
Avoids creating ‘Abhimanyus’ in Equity Investing
Exclusively on the platform of Emkay Investmet Managers Ltd
Process Bonding with Value
Powered by the time-tested expertise of MisterBond
FEATURES OF VALUE SHASTRA
Investing Based on Market Valuations
Red Zone
Indicative time to start exiting equity.
Yellow Zone
Indicative time to add to your equity allocations cautiously.
Green Zone
Indicative time to re-enter equity completely.
Red Zone
Indicative time to start exiting equity.
Yellow Zone
Indicative time to add to your equity allocations cautiously.
Red Zone
Indicative time to re-enter equity completely.
Red Zone
Indicative time to start exiting equity
Yellow Zone
Indicative time to add to your equity allocations cautiously
Green Zone
Indicative time to re-enter equity completely
INITIAL INVESTMENTS
If Market in Red Zone
- 70% Emkay Liquid Strategy
- 30% Emkay’s 12 Strategy
If Market in Green Zone
- 100% in Emkay’s12 Strategy
If Market in Yellow Zone
As per the algo:
- 60% in Emkay’s 12 Strategy
- 40% in Emkay Liquid strategy
IN SUBSEQUENT MONTHS
In Yellow zone – 3x transfer into Emkay’s 12 Strategy from Emkay Liquid Strategy
Whenever Markets touch Red zone thereafter: 70% goes to Emkay Liquid Strategy and balance 30% remains in Emkay’s 12 strategy
On the other side, whenever Markets touches Green zone post initial investments-100% will go into Emkay’s 12 strategy
Red Zone
Indicative time to start exiting equity
Yellow Zone
Indicative time to add to your equity allocations cautiously
Green Zone
Indicative time to re-enter equity completely
INITIAL INVESTMENTS
If Market in Red Zone
- 70% Emkay Liquid Strategy
- 30% Emkay’s 12 Strategy
If Market in Green Zone
- 100% in Emkay’s12 Strategy
If Market in Yellow Zone
As per the algo:
- 60% in Emkay’s 12 Strategy
- 40% in Emkay Liquid strategy
IN SUBSEQUENT MONTHS
In Yellow zone – 3x transfer into Emkay’s 12 Strategy from Emkay Liquid Strategy
Whenever Markets touch Red zone thereafter: 70% goes to Emkay Liquid Strategy and balance 30% remains in Emkay’s 12 strategy
On the other side, whenever Markets touches Green zone post initial investments-100% will go into Emkay’s 12 strategy
Investment Framework
| From | To | 6 monthly – 5-year rolling | When Markets corrected | When Markets Recovered | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 01-04-2020 | 31-07-2020 | |||||||||
| Value PMS | Regular PMS | Difference | Value PMS | Regular PMS | Difference | Value PMS | Regular PMS | Difference | ||
| 01-06-2009 | 31-05-2014 | 162.54 | 174.36 | -11.82 | 308.07 | 275.73 | 32.34 | 354.02 | 325.8 | 28.22 |
| 01-06-2010 | 31-05-2014 | 158.69 | 162.84 | -4.15 | 241.65 | 206.91 | 34.74 | 277.7 | 244.49 | 33.21 |
| 01-06-2010 | 31-05-2015 | 159.95 | 164.12 | -4.17 | 228.95 | 196.01 | 32.94 | 263.1 | 231.61 | 31.49 |
| 01-06-2011 | 31-05-2015 | 136.54 | 125.76 | 10.78 | 199.76 | 153.51 | 46.25 | 229.55 | 181.39 | 48.16 |
| 01-06-2011 | 31-05-2016 | 137.86 | 132.98 | 4.88 | 193.46 | 155.7 | 37.76 | 222.31 | 183.98 | 38.33 |
| 01-01-2012 | 31-12-2016 | 132.01 | 132.01 | 0 | 197.45 | 164.75 | 32.7 | 226.9 | 194.67 | 32.23 |
| 01-06-2012 | 31-05-2017 | 150.15 | 151.76 | -1.61 | 185.83 | 155.05 | 30.78 | 213.55 | 183.21 | 30.34 |
| 01-01-2013 | 31-12-2017 | 128.14 | 134.13 | -5.99 | 149.14 | 122.16 | 26.98 | 171.38 | 144.35 | 27.03 |
| 01-06-2013 | 31-05-2018 | 122.97 | 126.25 | -3.28 | 140.64 | 115.56 | 25.08 | 161.62 | 136.55 | 25.07 |
| 01-01-2014 | 31-12-2018 | 116.58 | 119.15 | -2.57 | 127.83 | 105.12 | 22.71 | 146.9 | 124.22 | 22.68 |
| 01-06-2014 | 31-05-2019 | 101.03 | 116 | -14.97 | 105.41 | 93.11 | 12.3 | 121.13 | 110.02 | 11.11 |
| 01-01-2015 | 31-12-2019 | 89.96 | 99.29 | -9.33 | 89.7 | 74.33 | 15.37 | 103.08 | 87.82 | 15.25 |
| 01-06-2015 | 31-05-2020 | 92.13 | 74.59 | 17.54 | 90.3 | 73.11 | 17.19 | 103.77 | 86.39 | 17.38 |
| From | To | 6 monthly – 5-year rolling | When Markets corrected | When Markets Recovered | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 01-04-2020 | 31-07-2020 | |||||||||
| Value PMS | Regular PMS | Difference | Value PMS | Regular PMS | Difference | Value PMS | Regular PMS | Difference | ||
| 01-06-2009 | 31-05-2014 | 162.54 | 174.36 | -11.82 | 308.07 | 275.73 | 32.34 | 354.02 | 325.8 | 28.22 |
| 01-06-2010 | 31-05-2014 | 158.69 | 162.84 | -4.15 | 241.65 | 206.91 | 34.74 | 277.7 | 244.49 | 33.21 |
| 01-06-2010 | 31-05-2015 | 159.95 | 164.12 | -4.17 | 228.95 | 196.01 | 32.94 | 263.1 | 231.61 | 31.49 |
| 01-06-2011 | 31-05-2015 | 136.54 | 125.76 | 10.78 | 199.76 | 153.51 | 46.25 | 229.55 | 181.39 | 48.16 |
| 01-06-2011 | 31-05-2016 | 137.86 | 132.98 | 4.88 | 193.46 | 155.7 | 37.76 | 222.31 | 183.98 | 38.33 |
| 01-01-2012 | 31-12-2016 | 132.01 | 132.01 | 0 | 197.45 | 164.75 | 32.7 | 226.9 | 194.67 | 32.23 |
| 01-06-2012 | 31-05-2017 | 150.15 | 151.76 | -1.61 | 185.83 | 155.05 | 30.78 | 213.55 | 183.21 | 30.34 |
| 01-01-2013 | 31-12-2017 | 128.14 | 134.13 | -5.99 | 149.14 | 122.16 | 26.98 | 171.38 | 144.35 | 27.03 |
| 01-06-2013 | 31-05-2018 | 122.97 | 126.25 | -3.28 | 140.64 | 115.56 | 25.08 | 161.62 | 136.55 | 25.07 |
| 01-01-2014 | 31-12-2018 | 116.58 | 119.15 | -2.57 | 127.83 | 105.12 | 22.71 | 146.9 | 124.22 | 22.68 |
| 01-06-2014 | 31-05-2019 | 101.03 | 116 | -14.97 | 105.41 | 93.11 | 12.3 | 121.13 | 110.02 | 11.11 |
| 01-01-2015 | 31-12-2019 | 89.96 | 99.29 | -9.33 | 89.7 | 74.33 | 15.37 | 103.08 | 87.82 | 15.25 |
| 01-06-2015 | 31-05-2020 | 92.13 | 74.59 | 17.54 | 90.3 | 73.11 | 17.19 | 103.77 | 86.39 | 17.38 |
