EVENTS

[Webinar] Capturing Quality and Value in China Market with Effective Scoring Approach

Events Details (Code: 210126LU-CEX)


Factor scoring is commonly used when constructing single- and multi-factor portfolios. Among different ways to construct composite or multi-factor scores, equal-weighted cross-sectional z-scores of different underlying factor components seems to be the most commonly adopted, owing to its simplicity. However, some market participants look for more sophisticated scoring approaches to achieve more refined portfolio objectives. No approach has proven to be superior.
 
In this webinar, Ms. Yan Sun, CFA, Senior Analyst at S&P Dow Jones Indices will share her research findings on two factor scoring methods: the equal-weighted z-scores and equal-weighted SNDZ-scores on percentile rankings, when constructing quality and value scores for stock selection in the quality and value portfolios. And how these two scoring methods affected characteristics of the quality and value portfolios in the China A market.



    (You will be directed to the registration platform of Zoom.)

  • CPT Attendance Letter is complimentary for Members. NO REQUEST APPLICATION IS NEEDED.
  • If you are a Non-member and would like to request for getting CPT Attendance Letter after the webinar, please click the button below to complete the request application and payment by 25 January 2021.
 
 
 
About the Speaker



Ms. Yan Sun, CFA
Senior Analyst, Global Research & Design
S&P Dow Jones Indices
 
Ms. Yan Sun is Senior Analyst, Global Research & Design at S&P Dow Jones Indices (S&P DJI). She is responsible for conceptualizing and developing new indices across different asset classes. Prior to joining S&P DJI in 2019, Yan worked for three years as a Quantitative researcher at Inno Asset Management, where she was responsible for commodity trading advising and stock alpha trading strategy. Yan has an MSc and a BSc in financial mathematics from Shandong University and is a CFA charterholder.

Rating - General 
Material presented will be basic and of interest to a general audience having no background in the area. 



CFA Societies Global Passport Program


CFA Society Hong Kong has participated in the CFA Societies Global Passport Program which allows CFA society members to enjoy local society member rate at selected events like this luncheon.  Members of non-CFA Society Hong Kong CFA Institute societies qualify to attend this event at CFA Society Hong Kong member rates.  Please contact CFA Society Hong Kong at info@cfahk.org to register. 

This Webinar is a complimentary event for all participants (including Members, Candidates and Non-members).
 
Members will be entitled to receive CPT Attendance Letter at NO extra costs after attending the FULL webinar, whereas Non-members will have to pay @$150 for getting the Attendance Letter.  Please see below for further details.

CPT Attendance Letter
 
Complimentary CPT Attendance Letter for members of CFA Society Hong Kong only.  
For Non-members, after registering for the webinar, to request for CPT Attendance Letter, please click here to complete the request application and payment(@$150).  
  • Request for CPT Attendance Letter will only be accepted on or before 25 January 2021 upon successful payment of $150.
  • Participants who fail to submit the request for CPT Attendance Letters and/or complete the payment @$150 will not be awarded of the Attendance Letter. 
  • No make-up applications and payments will be processed after 25 January 2021.
  • CPT Attendance Letters will not be awarded to participants who fail to attend the full webinar. The $150 paid will NOT be refunded. 
To qualify for CPT/CE hours, all participants (members and non-members) must attend the full webinar.  After the webinar, Society staff will verify participants’ check-in and check-out time from the registration system for the purpose of issuing CPT Attendance Letters.  No pro-rata credit hours will be awarded.


Other Details:

* CFA Societies Global Passport Program Eligible

- The event will be conducted in English.
- The webinar link and email confirmation will be sent to registrant upon successful online registration. 
- A webinar reminder will be sent out 1 day before the event. If you have not received the email confirmation and reminder, it is the delegate's responsibility to contact CFA Society Hong Kong to confirm their place.
- The webinar will be conducted on Zoom.
To qualify for CPT/CE hours, participants must attend the full webinar.
- Please log in the webinar link 10 mins in advance of the session start time to allow some time to solve the technical issues (if any) and the webinar will start promptly at 12:30 pm.
- For attendance-taking purpose, participants’ names and company names (if any) may be given to the speaker of this event.
- CFA Society Hong Kong will closely monitor and assess the ongoing situation of COVID-19 in the community.  Should there be any changes to the event dates and other arrangements, we will notify participants via SMS and/or email.  Notices will also be posted on Society’s website.  Please stay alert with our notifications.
- The event organizers reserve the right to change the format, date or speakers of the event due to unforeseen circumstances without prior notice.
 
- In case of dispute, the decision of CFA Society Hong Kong is final, and no further correspondences will be entertained.