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Tag "factor"

Axioma Multi-Asset Class Risk Monitor

Axioma Multi-Asset Class Risk Monitor

🕔07:37, 19.Aug 2020

 Factor Correlations (60 days) and Changes in Correlations (vs previous 60 days)   Factor Volatilities (last 60 days vs previous 60 days)  Exchange Rate and Predicted Risk

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Value and Interest Rates

Value and Interest Rates

🕔15:22, 14.Aug 2020

Are Rates to Blame for Value's Torments? Value stocks sharply underperformed growth stocks from 2017 to early 2020, exacerbating a longer period of lackluster performance that dates back to the Global Financial Crisis for some value factors. Some have blamed …

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Focusing on factors

Focusing on factors

🕔13:14, 10.Aug 2020

Weekly commentary Corporate earnings estimates look to be troughing as economies reopen with fits and starts. We have increased our overweight in the quality factor because we see it as most resilient to the dynamics of a choppy activity restart,

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Applied philosophy

Applied philosophy

🕔11:21, 10.Aug 2020

Factors in two flavours  Strange things are happening with factors. Was the market turbulence in February and March just a dream? Factors seem to tell us that the market …

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Thema: Value sectorneutraal

Thema: Value sectorneutraal

🕔14:53, 5.Aug 2020

Kwartaalupdate Factorbeleggen Aandelen Dit kwartaal, waarin de aandelenbeurzen hard omhoog gingen, is de opgelopen schade van het eerste kwartaal grotendeels teniet gedaan. Hoewel de schade aan economieën door de Corona-crisis groot is, was er dit kwartaal weer positief …

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Factor Investing Has Changed

Factor Investing Has Changed

🕔15:23, 17.Jul 2020

How the Bond Market Impacts Equity Factor Investing Markets have reached a 140-year low in U.S. interest rates. The collapse of rates since the Global Financial Crisis (GFC) has altered the nature of factor investing. Factor returns have been affected

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FTSE Russell – Webinar – Factor Performance Review and Insight

🕔11:00, 16.Jul 2020

Webinar – Factor Performance Review and Insight Join our webinar for analysis and examination of the impact that COVID-19 volatility has had on regional factor performance and factor valuations. Philip Lawlor, managing director, Global Markets Research, and Marlies van Boven,

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Uncertainty Has Seldom Been Higher

Uncertainty Has Seldom Been Higher

🕔11:37, 8.Jun 2020

Quarterly Letter At the March lows, most risk assets appeared to be fair value or cheap, even assuming a moderate hit to fair value from a severe recession. In our multi-asset portfolios, we added to our …

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The Facts Behind Factor Performance

The Facts Behind Factor Performance

🕔15:58, 15.May 2020

The Invesco White Paper Series – March 2020 Due to its simplicity, market-cap weighting has long been a popular means of calculating the composition of market indexes. But as an investment strategy, market-cap weighting has limitations — frequently resulting in outsized

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Portfolio factor allocation schemes

Portfolio factor allocation schemes

🕔15:05, 15.May 2020

The decision over which factors to allocate to, and in what magnitude, has a significant impact on investment outcomes and is an important consideration for investors employing a factor approach to achieve investment objectives. It is analogous to the asset

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Hans Rosling and ‘Scary Statistics’ made it into our Top Five!

Hans Rosling and ‘Scary Statistics’ made it into our Top Five!

🕔10:13, 9.May 2020

#19 – Top Five Best Read Research on OpinioPro What research was read the most on OpinioPro this past week? Hereby a top five overview: On the fifth place: the CIO View by DWS: “Corona and Talf 2.0 – New

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Introducing Stoxx® Factor And Esg-X Factor Indices: Get More From Your Premia Exposures

Introducing Stoxx® Factor And Esg-X Factor Indices: Get More From Your Premia Exposures

🕔09:02, 7.May 2020

Qontigo has introduced a new series of factor-based indices known as the STOXX® Factor Indices. These are designed for investors who want to take advantage of the benefits of reaping factor premia while avoiding the noise that pervades many other

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Value Is in the Eye of the Beholder

Value Is in the Eye of the Beholder

🕔14:40, 1.May 2020

It has been a difficult couple of years for value and factor investing, and it has been no less difficult for us than others. We all owe it to ourselves to ask what we did right, what we did wrong

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The Factor Archives: Value

The Factor Archives: Value

🕔14:12, 1.May 2020

We believe that price is one of the most predictive determinants of future alpha and try to identify companies trading at cheap prices relative to their sales, earnings, cash flows, and dividends. While there are countless value strategies, we take

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FTSE Russell – Webinar – Q1, 2020 Factor Performance Review and Insight

🕔11:00, 21.Apr 2020

Webinar – Q1, 2020 Factor Performance Review and Insight Regional analysis and examination of the impact of Covid-19 on factor performance. Following the publication of our next Market Maps Factor Indicator quarterly report, Philip Lawlor and Marlies van Boven, FTSE

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Northern Trust AM – Webinar – Factor Performance and Outlook for Volatile Markets

🕔17:00, 7.Apr 2020

Webinar – Factor Performance and Outlook for Volatile Markets Special edition of Factor Research Quarterly Getting paid for the risk investors take is important for any market environment, but especially in this period of historic volatility. Many investors are preparing

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Qontigo – Webinar – Managing Your Portfolio in an Extreme EMEA Factor Environment

🕔15:00, 26.Mar 2020

Webinar – Managing Your Portfolio in an Extreme EMEA Factor Environment March 26, 2020, 2:00 PM GMT | 3:00 PM CET As the spread of coronavirus (COVID-19) continues, we are witnessing uncharted turmoil in the global equity markets with factor behaviors

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Qontigo – Webinar – Managing Your Portfolio in an Extreme US Factor Environment

🕔16:00, 25.Mar 2020

Webinar – Managing Your Portfolio in an Extreme US Factor Environment March 25, 2020,  11:00 AM ET | 8:00 AM PT As the spread of coronavirus (COVID-19) continues, we are witnessing uncharted turmoil in the global equity markets with factor behaviors

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Northern Trust AM – Webinar – Navigating Market Uncertainty With Factors & ESG

🕔08:00, 19.Mar 2020

Webinar – Navigating Market Uncertainty With Factors & ESG, partnership with IPE As market volatility, geopolitical risks and economic uncertainty continue to shake global markets, it’s critical for institutional investors to re-evaluate their risk positioning. This means running portfolios as

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S&P 500 Low Volatility Index: Five Decades of History

S&P 500 Low Volatility Index: Five Decades of History

🕔12:39, 9.Mar 2020

S&P Dow Jones Indices (S&P DJI) publishes a series of low volatility indices, offering market participants a perspective on the returns of lower volatility equities and forming the basis for index-linked products globally. 1 Low volatility indices have typically outperformed

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Our views on equity style factors

Our views on equity style factors

🕔14:38, 25.Feb 2020

BII Global weekly commentary We still favor the quality factor for its resilience in late-cycle periods, despite its muted performance this year. We retain for now our moderate pro-risk stance over the next 6-12 months, with an eye on rising

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Chasing Your Own Tail (Risk), Revisited

Chasing Your Own Tail (Risk), Revisited

🕔17:00, 24.Feb 2020

AQR White Paper  One of the most important topics on investors’ minds following the Global Financial Crisis was how to protect their portfolios from the next crisis. Our paper "Chasing Your Own Tail (Risk)" was our response.1 In it, we

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It’s Time for a Venial Value-Timing Sin

It’s Time for a Venial Value-Timing Sin

🕔16:58, 24.Feb 2020

Cliff’s Perspective  Early in the classic movie Young Frankenstein, when the villagers’ suspicions have begun to rise, inspector Kemp cautions them against going too far and starting a dangerous riot. Later in the movie he relents and announces that this

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The presumed end of the value premium

The presumed end of the value premium

🕔16:50, 24.Feb 2020

Value benefits from Behavioral Finance effects In 1934, Benjamin Graham and David Dodd stated in their book „Security Analysis“ that investors could profit from mispricing by investing in low-valued and unpopular stocks. This Value effect, that was later confirmed worldwide by academic

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Are you taking enough risk? How do you know?

Are you taking enough risk? How do you know?

🕔08:07, 19.Feb 2020

Risk & Reward – Research and investment strategies Asset management firms often stress the importance of risk management – and Invesco is no exception. But successful risk management is more than mitigating risk. Taking enough risk is equally important, especially

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