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An Overview of Low Volatility Strategies

An Overview of Low Volatility Strategies

🕔13:32, 28.Aug 2020

Smart Beta strategies, such as low volatility, can allow investors to modify their portfolios to better reflect their ongoing return-risk appetite in their strategic allocation. It is possible to build defensiveness into portfolios, while maintaining a degree of upside potential,

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Quality Growth: Resilient businesses in a low-rate world

Quality Growth: Resilient businesses in a low-rate world

🕔09:46, 28.Aug 2020

Growth stocks have continued to outpace value stocks in the recent market volatility Quality Growth, a subset of the growth universe, has shown relative resilience in this selloff Experienced management teams, robust balance sheets, high return on capital and strong

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A Consistent Approach To Custom Esg Investing

A Consistent Approach To Custom Esg Investing

🕔15:16, 20.Aug 2020

Introduction Sustainable investing is under increased scrutiny, as a series of proposed and upcoming regulations start to take effect. The EU Action Plan: Financing Sustainable Growth now requires investment firms doing business in the EU to implement mandated Environmental, Social

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“Deferred Growth” Companies Pose Intriguing Opportunities

“Deferred Growth” Companies Pose Intriguing Opportunities

🕔07:49, 30.Jul 2020

Some strong firms may benefit from a delayed surge in demand. We believe investors should cast a wide net in the search for secular growth opportunities. Health care firms involved in diagnostics and bioprocessing have stayed largely out of the

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Investment style rotations: growth versus value

Investment style rotations: growth versus value

🕔15:10, 24.Jul 2020

Style rotations, where investors switch one type of investment style for another, are nothing new. At some point during most investment cycles different styles – such as growth, quality and value – will outperform at different points as investors rotate

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Reports of Value’s Death May Be Greatly Exaggerated

Reports of Value’s Death May Be Greatly Exaggerated

🕔14:54, 15.May 2020

Value investing has underperformed growth investing for over 13 years. We examine several narratives that suggest why the long-term efficacy of the value factor may be dead. Using a bootstrap analysis, we show the likelihood of observing such a large

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Is (Systematic) Value Investing Dead?

Is (Systematic) Value Investing Dead?

🕔13:58, 15.May 2020

No it’s not. Quite the opposite. I didn’t want to keep you in suspense. Now for some detail. My colleagues have written a great paper (IMHUO) examining the issue (and sharing this blog’s title). It goes without saying that we

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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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March mayhem: was your portfolio betrayed by beta?

March mayhem: was your portfolio betrayed by beta?

🕔16:56, 29.Apr 2020

Investors found few places to hide in the recent and sudden equity market drawdown. Even previously defensive, low-beta stocks weren’t exempt from losses. In this paper, we share our observations of an anomalous shift in equity betas across the market,

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Refinitiv – Webinar – Five Basic Swing Trading Strategies

🕔12:45, 20.Apr 2020

Webinar – Five Basic Swing Trading Strategies In the webinar, Trevor Neil will share five basic Swing Trading Strategies. Most people use Swing Trading as a term to describe trades with a holding period of one day up to several

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Refinitiv – Webinar – Five Basic Swing Trading Strategies

🕔00:00, 17.Apr 2020

Webinar – Five Basic Swing Trading Strategies In the webinar, Trevor Neil will share five basic Swing Trading Strategies. Most people use Swing Trading as a term to describe trades with a holding period of one day up to several

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Do we Need Active Management to Tackle Capacity Issues in Factor Investing?

Do we Need Active Management to Tackle Capacity Issues in Factor Investing?

🕔17:40, 13.Jan 2020

Blitz and Marchesini (2019) question the investability of factor indices and argue that active management is needed to avoid capacity issues. We show that these claims do not hold. Well-designed implementation rules avoid capacity problems that may arise with poorly

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All factor strategies go through long periods of poor performance

All factor strategies go through long periods of poor performance

🕔12:04, 22.Nov 2019

Factor investing requires a long-term perspective Talking about a demise of factors seems premature Active managers can add value through intelligent design

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Standing Alone Against the Crowd: Abandon Value? Now?!?

Standing Alone Against the Crowd: Abandon Value? Now?!?

🕔14:36, 20.Nov 2019

The current value–growth cycle has been particularly daunting for anyone with a value orientation. Value has been out of favor for approximately 12 years at this point. In this prolonged phase of growth dominance, the patience of investors in RAFI™

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Factor investing in corporate bonds: from empirical research to investment practice

Factor investing in corporate bonds: from empirical research to investment practice

🕔18:47, 18.Nov 2019

Four factors – value, carry, momentum and low risk – provide attractive risk-adjusted returns in the investment grade corporate bond market. Their outperformance cannot be explained by traditional risk-return drivers such as the term and default premium. Transaction costs can

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The stage is set for a rebound in unloved European value stocks

The stage is set for a rebound in unloved European value stocks

🕔18:10, 18.Nov 2019

Investors have been troubled by the region recently, with a growing feeling that it is mirroring Japan’s ‘lost decade’. But there are reasons to be positive about it, and we are bullish on defensive stocks which we believe are currently

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The Fab Four: Trend, Carry, Volatility And Value

The Fab Four: Trend, Carry, Volatility And Value

🕔10:53, 13.Nov 2019

Executive Summary: Risk premia strategies (for example Trend, Carry, Volatility and Value) have faced various headwinds since the 2008 financial crisis. Key drivers of the decline in the levels of premia include historically low interest rates, greater levels of un‐

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Invesco Global Factor Investing Study 2019

Invesco Global Factor Investing Study 2019

🕔14:40, 5.Nov 2019

Factor investing adoption continues at pace as asset owners pursue a long-term approach Some 59% of existing global factor investors plan to increase their allocations to factor investing strategies, and 66%-70% of respondents reported their factor investing strategies met or

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Lower Drawdowns can Deliver Cumulative Value in a Market Trending Higher

Lower Drawdowns can Deliver Cumulative Value in a Market Trending Higher

🕔07:29, 4.Nov 2019

Despite the challenging trade environment, equity prices remain near their highest levels in a decade in both the US and Europe. Volatility has remained relatively low, despite intermittent spikes, leading to increasing investor concerns around equity price sensitivity to geopolitical

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Lump sum or regular investing: which is best?

Lump sum or regular investing: which is best?

🕔07:59, 28.Oct 2019

Working out how much to invest and when to do so is something investors often agonise about just as much as where to put their money. Should you invest a lump sum and hope you’ve timed it right, or drip-feed

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Stock-Picking Alpha Q4 outlook

Stock-Picking Alpha Q4 outlook

🕔15:10, 24.Oct 2019

Active strategies’ relative performance in Q3 were slightly weaker than in Q2, though uneven across regions. Uncertainties soared early in Q3 with the breakup of the summer U.S.-China trade truce and bold British PM Johnson’s tactics. Later, signs of a

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Does Style Still Matter in Emerging Markets?

Does Style Still Matter in Emerging Markets?

🕔18:27, 21.Oct 2019

We recently conducted follow-up research to our 2010 study, Does Style Matter in Emerging Markets? and found that the style distinctions among investment managers that we originally identified have grown more pronounced, generating differentiated patterns of performance—patterns that, in some

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The transformative power of capital

The transformative power of capital

🕔13:11, 11.Oct 2019

Asset managers can lead in equity impact investing Assets in impact investing strategies more than doubled from 2018 to 2019, to USD 502 bn1 , targeting solutions for challenges including global poverty, water scarcity and climate change. We believe that

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Secular Trends Changes in demographics: a broad and long-term opportunity set

Secular Trends Changes in demographics: a broad and long-term opportunity set

🕔14:05, 10.Oct 2019

Why thematic investing? Traditional approaches to investing are constantly challenged by leading companies which are by nature innovative and, for most of them, multisectoral. Disruptors can be found in any sector or industry, making the traditional industry classification framework less

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Do high-conviction active strategies perform better?

Do high-conviction active strategies perform better?

🕔10:29, 9.Oct 2019

Our latest research reveals that when looking for outperforming managers, it’s generally helpful to look for active strategies with above-average active share and below-average turnover.  Our previous research helped investors and financial advisors develop a framework for equity allocation and

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