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Showing 1 - 10 of 11 entries

  1. BLOG

    The Theory of (Value) Relativity 

    May 5, 2021 Waman Virgaonkar , Mehdi Alighanbari

    Factor Investing

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    Whether constructing a fundamental factor model, a value strategy or a value index, valuation ratios need context. Time-series and cross-sectional approaches each have pros and cons. But combining the two may have presented a clearer picture. 

  2. BLOG

    Factors in Focus: Value Springs into Action 

    Apr 6, 2021 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factor Indexes , Fixed Income , Factor Investing

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    Value has historically outperformed in economic recoveries. With the reopening of the global economy we examined value’s performance against other factors, and exposures from our adaptive multi-factor model at the end of Q1. 

  3. BLOG

    Reopening Economies and the Resurgence in Value 

    Mar 31, 2021 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factor Indexes , Global Investing , Factor Investing

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    After 15 years of challenging performance, many have asked if value is still a valid investment strategy. But the reopening of the global economy following vaccination rollouts has reignited interest across stocks, sectors, countries and regions.

  4. BLOG

    Factors in Focus: Val-come Back! Shifting Factors as the Cycle Turns 

    Jan 6, 2021 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factor Investing

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    In this two-year-anniversary edition of Factors in Focus, we reflect on the historical relationships between factor returns and macro cycles, which have provided useful information for investors looking to take an active stance on factor exposures based on their outlook.

  5. BLOG

    Factors in Focus: Impact of Inflation on Style Factors 

    Oct 2, 2020 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factor Investing , Global Investing , Risk Management

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    Global equities continued to rally in Q3, brushing aside fear of a second wave of COVID-19 and a large economic slump. We review what it meant from an equity and fixed-income factor perspective and look at what our models showed headed into Q4

  6. BLOG

    Factors in Focus: How Trendy Is Your Style Factor? 

    Jul 6, 2020 Rohit Mendiratta , Hitendra D Varsani , Waman Virgaonkar , Hitendra Varsani

    Factor Investing , Risk Management

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    As markets rallied worldwide, investors took on high-beta exposure and rotated away from stocks with lower risk. The latest edition of Factors in Focus explores the details.

  7. BLOG

    Factors in Focus: Risk sentiment and factor dynamics in a crisis 

    Apr 2, 2020 Rohit Mendiratta , Hitendra D Varsani , Waman Virgaonkar , Hitendra Varsani

    Factor Indexes , Factor Investing , Factors , Fixed Income

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    We analyzed the market effects from COVID-19 and a Saudi Arabia/Russia oil-price war. We also examined – for the first time – credit factor performance. How did the quarter play out? What did our adaptive multi-factor model show as it ended?

  8. BLOG

    Factors in Focus: Will 2020 vision sharpen exposures? 

    Jan 6, 2020 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factor Indexes , Factor Investing , Factors

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    Some global equity markets reached all-time highs and experienced limited bouts of volatility over the course of 2019. But underneath the calm surface, we saw a high degree of dispersion among factors and sectors.

  9. BLOG

    Factors in Focus: Momentum hits a valuation speed bump 

    Oct 3, 2019 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factor Investing , Factors , Models/Client Cases , Risk Management

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    The momentum-value spread saw one of the largest corrections in history over the summer. What does our model show going forward?

  10. BLOG

    Factors in Focus: Risky start. Quality finish. 

    Apr 2, 2019 Waman Virgaonkar , Hitendra D Varsani , Hitendra Varsani

    Factors , Global Investing , Factor Investing

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    We highlight the fast-moving rotation among factors that continued during Q1 2019. As we move into Q2 2019, this framework showed allocation changes in different factors.

Showing 1 - 10 of 11 entries