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  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 , 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

    Value-Performance Anxiety 

    Mar 23, 2021 Mehdi Alighanbari , Saurabh Katiyar

    Global Investing , Factor Investing

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    Despite a recent performance lift, many still ask whether the value factor is broken. We analyze the reasons behind its underperformance and start exploring the potential of updates to value definitions and approaches to value-portfolio construction.

  4. BLOG

    Is There a Hedge-Fund-Crowding Factor? 

    Mar 10, 2021 Howard Zhang , George Bonne

    Factor Investing

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    Hedge funds held heavy, relatively illiquid short positions in crowded stocks before the January 2021 short squeeze. We created a risk factor that added explanatory power and may provide insights into potential short squeezes and other risks.

  5. BLOG

    What Biden’s Climate Plan Means for US Utilities 

    Jan 14, 2021 Velina Karadzhova , Umar Ashfaq

    ESG Research

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    Joe Biden is targeting net-zero carbon emissions in the United States by 2050, but the target date for electricity generation would come 15 years sooner. Are the U.S. utilities sector and investors prepared for net-zero emissions by 2035?

  6. BLOG

    Scope 3 Carbon Emissions: Seeing the Full Picture 

    Sep 17, 2020 Brendan Baker

    ESG Research

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    How can investors identify emissions throughout the value chain of companies in their portfolios? We explain what these “Scope 3” emissions are, why they are so important and what actions investors can take as they seek to manage resulting risks.