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  1. BLOG

    Growth’s recent outperformance was and wasn’t an anomaly 

    Sep 20, 2019 Shubhangi Sharma , Mehdi Alighanbari

    Factor Investing , Factor Research Group , Factors

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    Growth strategies have outperformed value strategies in recent years. Is growth’s recent performance an anomaly when we look at it in a long-term context? The answer: It depends on what you mean by a growth strategy.

  2. BLOG

    More than a feeling: Quantifying consumer sentiment 

    Jul 17, 2019 George Bonne , Rohit Mendiratta

    Factor Research Group , Factor Investing , Factors

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    Among a flood of alternative data sources, consumer sentiment based on citations online stood out.

  3. BLOG

    Factors in Focus: Dynamic short term, strategic long term 

    Jul 2, 2019 Waman Virgaonkar , Hitendra D Varsani

    Factor Investing , Factor Research Group , Factors

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    We review factor performance over the second quarter, provide the perspective of a long-term view and look to indications from our adaptive multi-factor model heading into Q3.

  4. BLOG

    What market volatility has meant for factors 

    Feb 13, 2019 Guillermo Cano

    Factors , Factor Research Group , Factor Investing

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    As investors continue to focus on factor investing in periods of heightened volatility, we ask how volatility has affected factor performance.

  5. BLOG

    What Fed monetary policy has meant for factors 

    Feb 6, 2019 Raina Oberoi , Abhishek Gupta

    Factors , Factor Research Group , Factor Investing

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    As interest rates in the U.S. started increasing in late 2015, many investors expressed concerns over the impact that rising rates could have on their investments. However, the tone of the U.S. Federal Reserve (the Fed) shifted from “we’re a long way from neutral” in October last year to a more accommodative stance of “we will be patient” early this year, re-emphasizing that expression at the January 2019 Federal Open Market Committee meeting.

  6. BLOG

    Should we be surprised by earnings surprises? 

    Feb 1, 2019 Rohit Mendiratta , George Bonne

    Factors , Factor Research Group , Factor Investing

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    Early 2019 earnings season has already contained a number of high-profile surprises, such as Facebooks's, but how predictable are these surprises, and what happens when earnings surprises return to trend?

  7. BLOG

    SHOULD INVESTORS CARE ABOUT ACTIVE SHARE? 

    Jul 14, 2015 Stanislav Radchenko

    Factor Research Group

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    "Active Share” — a popular measure of how a portfolio’s composition differs from its benchmark — has been widely credited as a predictor of manager skill. Initial academic research has shown that active managers with high Active Share and low Tracking error enjoyed persistent outperformance.