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Showing 1 - 10 of 126 entries

  1. BLOG

    Hotter Inflation Set Some Styles and Sectors on Fire 

    Jan 11, 2022

    Factor Investing

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    Whether due to stimulus, deglobalization, decarbonization or an overheating economy, higher inflation could have an impact on style-factor and sector performance. We investigate this impact in the context of two potential economic-growth regimes.

  2. BLOG

    Factors in Focus: Are Your Equity Styles Ahead of the Curve? 

    Jan 5, 2022

    Factor Investing

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    If economic expansion and higher inflation continue in 2022, interest rates could rise around the world. As investors re-evaluate equity portfolios, we look at factor-index performance in different U.S. interest-rate and yield-curve regimes.

  3. BLOG

    Controlling Idiosyncratic Risk in Value Strategies 

    Nov 18, 2021

    Factor Investing

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    We looked at ways to mitigate some of the performance drag of stock-specific risk on value strategies over the last decade by directly controlling for this risk without negatively affecting value-factor exposures or contributions.

  4. BLOG

    Could Factors Help Explain Asset-Level Real Estate Performance? 

    Oct 19, 2021

    Real Estate Investing , Factor Investing

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    For real estate investors, property type and geography segmentations are the primary lens through which they measure and manage their portfolios. Testing five potential real estate style factors, however, were we able to better explain asset-level variation.

  5. BLOG

    Factors in Focus: Where’s the Value in Defensive Positioning? 

    Oct 1, 2021

    Factor Investing

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    Throughout the third quarter, investors shifted attention to risks from inflation, tapering and potential interest-rate rises. We analyze global equities and the rotation toward defensive factors.

  6. BLOG

    Industry Momentum Across Regions 

    Sep 27, 2021

    Factor Investing

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    We expand on our analysis of industry momentum to assess the persistence of a premium across different regions and the ability of a rules-based strategy to help investors as they seek to capture this premium.

  7. BLOG

    How a Shift Toward Buybacks Affected Yield Strategies 

    Sep 3, 2021

    Global Investing , Factor Investing

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    For investors who use yield strategies to generate income, a steady stream of dividend payments is important. But with more companies using buybacks as a way to redistribute profits, investors may want to consider a more holistic view of income.

  8. BLOG

    Building Climate-Aware Factor Portfolios 

    Aug 31, 2021

    Factor Investing

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    Factor investing typically involves both security selection and alternative weighting based on security-level factor exposure. If such a strategy also needs to be climate-aware, what is the cost in terms of target-factor erosion?

  9. BLOG

    Sizing Up Small Caps 

    Aug 25, 2021

    Factor Investing

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    Given small-cap outperformance since March 2020, investors are asking how these stocks size up in terms of short-term valuation, sentiment and macro outlook? Longer term, might small caps help capture opportunities around thematic investing megatrends?

  10. BLOG

    Could Factors Have Explained Cryptocurrency Risk? 

    Jul 29, 2021

    Factor Investing

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    As cryptocurrencies rise in popularity as investment vehicles, the need for standardized tools for this market increases as well. We created a multifactor model to measure whether factors important for equity markets were also important for crypto.

Showing 1 - 10 of 126 entries