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Showing 1 - 10 of 120 entries

  1. 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.

  2. 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?

  3. 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?

  4. 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.

  5. BLOG

    Hedging Inflation with Equities 

    Jul 16, 2021

    Global Investing , Factor Investing

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    Equities have traditionally been viewed as a hedge against inflation, based on the assumption that companies’ revenues adjust for inflation over time. But what has been the short-term impact on equity portfolios?

  6. BLOG

    Active-Management Opportunities in a Disperse Market 

    Jul 13, 2021

    Factor Investing

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    Disperse markets have historically provided opportunities for active managers to outperform their respective benchmarks. We showed that, based on historical trends, CSV helped shed light on identifying where the dispersion was greatest.

  7. BLOG

    Eyeing the Crowds from Multiple Perspectives 

    Jul 8, 2021

    Factor Investing

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    We observed historically notable crowding across factors, industries and stocks through the first half of 2021. Examining crowding from multiple perspectives and incorporating multiple data elements provides investors a more holistic view. 

  8. BLOG

    Factors in Focus: Go with the Flow? 

    Jul 1, 2021

    Factor Investing

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    In the latest edition of Factors in Focus, we look at flows into equity factor ETFs and whether it has been profitable, historically, to follow the money, along with our analysis of factor and factor-index performance over the second quarter.

  9. BLOG

    Purifying Value 

    Jun 29, 2021

    Factor Investing

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    Unintended exposure to non-value factors was a large contributor to value’s period of underperformance. We investigate value-portfolio construction when controlling for these exposures while maintaining maximum exposure to value factors.

  10. BLOG

    Escaping to Equities for Yield 

    Jun 10, 2021

    Factor Investing

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    In today’s low-rate world, some investors shifted toward historically higher-yielding equities. For others, especially in the insurance industry, the greater risk limited their ability to do so. Was a minimum-variance equity approach a viable option?

Showing 1 - 10 of 120 entries