Has the X factor lost its way?
Robeco’s head of quant research warns it is ‘short-sighted’ to dismiss factor investing altogether
Factor Investing
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Investment ‘factors’ are also concentrated
Apple, Amazon and Microsoft appear in the top 10 stocks for three different factors
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Factor performance during times of crisis
Interestingly, its behaviour in the current environment ‘has been consistent with past downturns’
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Viewing value stock potential through a macro lens
What the recent outperformance of value stocks in the wider economic context means
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MSCI unveils slew of fixed income ESG and factor indexes
Products aim to help investors navigate the market
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Demand for factor investing ‘on the rise’
Barriers to entry have fallen and investors are increasingly looking at fixed income factor strategies, says Invesco
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Interview – Freddy van Mulligen’s smart choices
Factor investing has many advantages, says Freddy van Mulligen, head of equity and fixed income manager selection at the Dutch institutional money manager. But he still can’t do without active managers.
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Institutional investors discover factor investing
Three quarters of institutional investors in Europe are planning to beef up their allocations to so-called alternative risk premia, or smart beta, according to research by Cerulli. But what factors are most sought after is determined by investors’ nationality.
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Vector Navigator – Bart van de Ven’s favourite fund
Vector Navigator is the name of the global equity fund most close to Bart van de Ven’s heart. It’s a long-standing name in the client portfolios of the Belgian wealth manager Accuro.
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Value factor shines as past winners turn into losers
Value stocks were the stellar performers in all equity markets in 2016. The three factors that had shown most outperformance in recent years, however, disappointed investors last year.
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Moving on from index trackers – Dutch discover factor investing
Investors in the Netherlands have become enthusiastic users of index trackers over the past years. But institutional investors in the country are leading the way into a new trend – factor investing.
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Index trackers – The Dutch are leading the way
Nearly all fund selectors in the country are active and sophisticated users of passives. The share of the portfolio reserved for passive strategies varies greatly, from 7% up to 70%, but is generally on the rise. None of the interviewees will decrease their allocation to index-trackers, and four in ten will increase it in the…