Differentiating Products Using a Factor Framework: presentation by Dr Peter Hopkins of Style ResearchMonday 24th April, 2017
Dr Peter Hopkins, COO of Style Research has been invited as an expert speaker at the AIMSE London Consultants Conference this month. The event is Tuesday, April 25th, 2017 at the Courthouse Hotel in London.
His session “Differentiating Products Using a Factor Framework” will cover:
- A brief history of factor investing and how it has evolved over the last several decades
- A look at popular factors and their recent behaviour across global equities
- A Case Study review focusing on a custom peer group of Large Cap Global managers, using a factor-based view of the market
- An examination of specific funds within this group, using a factor framework to highlight differentiations
Every month and quarter, Style Research produces an in-depth series of reports covering key equity factors. On April 11th, 2017, Style Research communicated our Q1 2017 Factor Performance Study via a heavily-attended, live webinar. Read More
BOSTON, MA – April 11th, 2017 – Style Research, an independent, global provider of portfolio style, risk and performance analytics, today released the results of their Q1 Factor Performance Study via live webinar. The study, which encompassed North America, Global, European and Emerging Markets, breaks down how various factors performed in Q1 2017.
Every month and quarter, Style Research publishes an in-depth series of reports in our Global Style Perspectives package. This is the summary of the report for March 2017.
Every month and quarter, Style Research publishes an in-depth series of reports in our Global Style Perspectives package. This is the summary of the report for February 2017.
Analysts delve deep into portfolio holdings to see what drives performance
Value roared back into favor last year, so it’s not surprising that the John Hancock Classic Value fund also delivered a strong performance. Read the Citywire article, including independent analysis and charts from Bernie Nelson of Style Research.
Every month and quarter, Style Research publishes an in-depth series of reports in our Global Style Perspectives package. This is the summary of the report for January 2017
Against a background of fast moving political events, equity markets continued their bullish run during January with both the US and UK hitting record highs during the month. Developed markets recorded a 2.4% rise on 2016’s close with Basic Materials and Technology leading the charge. Emerging Markets also fared well, as Oil & Gas rose despite drops elsewhere. A slight weakening of the dollar further inflated international returns for USD based investors. From a Style perspective the world divided into two distinct groups: Value extended its gains in Emerging & Asia (especially China), but reversed in Developed markets.
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Style Research reports strong performance for Value factors in 2016. Financial Times leverages the analysis.
As discussed in John Authers’ article, “Value investing back in fashion amid Great Rotation,” Value factors saw an unprecedented “worst to first” rebound in 2016 after eight years of underperformance. Bernie Nelson of Style Research spoke to John Authers about what drove the Value reversal, how the shift correlates to the “great rotation” away from bonds and why Momentum and Low-Vol investors are happy to put 2016 behind them.
Read the Financial Times article recapping the 2016 analysis.
Value investors finally have something to cheer about.
Their favoured investing style roared back into fashion in recent months after a long, painful period of underperformance. Such shifts in style often persist, so fans of bargain equities may have much more to crow about in the months ahead.
Read The Globe and Mail article, featuring insight from Bernie Nelson of Style Research.