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How to differentiate equity products: Six “must haves” for a style factor framework

Monday 5th June, 2017

Six must haves for a style factor framework

How do you compare a fundamental active manager, a quantitative active manager, and a smart beta product?

Professional fund buyers and fund sellers don’t just look at historic performance or fees to differentiate equity products. Fund buyers demand more visibility into what they are buying or holding. What is the future potential for return and risk? Will buying or holding this product match their investment preferences and fit into their existing portfolio? Will the fund provider continue to manufacture a consistent product? Fund sellers also know that clear portfolio insights are essential to deliver their key messages and help them stand out from the crowd. They need proof statements to help them win business and retain clients. As in any market, other than competing on price, sellers must differentiate – or they will die. Read More

Author: Bernie Nelson | Categories: News, Peer & Competitive Analysis, Research Topics, Updates

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Driving Differentiation with a Factor Framework: Catch the Encore!

Wednesday 31st May, 2017

Discover ways to distinguish funds on our recent webinar recording

Style Research held a webinar on factor analytics, presented by our COO, Dr. Peter Hopkins, an expert in portfolio analysis and investment research. Peter focused on how a factor-based approach can pinpoint differentiation between funds, even those that might seem similar. He also discussed how analyzing factors consistently – connecting market, peer group and individual portfolio performance – leads to a clearer investment picture backed by objective and unambiguous metrics. The webinar is geared toward investment professionals grappling with the proliferation of factors and lack of adequate analytics. You can access the recording here.

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Author: Style Research | Categories: News, Portfolio Analysis, Updates

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Differentiating Products Using a Factor Framework: A Presentation from AIMSE UK

Thursday 27th April, 2017

As factor-based investment products and strategies become increasingly prolific and sophisticated, it’s paramount for associated analytics to evolve at the same pace. Dr. Peter Hopkins, COO of Style Research, recently addressed this topic at the AIMSE Europe Consultants Conference, held on April 25th, 2017. Peter discussed new methods to incorporate a consistent, factor-based approach across market performance, peer group comparisons and individual portfolio analytics to differentiate investment products.

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Author: Style Research | Categories: News, Peer & Competitive Analysis

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Differentiating Products Using a Factor Framework: presentation by Dr Peter Hopkins of Style Research

Monday 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

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Author: Style Research | Categories: Conferences, Events, Peer & Competitive Analysis, Presentations

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Did that portfolio’s factor exposure make a difference this quarter?

Wednesday 5th April, 2017

This is the final article in a four-part blog series on a factor-centric approach to understanding performance, discussing market, peer group and, below, factor exposure for portfolio analysis.

Over the past few weeks we have been examining the opportunity to reveal deeper insights through analysis of independent, well-known factors. We are now armed with a clear understanding of how factors performed in the recent equities market. We have also determined which products within peer groups have benefitted most. So we’re well placed to dive deep into the details of a specific portfolio and factor exposure within that peer group. Ultimately, our objective is to obtain detailed insights as to the portfolio’s performance versus expectations given the recent market conditions.

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Author: Tom Idzal | Categories: Insights, Portfolio Analysis

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Consistent Factors: Bridging Market and Peer Group Analysis

Thursday 30th March, 2017

This is the third article in a four-part blog series on a factor-centric approach to understanding performance, discussing market, peer group (below) and portfolio analysis.

In this installation of our series on the importance of consistent factor analysis, we dive into the Peer Group and Competitive perspective. In our previous entry, we introduced the notion of using well-known, approachable factors in assessing the recent market environment.

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Author: Tom Idzal | Categories: Insights, Peer & Competitive Analysis

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Who has time for the status quo?

Wednesday 22nd March, 2017

This is the second article in a four-part blog series on a factor-centric approach to understanding performance, discussing market (below), peer group and portfolio analysis.

SETTING THE MARKET VIEW: A BETTER APPROACH…

In a previous post, we wrote about the challenges of crafting a transparent and objective performance story. Today we focus on setting the Market perspective, often the first step in that process. Recent market performance is the foundation for any portfolio conversation, but setting the right tone and expectation for clients is the key to building a clear and trusted performance story.

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Author: Tom Idzal | Categories: Insights, Markets Analysis

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Building a Portfolio’s Story: The Catch-22

Wednesday 15th March, 2017

This is the first article in a four-part blog series on a factor-centric approach to understanding performance, discussing market, peer group and portfolio analysis.

As Q1-2017 draws to a close, the investment community is preparing for the upcoming performance review season. During these investment performance reviews, investors are seeking objective and comprehensible stories that ultimately serve to either shake or strengthen their investment manager relationships. However, performance reviews are not solely about measuring performance to the third basis point. Investors are also incorporating context and perspectives about what has happened in various geographic markets and how that led to specific classes or peer groups having outperformed. Performance review season is ultimately about creating, delivering and gaining confidence around a story. It is a complex process and, unfortunately, today there exists a widespread problem.

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Author: Tom Idzal | Categories: Insights, Markets Analysis, Peer & Competitive Analysis, Portfolio Analysis

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