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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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Monthly Style Summary for January 2017

Friday 3rd February, 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 January 2017

Overview

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.


If you wish to learn more about receiving detailed Style Summary analysis from Style Research every month and quarter, please contact us.

Learn More about Global Style Perspectives


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Author: Style Research | Categories: Markets Analysis, Monthly Style Summary, Updates

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Style Research Analyzes 2016 Value Surge for the FT

Thursday 2nd February, 2017

Style Research reports strong performance for Value factors in 2016. Financial Times leverages the analysis.

Financial Times

In January 2016, Financial Times published an article based on the 2016 Style Research Investment Factor Performance Reports.

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.

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Author: Style Research | Categories: Markets Analysis, News, Quarterly Style Factor Performance, Research Topics, Style Research Markets Analyzer

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