Style Research

Style versus Sector Investing in Asia Pacific ex Japan

Friday 23rd March, 2012

Executive Summary

Investing in Asia Pacific ex Japan according to Styles can deliver strong positive excess returns and very persuasive information ratios.
In the region, Style Investing offers generally higher information ratios than Sector investing.
The choice of Styles is important, but quite intuitive.
- Investing in Value and Quality yields strong outperformance;
- Growth delivers positive relative returns for forward-looking Growth attributes; and,
- Small Cap, Low Beta and High Momentum also outperform.

Under the Bonnet: In Conjunction with Citywire Global

Thursday 22nd March, 2012

In conjunction with Citywire Global (www.citywireglobal.com), Style Research analyses the driving force behind popular managers in the monthly ‘Under the Bonnet’ feature. In the March edition, we look at the Oyster European Opportunities fund managed by Banque Syz’s widely followed manager, Eric Bendahan.

Click here to view article

Author: Andrea | Categories: News

New Macro Economic factors to be added to Style Research

Thursday 22nd March, 2012

Style Research will be adding six new Macro Economic factors with the March 2012 month-end update.

The factors are as follows:

Exposure to GDP Growth Shock
Exposure to Currency Gain
Exposure to Inflation
Exposure to Short Rate
Exposure to Oil Return
Exposure to Gold Return

These will be available to everyone to use freely, however, they are not included in the charts by default and need to be selected specifically from the factors list.

Author: Andrea | Categories: News

A Brief Look into the UK Income Sector

Wednesday 7th March, 2012

Executive Summary

Strong performance for peer group as a whole with large variations between individual managers
Making the right sector bets was key to good performance during 2011, stock picking more problematic
High degree of stock concentration and correlation between funds, but diversification can be found

SRPA February 2012 Month End Update

Tuesday 6th March, 2012

With this month-end update we are making further sets of pre-loaded benchmarks available. The following index series are being added:

STOXX – 14 indices
Russell Microcap – 3 indices
MSCI Smallcap Emerging – 39 indices
MSCI Smallcap All Country – 9 indices

These are in addition to the FTSE, MSCI, Russell, S&P and TSX benchmarks we currently provide.

Author: Andrea | Categories: Style Research Portfolio Analyzer

Monthly Style Summary to End February 2012

Friday 2nd March, 2012

As European governments finally were seen to confront the region’s debt issues and a few signs of tentative economic recovery appeared in Western economies, equity markets continued to gain during February. Nonetheless, the Style signals emerging from the month’s returns do not suggest that investors believe that the current bull phase is based on expectations of strengthening economic activity and encouraging profits growth.

Archive for March, 2012