Style Research

Peer Group Comparisons

This webinar will focus of the Style trends experienced during the first quarter and their impact on fund returns. It will also look at the recent trends among product launches and how this compares to the past.

Macro Factors

Style Research recently added six Macro Economic Betas to both the Portfolio Analyzer and the Markets Analyzer.  Each beta provides an estimate of the linear relationship between a stock’s share price and the macro economic factor.

This Webinar will give a beginner’s guide to Macro Economic Beta estimation.  It will highlight the issues that need to be considered when applying linear regression analysis to financial data and will discuss the interpretation of the factors.

Style Research Markets Analyzer

The Markets Analyzer provides direct access to our 20 year database of security fundamentals and stock returns and enables users to conduct flexible analysis of portfolio characteristics and performance of theme-based investment strategies within markets and across regions.

This webinar will demonstrate how to use the Markets Analyzer both for individual queries as well as for batch run analyses and will also explain how to interpret the statistical analysis and data in the output files.  The webinar will finish with a demonstration of how to use the Markets Analyzer together with the Portfolio Analyzer to shed some light on a current finance theory debate.

Styles in Asia Pac x Japan

It is understood that Sector Investment can be a key driver of portfolio returns over time, but the benefits of Style Investment are less well documented.  Style Research has been investigating this area of investment, and an analysis of the Asia Pacific x Japan region over the last 10 years suggests that Style investing has delivered regular and progressive outperformance and at a significantly lower level of volatility risk than sector investing.  This webinar provides an overview of the findings of this research.

ESG

The Style Research Portfolio Analyzer incorporates factors to analyze Environmental, Social Responsibility and Corporate Governance (“ESG”) factors within investment portfolios alongside traditional equity Style factors.

This webinar will demonstrate how to use the data available from Trucost, Governance Metrics International (GMI) and MSCI (RiskMetrics and KLD) within the Portfolio Analyzer to analyse portfolios and understand more about their implicit statements and broad environmental, social and management risks.

Equity Performance Study

Using mutual fund holdings from the Style Research Funds Analyzer, and analysis from the Portfolio Analyzer, this webinar aims to shed light on the sources of performance of equity funds over the first half of 2012.  We will examine the main drivers of equity returns, from a country, sector and Style perspective, and investigate the extent to which these themes impacted fund performance, via both asset allocation and security selection.