Our Products
Portfolio Analyzer
Flexible Style, Risk, and Performance Appraisal Software for equity and fixed income portfolios. Holdings-based and returns-based portfolio analysis covering 109 markets and over 72,000 equity securities. Comprehensive reports communicate the key aspects of portfolio Style, Risk, and Performance for individual portfolios and funds of funds. The service also includes a Fixed Income Reporting Module covering over 158,000 bond issues in 29 currencies, delivering structure and risk analysis of fixed income and balanced portfolios.
Funds Analyzer
A Funds Competitor Evaluation Platform for the management and positioning of mutual funds invested in the UK, US, Japan, across Europe, Asia,the Emerging Markets and Global Markets. The service,used by fund of fund managers, advisors and fund managers, facilitates the user definition of tailored peer groups and highlights how individual managers have behaved through time relative to competitors and against the return patterns of basic fundamental factors, market sectors and Styles.
Markets Analyzer
An Internet-Based Equity Research Facility to specify, run, and statistically verify Style-based and factor-based research enquiries. Users can investigate the relevance of potential investment strategies (including a comprehensive variety of selection, weighting and rebalancing techniques) and design, construct and maintain specific performance benchmarks. This service also offers direct access to the Style Research 20+ year database of security level equity information across 109 markets.
Global style perspectives & monthly style summary
Practical Review, Interpretation, and Outlook for key global equity investment themes. The analysis explores a wide variety of Style factors in Standard, Sector, and Country Adjusted form and offers considerable analysis relating to the statistical significance and forecastable nature of the various Style factor rewards. See “Style and Style Analysis from a Practitioner’s Perspective,” Journal of Asset Management, March 2000 (available from the Style Research web site).
Style Research Blog
Monthly Style Summary to End April 2012
Outside of Pacific ex Japan, during April markets gave back some of their first quarter gains, and especially in the Eurozone, where economic, and increasingly, political uncertainty resurfaced. Against this backdrop of retrenchment, Value continued to underperform on a broad basis, well beyond the traditional Value sectors. And Growth, whether based on historic, current or forecast measures, performed strongly in the most coherent display of factor returns for many months. Momentum and (low) Beta strategies were also rewarded.
Financial Times Interview with Style Research – Investing with Style
Value investors are faring poorly, despite market conditions that usually favour them. Why? John Authers, Long View Columnist and Robert Schwob, Principal at Style Research, dig into the factors behind value’s under performance.
Some of the ideas discussed within this interview relate to research detailed within the Global Style Perspectives (GSP) and Monthly Style Summary . For more information, please contact Style Research at london@styleresearch.com.