Recorded Webinars

Style Research is hosting a series of webinars during 2011.  These webinars are designed to be brief and cover an array of topics surrounding  Style Research”s products and services.  To find out about upcoming webinars visit the Upcoming Webinars page.

You can listen to our archive of webinars by following the links below.

Active Share and Beyond – New Institutional Peer Group Insights

29th November 2011    Presenter: Bernie

Style Research currently provides unique holdings-based Style and Risk analysis for over 5,000 institutional equity products each quarter in eVestment Analytics. For the first time, managers, plan sponsors and consultants can position individual products against industry standard peer groups using practical and institutional-strength portfolio analysis. This webinar will highlight some peer group Style and Risk findings across the eVestment Alliance Peer Group Universes.

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New Style Research Funds Analyzer (SRFA)

22nd November 2011    Presenter: Jeremy

The Funds Analyzer is receiving a significant update and this webinar will explain the most important changes. The service is benefiting from a refreshed front end, which makes better use of a user’s screen and implements some improvements in web interactivity. The product will also include an expanded dataset to reveal a great level of analysis on each fund. This includes more factors and market information. In addition, our data update process is evolving to bring data online faster.

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Returns Based Style Analysis

15th November 2011    Presenter: Robert

Top-down Returns Based Style analysis represents the Style composition of portfolios from analysis of their returns alone. The technique compares a portfolio’s historic returns against the returns of Style based paradigm portfolios and calculates the combination of these paradigm portfolios that best approximates the returns of actual portfolios. The derived combination of Style paradigms then gives the portfolio’s Style characterization. This webinar discusses how to run a returns based analysis and interpret the output.

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Using SRPA for Long/Short Analysis

1st November 2011    Presenter: Andrea

Hedge funds can be analyzed in much the same way as long only portfolios. The mix of both positive and negative holdings is easy to examine within the Style Research Portfolio Analyzer. Using the ‘Is Hedge Fund’ option, risk can be measured against cash, and the analysis will break out long, short and net positions. This webinar will investigate how to load, set up and interpret the output for a long/short fund.

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The Style Research Risk Model and the Persistence Ratio

4th October 2011    Presenter: Robert

The Style Research equity risk model provides the architecture to analyze benchmark-relative and absolute risk for long-only, 130-30 and long-short equity portfolios and funds of funds invested in any of over 100 developed and emerging markets. This webinar explains how the risk model works and how to interpret and use the results. The session continues to describe the Persistence Ratio, a statistic developed by Style Research to provide a practical indicator of the extent to which tracking error forecasts underestimate risks due to systematic trending patterns in returns and time-varying weights.

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SRPA for Fixed Income & Balanced Funds

20th September 2011    Presenter: Peter

With the addition of the Fixed Income module in 2009, the Style Research Portfolio Analyzer (SRPA) allows for the analysis of Balanced funds in addition to equity and fixed income only funds. Balanced analysis includes asset class and sector breakdowns, tracking error decomposition and issuer detail combining fixed income and equity issues. This webinar describes how to set up, analyze and interpret the fixed income and balanced fund analysis.

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Global Style Perspectives

20th July, 2011   

Without evidence of the relevance of Style factors in providing information about security performance, Style analysis itself would be meaningless. This introduction to the Global Style Perspectives and Monthly Style Summary service describes the background testing applied to confirm the relevance of Style analytics in the major markets and regions and shows how historic, current and future patterns of Style performance can be related to economic and market cycles.

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Using SRPA for Fund of Funds Risk Analysis

6th July, 2011   

The fund of funds risk decomposition shows the breakdown of risk, and other statistics, when a portfolio is made up of a number of funds. For fund of funds and multi managers, it provides a summary of how the various funds interact with each other and how they contribute to the overall risk of the portfolio. In addition the manager can investigate the diversification potential of funds using the risk optimizer. This webinar will demonstrate how to create and optimise a fund of funds and interpret the specific fund of funds analysis.

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SRPA Advanced Settings

22nd June, 2011   

The advanced tab within the batch record facilities provides a host of options allowing the user to customise the analysis. This includes setting market vs benchmark relative distribution, changing the covariance end date and adjusting the tilt deflator. This webinar will describe each of the advanced options, what they mean and when to use them.

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Integrating Performance Attribution with Risk and Style analysis

8th June, 2011   

The Style Research Portfolio Analyzer (SRPA) performance attribution module allows users to examine the effects of their market, sector, Style and stock selection decisions. In conjunction with the Style and risk analysis, holdings based performance attribution is extremely useful in establishing if these decisions have contributed to the funds performance. This webinar will demonstrate how to run the performance analysis and how to effectively analyze a portfolio using both ex ante and ex post analysis.

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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.

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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.

FT Investing with Style

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.