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In the News: Factor Investing – 2017 and Beyond

Wednesday 27th December, 2017

“Markets Media” article by Style Research on the growing importance of factor-based investing and how it’s evolved in 2017

Markets Media

Markets Media published a Q&A with Kirsten English, CEO of Style Research. In this interview, Kirsten discusses how factor investing evolved over the past year as well as the importance of factors in understanding portfolios, comparing them on a level field and applying a common factor-based framework to assess risk and performance attribution. She also discusses the critical role for factors given the growth of ETFs, regional considerations for global investing, how to look at ESG, and some common mistakes in applying factors.  Kirsten wraps up with forecasts on the continuing evolution of factor investing in 2018 and how that will impact product development.

Read the full article in Markets Media by Kirsten English, CEO of Style Research. Read More

Author: Style Research | Categories: News, Peer & Competitive Analysis, Portfolio Analysis

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Factor Investing: 2017 and Beyond

Thursday 21st December, 2017

Factor investing as an approach is gathering pace both for active asset managers and increasingly for those in the passive space. Factors give a detailed view on how funds behave beyond the headline of returns. This assists investors in the selection and comparison of investment options and it guides asset managers in the construction of investment products. But if you take the debate further, factors also provide a view on the overall quality of the strategy behind fund construction and the consistency of this thinking over time. Read More

Author: Style Research | Categories: Portfolio Analysis

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Factor ETFs – Eat before you pay

Wednesday 20th December, 2017

Style Research Writes in “ETF Strategy” on the Need for a Consistent Factor Framework for ETFs

“There are lots of ways to entice people into parting with their money – and attractive packaging and descriptions are near the top of the list. ETFs are no exception to the aggressive marketing taking place; neither are the factors that are often used to calibrate the performance of these investments. But can you really trust the products? And what should you look out for?”

Read the full article in ETF Strategy by Peter Hopkins, COO of Style Research. Read More

Author: Style Research | Categories: News, Peer & Competitive Analysis, Portfolio Analysis

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One Style. Many Outcomes.

Monday 27th November, 2017

Consider how your factor choices affect your risk premia

Increasing numbers of investors are embracing factor investing. Many lower cost vehicles, designed to give exposure to popular styles, have been launched to meet the demand. But do investors really know what they’re getting? There is a dizzying array of outcomes, even for seemingly well-defined strategies. Read More

Author: Peter Hopkins | Categories: Portfolio Analysis, Style Research Markets Analyzer

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Factor Investing Forum 2017: Strategies from Investment Practitioners

Friday 17th November, 2017

The proliferation of funds has led to the explosion of investment factors, factor analysis and factor investing. Everyone – from fund managers to consultants to investors – is trying to find their edge to succeed in a dynamic, if sometimes chaotic or confusing, investment market. Within the debate of active vs. passive strategies, the determination of investment philosophy, and understanding what is truly driving fund creation and performance, what is the role of factors and how can one benefit? Read More

Author: Style Research | Categories: Events, Markets Analysis, Peer & Competitive Analysis, Portfolio Analysis

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Data Alone Cannot Carry the Investment Story

Thursday 16th November, 2017

“Hallelujah,” I thought to myself after reading Julie Segal’s article Investors to Managers: Cut the Data and Tell Me the Story! (Institutional Investor, October 31, 2017). Having spent the past twenty-plus years working with a wide variety of investment technologies and platforms, I am truly amazed at the current level of complexity and crowdedness found in the investment analytics space. Read More

Author: Tom Idzal | Categories: Portfolio Analysis

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Effective Factors: Building Trust with Factor Analysis

Thursday 26th October, 2017

Style Research applies six criteria to identify a factor framework for effective fund identification, comparison, and research. Our “Effective Factors” blog series provides a deep look at the criteria. In our final post in the series, we discuss the importance of factors being easy to understand and communicate in order to form clear decisions and build trusting relationships between fund managers, investment consultants and asset owners. Read More

Author: Style Research | Categories: Portfolio Analysis

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Effective Factors: Selecting Species From the Factor Zoo

Wednesday 20th September, 2017

Style Research applies six criteria to identify a factor framework for effective fund identification, comparison, and research. Our “Effective Factors” blog series has been exploring these criteria further. Here we discuss the benefits of being selective about factors for effective fund analysis.

How are fund buyers supposed to know which factors will be important for comparing thousands of equity funds when the underlying investment approaches are so different? How can they filter funds that reflect their investment views? Read More

Author: Bernie Nelson | Categories: Portfolio Analysis

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U.S. News Article: What to Do When Your Index Fund Changes

Wednesday 13th September, 2017

Bernie Nelson of Style Research discusses with U.S. News what to watch out for when a benchmark changes. Careful measurement is key when evaluating subsequent changes in an index fund. “The changes are not always immediately obvious,” says Bernie. What should investors consider?

Read more in the U.S. News & World Report article by Jeff Brown, “What to Do When Your Index Fund Changes.

Author: Style Research | Categories: News, Portfolio Analysis, Updates

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Effective Factors: Can You Differentiate Products?

Tuesday 12th September, 2017

Style Research applies six criteria to identify a factor framework for effective fund identification, comparison, and research. In this next post in our “Effective Factors” blog series, we take a deeper look at how an effective factor framework can help differentiate products in a more insightful way.

More investors are tuning in to the potential merits of factor investing and extending their investment thinking and fund selection to consider style categories such as quality, momentum, and volatility, alongside the more traditional styles such as value, growth, and size. An obvious question springs to mind.

Why are we still using style boxes that partition funds into Large Value, Mid Blend, and Small Growth type categories?

Read More

Author: Bernie Nelson | Categories: Portfolio Analysis

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