Research and Thought Leadership
Research and Thought Leadership | May 16, 2022
Report: April 2022 Factor Performance Analysis
Value was back in April with a vengeance as many investors shifted to a more defensive position. As macroeconomic fears continue to build, find out which factors were able to outperform around the globe.
Research and Thought Leadership | May 5, 2022
Report: Favorable Factors During EU Recessions
The European Union is still far from pre-pandemic economic levels. With commodity prices and inflation soaring, many experts see this as a catalyst for the European economy to contract. Our research team examined which factor allocations are mostly likely to help investors if this happens. See which factor styles should be favored—and which should be avoided.
Research and Thought Leadership | May 4, 2022
Article: Active Manager Hiring Activity Declines in Q1 2022
Although overall hiring activity was down in Q1, our latest research shows an increase in demand for active vs. passive managers. Find out which type of managers led the way—and how top performers like Loomis Sayles, DePrince Race & Zollo, WCM Investment and Invesco stacked up.
Research and Thought Leadership | April 26, 2022
Article: ESG score helps win new mandates in U.S. equity, but shows little influence on fees
While a higher ESG score may help win new mandates, it has less of an impact on the fee that U.S. equity managers can charge, according to our research.
Research and Thought Leadership | April 25, 2022
Report: Factor Performance in the Equity Market Cycle
See which factors perform best in different market environments. Our latest analysis reviews the performance and market returns of 36 sub-factors over the past 40 years to determine which phases of the Equity Market Cycle are most (and least) favorable to which factors.
Research and Thought Leadership | April 19, 2022
Report: Q1 2022 Factor Performance Analysis
Developed markets rallied in March as the initial volatility sparked by Russia’s invasion of Ukraine subsided in most markets. Despite this rebound, investors in certain regions are still taking a defensive, risk-off approach. See how this affected factor performance in March and how factors fared overall in Q1.
Research and Thought Leadership | April 12, 2022
Report: Interest Rates and Equity Factors
Higher than expected inflation has forced central banks around the world to raise interest rates, bringing an important question to the forefront for factor investors: How do equities perform when rates rise and which factor exposures should be favored? Read this report to see why taking a broader view of the causes behind rate increases can help your investment strategy.
Research and Thought Leadership | March 30, 2022
Article: What investors need to know about factor implications of Russian divestments
At the beginning of March, MSCI announced they will be removing Russia from their key indices as “the conditions required for a functioning equity market are no longer in place in Russia.” All investors should have a sense of the implications of this change and how it will impact their exposures to factors, the systematic drivers of portfolio returns. Using Style Analytics toolkit, we’re able to dig into these implications and what this removal may mean for investors.