Our fourth annual Global Factor Investing Study is based on a global interview programme, examining the views of 132 institutional investors and 109 wholesale investors, that are together responsible for managing over US$25 trillion in assets (as of 31 March 2019).
We explore these views through the following five key themes:
This edition of Risk & Reward explores a novel NLP-driven controversy screening tool that complements traditional ESG assessments by effectively identifying financially material controversies through abnormal news flow indicator.
Subtle differences in factor definitions can profoundly impact performance, and a crucial decision is whether to rely on a single or multiple factor signals. We present an approach that may help investors improve factor premiums by diversifying across signals and removing exposures to unrewarded risks.
Welcome to Invesco’s seventh annual Global Factor Investing Study, incorporating the views of 83 institutional investors and 68 retail investors, collectively responsible for managing $25.4 trillion in assets.
