Insights into the third pillar of investing, from a team with over 30 years of experience.
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.
Invesco Quantitative Strategies understands the importance of managing environmental, social and governance risk to get the best results from portfolios. Here we explain why our quant management team’s ESG approach makes the difference.
With inflation on the rise it’s about time to dust off the inflation playbook. We investigate the impact inflation has had on the Value, Momentum and Quality factors historically and how investors may want to approach their factor exposures.
Equities provide a return for bearing investment risk over the long term. The question for an investor is, how to identify stocks with the best return potential given their inherent investment risks.
Starting in 1983, Invesco Quantitative Strategies (IQS) has been successfully implementing diversified multi-factor strategies seeking to capture factor premia irrespective of the prevailing market environment and timing considerations.
The portfolio positioning can be best represented by its factor exposures.
Whether you’re looking for a specific outcome, long-term returns, or a way to express a market view, factors can help investors achieve their goals.
Whether you know it or not, factors are a part of your investments.
Understand how factor investing can help you improve portfolio risk and return
Combining ESG considerations with the proven IQS multi-factor approach, we create risk-controlled portfolios that seek to outperform their benchmarks while enhancing ESG profiles.
The start of September saw a rapid rotation in equity markets out of momentum stocks into previously shunned value names. Does this recent rally represent the long awaited persistent shift in favour of value?
