Institutions

Invesco Global Factor Investing Study 2017

The balance between risk and return efficiency

Explore Factor Investing
Invesco Global Factor Investing Study 2017

Expert practitioners in factor science

Factor investing can help institutions drive more precise investment and asset allocation decisions in an attempt to optimize a truly diversified portfolio, targeting a specific risk/return objective.

Download study

Invesco Global Factor Investing Study

We explore the growth of factor investing via in-depth, face-to-face interviews with institutional investors.

Download study

Bernhard Langer
Over several decades, factor investing has evolved from an academic concept to a strategic initiative.

Factor investing: An introduction

We explore the concept of factor investing, describe its history and highlight popular factors.

Download study

Building balanced factor portfolios

A guide to build a factor portfolio of value and momentum that outperforms market benchmarks.

Download study

Twitter | View Twitter feed

What’s the top issue that US Value CIO Kevin Holt is watching as we approach 2018? #2018Outlooktwitter.com/i/web/status/9…

1 day ago

Inst’l investors: Do traditional metrics still matter in the era of global quantitative easing? IFI weighs in:… twitter.com/i/web/status/9…

2 days ago

What do people really invest in? Hint: It’s not what you think. inves.co/MOOLt

2 days ago

Blog | View blog

Examining sector and factor performance in the third quarter of 2016

The high beta, value and size factors outperformed the broad-market S&P 500 Index by a sizeable margin during the third quarter. The S&P 500 Index rose a healthy 3.85%, but 14 smart beta strategies and two smaller-cap indices all outperformed the broader market.