Section
Factors
44 posts
The Greatest Scourge in Factorland: Revaluation Alpha = Fake Alpha (JPM Series)
by Rob Arnott, Research Affiliates Key Points Alpha is not merely a simple risk-adjusted return difference; rather, it…
Quality: The Real McCoy
2024 ETF Update by Kim Mayer, Research Analyst, GMO LLC Executive summary At GMO we have spent the…
Investment Strategies and Macroeconomic Insights with Unlimited's Bob Elliott
Listen on The Move Bob Elliott, CEO, and CIO at NYC-based Unlimited Funds joined us on the…
Quality is now a momentum trade
by Russ Koesterich, CFA, JD, Portfolio Manager, BlackRock In this article, Russ Koesterich discusses why the current momentum…
The Time is Right
by James C. Fallon, Portfolio Manager, Christopher Zani, CFA, Institutional Portfolio Manager, MFS Investment Management We examine the…
A systematic framework to factor tilting
by Andrew Ang, PhD., BlackRock Key takeaways Factors are long run drivers of portfolio risk and returns. Having…
Q124 Investment Review & Outlook: Can the market have its cake and eat it too?
by David Picton & Team, Picton Mahoney Asset Management Equity markets seemed to be in the throes of…
Shareholder Yield Shines among Value Factors
by Matt Wagner, CFA, Associate Director, Research, WisdomTree WisdomTree pioneered fundamental weighting as a novel approach to rules-based…
As the economy slows, favor consistency over volatility
by Russ Koesterich, JD, CFA, Portfolio Manager, BlackRock Key takeaways: In many ways 2023 continues to be the…
Factors & the Magnificent Seven
by Andrew Ang, PhD, BlackRock Key takeaways Narrow leadership by the Magnificent Seven – Apple, Microsoft, Amazon, Google,…
A Sharper Lens – Factors & Sectors
by Andrew Ang, PhD, Head of Factors, Sustainable and Solutions for BlackRock Systematic, BlackRock Key takeaways Factor investing…
JPM: Narrowest Stock Leadership, Extreme Concentration, Defensive Factor Crowding Underway
by Equity Macro Strategy, J.P. Morgan Copyright © J.P. Morgan
Taking Stock: Q2 2023 Equity Market Outlook
by Tony DeSpirito, CIO of U.S. Fundamental Equities, Blackrock Key takeaways Between stocks and a hard place. The…
Why Factor ETFs?
Listen to the article (2:29): According to Veronika Popova, Director of ETF Strategy at CI Global Asset…
Why January's Rise May Mask a Riskier Reality
by Michael Hunstad, Ph.D., Chief Investment Officer – Global Equities, Northern Trust January has all the hallmarks of…
