factor based equity investing strategy
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Factor based equity investing strategy

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GSAM Connect. Macro Insights. Read it here. What are factors? A factor is an attribute of a security that is identified as a potential driver of return. What is equity factor investing? Equity factor investing is a systematic approach to evaluating companies. Is all equity factor investing the same? Smart Beta 2 strategies Smart beta investing seeks to derive return from risk premia 3 in the market; smart beta factors tend to be well known and easier to implement.

Alpha Generation In comparison, equity alpha strategies typically seek to generate an informational advantage by utilizing various datasets to help identify securities that are priced too low or too high, and then buy or sell based on that information. How are equity factors identified? Equity factors begin with a thesis describing how a company attribute may affect forward returns. Who helps put it all together?

Factor investing requires more than data and research. Next article. Stable Nav. A factor-based investment strategy involves tilting investment portfolios towards and away from specific factors in an attempt to generate long-term investment returns in excess of benchmarks. The approach is quantitative and based on observable data, such as stock prices and financial information, rather than on opinion or speculation.

The earliest theory of factor investing originated with a research paper by Stephen A. Ross in on arbitrage pricing theory , which argued that security returns are best explained by multiple factors. CAPM held that there was one factor that was the driver of stock returns and that a stock's expected return is a function of its equity market risk or volatility, quantified as beta. In the following decades, academic research has identified more factors that impact stock returns.

For example, in a paper by Rolf Banz established a size premium in stocks: smaller company stocks outperform larger companies over long time periods, and had done so for at least the previous 40 years. In , Eugene F.

Fama and Kenneth B. French published a seminal paper that demonstrated a value premium, or the fact that expected returns of value stocks were higher than for growth stocks. In , Sheridan Titman and Narasimhan Jegadeesh showed that there was a premium for investing in high momentum stocks. The earliest and most well-known factor is value, which can be defined primarily as change in the market valuation of earnings per share "multiple expansion" , measured as the PE ratio.

The opportunity to capitalize on the value factor arises from the fact that when stocks suffer weakness in their fundamentals, the market typically overreacts to it and values them extremely cheaply relative to their current earnings. A systematic quantitative value factor investing strategy therefore buys those stocks at their cheapest point and holds them until the market becomes less pessimistic about their prospects and re-values their earnings.

From Wikipedia, the free encyclopedia. Journal of Investment Management. SSRN Review of Financial Studies. ISSN Your Complete Guide to Factor-based Investment. ISBN

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