Factor-based Investing

Factor-based Investing

Factor Investing: Definition And 5 Factors – Seeking Alpha

… 21 Factor investing uses predetermined factors to predict the success of a stock bond or fund. There are five investment style factors including (1)

… Factor funds are subject to investment style risk which is the chance that returns from the types of stocks in which the fund invests will trail returns from (2)

What is Factor Investing? | BlackRock

… Factors are the foundation of portfolios—the broad persistent forces that have driven returns of stocks bonds and other assets. Factor investing leverages (3)

… 15 Factor-based investing is one attempt to answer that question. By focusing on the underlying factors that define risk return (4)

Factor Investing: 5 ways in which it is better than traditional …

… 22 Mainly there are two kinds of factors: Macroeconomic factors and Style factors. Macroeconomic factors which are not directly correlated (5)

… by SN Pappas · Cited by 24 — by SN Pappas · Cited by 24Factor-based investing can be used to actively position investment portfolios that seek to achieve specific risk and return objectives.(6)

Factor-Based Investing: The Long-Term Evidence

… by E Dimson · · Cited by 65 — by E Dimson · · Cited by 65To identify factors researchers typically construct long–short portfolios. These portfolios are long the preferred exposure and short the unwanted exposure. In (7)

… Factor-based investing provides an alternative view from traditional asset-class based portfolio analysis and helps provide clarity in a given investment (8)