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For optimal efficiency we look at multiple factors

Factor investing equities

Conservative Equities

Robeco's conservative equity strategies are designed to capture the equity premium with substantially lower downside risk. The strategy has an absolute risk/absolute return focus, aiming to maximize risk-adjusted returns.

Robeco conservative equity is managed on the basis of a purely bottom-up driven investment approach. It combines the outcome of our proprietary quantitative stock selection model for conservative equity with a disciplined portfolio construction algorithm and a unique set of risk controls.

Stock selection is the sole performance driver used, as determined by our quantitative stock selection model for conservative equity. This model is based on one of the oldest documented market anomalies: the low-risk anomaly. It was built, based on award-winning research by Robeco, on the notion that low-risk stocks realize superior long-term returns over higher-risk stocks.

Highlights
  • Innovator in low-risk investing since 2006 based on award winning research
  • Approach based on the low-risk anomaly
  • Systematic research driven investment approach
  • Long-term equity returns at distinctly lower downside risk than that of a reference index
  • Focus on equity capital preservation and risk-return profile
  • Unique in-house developed model and portfolio construction algorithm
  • Dedicated and experienced investment team.

Momentum Equities

Robeco's Momentum Equity strategy enables investors to efficiently harvest the momentum premium. It is one of the strongest and most pervasive anomalies found in the academic literature. The momentum factor is attractive from a factor investing point of view as it offers investors a potentially high premium and attractive diversification opportunities.

Robeco Momentum Equities is managed on the basis of a purely bottom-up driven investment approach. It combines the outcome of our proprietary quantitative stock selection model for Momentum Equities with a disciplined portfolio construction algorithm and a unique set of risk controls.

The Robeco approach to momentum investing is designed to capture the momentum premium in an optimal manner by avoiding unrewarded risks and boosting returns by limiting transaction costs.

Highlights:
  • Application of the momentum anomaly within factor models since 1994
  • Distinguishing active approach in momentum investing based on extensive research
  • Systematic research driven investment approach that limits turnover
  • Selecting stocks with strong momentum, while controlling risks
  • Unique in-house developed model and portfolio construction algorithm
  • Dedicated and experienced investment team.

Value Equities

Robeco's Value Equity strategy is designed to harvest the value premium in the most efficient way. The value effect is the tendency of stocks with a low price to their fundamentals to have above-market returns. It is well documented in the academic literature, where it has been identified over long periods and a variety of regions.

The aim of the strategy is to have high exposure to the value factor premium while avoiding unrewarded risks, such as stocks of distressed firms. At the same time, our strategy integrates low-volatility, quality and momentum factors. This is because we do not want to invest against these two other proven factor premiums. Therefore, Robeco Value Equities aims to provide investors the value premium with a better risk-return profile compared to generic value products.

Robeco Value Equities is managed on the basis of a purely bottom-up driven investment approach. It combines the outcome of our proprietary quantitative stock selection model for Value Equities with a disciplined portfolio construction algorithm and a unique set of risk controls.

Highlights
  • application of the value anomaly within factor models since 1994
  • distinctive active approach in momentum investing based on extensive research
  • robust, proprietary stock-selection model selecting value stocks with upside potential and limiting unrewarded risks
  • prudent investment approach, easily explainable trades and lower turnover
  • positive ESG screening integrated into portfolio construction
  • dedicated investment team of 25, experienced and specialized in quantitative equity strategies

Multi-Factor Equities

Robeco biedt multifactorstrategieën voor aandelen die beleggers op een efficiënte manier exposure bieden naar een of meer belangrijke factorpremies, waaronder de factoren Value, Momentum en Low Volatility. Aangezien één factor te maken kan hebben met periodes van underperformance, zijn we van mening dat de optimale portefeuille een gespreide portefeuille is met een positieve exposure naar meerdere factoren tegelijkertijd. De optimale factorexposure verschilt per belegger. Deze hangt in de eerste plaats af van de voorkeuren van de belegger wat betreft risico en rendement. Daarnaast spelen de factorexposures die de belegger al in zijn portefeuille heeft ook een rol.

Er is dus niet één specifieke benadering voor alle beleggers. Daarom zijn er verschillende mogelijkheden om multifactorstrategieën voor aandelen te implementeren:
  • Aandelenstrategieën of -fondsen met meerdere factoren die gebalanceerde en effectieve exposure bieden naar de belangrijkste factoren
  • Strategieën met een enkele factor als bouwsteen voor het creëren van uw eigen optimale factorallocatie
  • Een samenwerking aangaan om een op maat gemaakte oplossing voor factorbeleggen te ontwikkelen
Neem contact op met Robeco als u wilt weten wat voor u de optimale factoroplossing is.

Highlights
  • Robeco's multifactorstrategieën voor aandelen zijn ontworpen voor een effectieve exposure naar factoren en zijn goed te combineren met andere factorstrategieën
  • Operationele efficiëntie bij het herbalanceren en handelen
  • Gespecialiseerd en ervaren beleggingsteam
  • Robeco's multifactorstrategieën voor aandelen bieden een gespreide exposure naar de factoren Value, Momentum en Low Volatility

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