chinazh
可持续增强型指数股票

可持续增强型指数股票

被动型投资的可持续优化方案

要点:

  • 在提供除去成本后与市场回报相近的同时,也实现了较高的可持续性投资水平
  • 确保环境、社会和公司治理(ESG)表现卓越、生态足迹较低且排除备受非议的商业价值企业

投资理念

荷宝的量化投资策略基于以下信念:

以实证数据为基础。识别出具有最有效之风险收益特征的因子。研究过程涵盖在不同市场的长时间经验验证。

以理解实证数据背后之经济、市场原由为依托。 我们希望超越统计数据的形态,探究这些因子背后的经济动力,同时回避无效益的风险。

构建有效及审慎的投资组合。 投资组合透明度高,易于理解说明,避免不必要的交易成本,并整合环境、社会和公司治理(ESG)因素。

投资过程

荷宝的可持续增强型指数股票策略不但具备被动投资的优势,而且整合50年的学术研究成果来达到更好的可持续性投资组合和取得更好的回报。根据可持续性指标和经过证实可提供高回报的特性,在指数成分股中,如果得分较高则会增加其权重,如果得分较低则会小幅减少其权重。这些因子包括了价值、质量、动量和分析师修正等因子。

此外,我们还从以下方面考虑可持续性

  • 可持续性得分比整体市场不少于20%。
  • 根据影响力评分,该策略使环境足迹降低 20%。
  • 排除商业模式有争议的公司,如烟草和枪支类企业。
  • 投资组合可以实现股东的投票和积极参与
联系我们

如果您想了解更多关于此策略的详情,请联系我们。

联系方式
Subjects related to this strategy are:

其他

Disclaimer

The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

The funds shown on this website may not be available in your country. Please select your country website (top right corner) to view the products that are available in your country.

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree