globalen
Multi-Factor Equity

Multi-Factor Equity

Exposure to proven factors

Key points:

  • Exposure to the Value, Momentum, Low Vol and Quality factors to diversify return stream
  • Flexible allocation to factors resulting in balanced exposure
  • Enhanced factor definitions to avoid unrewarded risk and maximize returns

Philosophy

Robeco’s quantitative investment strategies are based on the following beliefs: 

Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance. This includes extensive empirical testing over longer periods and in different markets.

Economic rationale. We want to move beyond statistical patterns and understand the economic drivers behind factors. Risks that are not adequately rewarded should be avoided.

Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.

Process

The Multi-Factor equity solutions strategy is a fully quantitative equity strategy that exploits four proven factors: value, momentum, low volatility and quality. Rather than using generic factor definitions, it uses enhanced definitions to avoid unrewarded risk and maximize returns. Our multi-factor equity solutions portfolios aim to achieve higher risk-adjusted returns than both the broad market and generic factor indices over a full business cycle by taking efficient, well-diversified exposure to these enhanced factors. A sustainable variant of this strategy that selects stocks with a substantially higher sustainability profile and lower carbon footprint than the market is available.

Team

Our strategy is managed by an experienced group of investment professionals within an organization which is fully committed to quantitative investing. The team consists of more than 40 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development.

More about Factor Investing
More about Factor Investing
Factor investing aims to capture ‘hidden’ returns in financial markets. We have given our clients systematic exposure to it to earn premiums for well over a decade.
Find out more
Get in touch with us

Contact us if you would like to know more about this strategy.

Contact
Subjects related to this strategy are:

Related strategies

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.

By clicking Proceed I confirm that I am a professional investor and that I have read, understood and accept the terms of use for this website.

Decline