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Sustainable Value Equity

Sustainable Value Equity

Capturing the value premium efficiently and sustainably

Key points:

  • Selects stocks using a diversified combination of value measures
  • Significantly better ESG profile, smaller environmental footprint and exclusions
  • Avoids value traps by incorporating momentum, low-risk and quality factors

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

Stock selection is the sole performance driver. All decisions are based on the ranking generated by Robeco’s proprietary Value Equities stock selection model and portfolio construction process. They capture the value anomaly in a smart way, effectively overcoming the challenges that characterize a generic value strategy: value traps.

The sustainability approach focuses on three aspects, namely aiming for at least a 20% better score on ESG criteria than the reference index; aiming for at least a 20% better environmental footprint than the reference index; and avoiding exposure to stocks in the values-based restricted universe according to certain broad ethical norms.

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.
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Regions

Region

Global developed

Benchmark

MSCI World

Number of stocks strategy

≈ 200

Inception date

January 2014

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. The team closely cooperates with RobecoSAM, which focuses exclusively on ESG. RobecoSAM provides the stock-specific sustainability information for the strategy.

Get in touch with us

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

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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.

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