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Quality equity
ファクター投資株式

Quality equity

Efficiently capturing the Quality premium

Key points:

  • Application of the Quality factor in stock-selection models since 2002
  • Our distinctive quality definitions incorporate profitability, earnings quality and investments
  • These definitions have deep-rooted academic foundations and offer strong stand-alone performance

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 Quality equities stock selection model and portfolio construction process. They capture the Quality factor in a smart way, effectively dealing with the challenges a generic quality strategy faces. A sustainable variant of this strategy that selects stocks with a substantially higher sustainability profile and lower carbon footprint than the market is available.

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Team

The quality equity 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 20 portfolio managers and quantitative researchers dedicated solely to quantitative equity investing, research and model development.

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