Factor Investing Equities

Factor Investing Equities

A pioneer in factor investing as a proponent of exploiting anomalies in markets since the 1990s, Robeco experts have literally written the book on the subject. We now offer funds efficiently harvesting the four main factors – Value, Momentum, Low Volatility and Quality – along with multi-factor solutions.

Our Factor Investing strategies

Value Equity

Efficiently capturing the value premium. Results in deep value exposure.

Global, European

Momentum Equity

Efficiently capturing the momentum premium.

Multi-Factor Equity

Flexible allocation to factors resulting in balanced exposure.

Quality Equity

Application of the quality factor in stock-selection models since 2002.

Sustainable Value Equity

Capturing the value premium efficiently and sustainably.

Sustainable Quality Equity

Efficiently capturing the Quality premium in a sustainable way.

Forecasting stock crash risk with machine learning

Machine learning techniques can be used to uncover nonlinear relationships between several variables to help forecast stock crash risk.

15-06-2022 | Insight

‘Factors are still the foundation of financial markets’

New data sources and techniques can help us to better understand factors.

08-06-2022 | Interview

Quality: the underappreciation of well-managed businesses

Persistent human errors when forming future earnings expectations for companies give rise to the Quality premium.

01-06-2022 | Insight