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Emerging sustainable active quant equity
Active quant equities

Emerging sustainable active quant equity

Offering balanced exposure to enhanced factors and a higher sustainability profile

Key points:

  • For investors looking for sustainability, higher returns than the broader market and a medium tracking error
  • Systematic research driven investment approach to benefit from persistent behavioral biases
  • Proven track record in active quant emerging markets since 2008

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 performance driver is our stock-selection model, selecting stocks with a balance of attractive valuation, high quality and positive momentum. We combine these factors with a better ESG profile, reduced environmental impact and exclusion of controversial companies. We take into account three aspects of sustainability:

  • Overall better sustainability profile than the market.
  • 20% reduction of environmental footprint based on impact scores.
  • Exclude companies with an controversial business model such as tobacco and firearms.
Quantitative investing
Quantitative investing

We’ve been leading the way in quant investing for over 25 years, turning research into practical solutions.

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Team

Our strategies are managed by an experienced group of investment professionals within an organization which is fully committed to quantitative and sustainability investing. The team consists of more than 20 portfolio managers and quantitative researchers dedicated solely to quantitative equity investing, research and model development. 

Our analysts and portfolio managers can draw on an extensive database of ESG analysis by sustainability specialist RobecoSAM.

Disclaimer

Robeco Institutional Asset Management B.V. (Dubai office) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional Clients and does not deal with Retail Clients as defined by the DFSA.

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.

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