middle easten
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:

  • Proven model, focused on selecting stocks that exhibit good value, quality, momentum, analyst revisions and sustainability characteristics
  • Disciplined and transparent portfolio management process that controls relative risks and integrates advanced measures of sustainability
  • Delivering stable multi-factor alpha in 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 strategy invests in on average 160 emerging markets stocks by applying a quantitative investment strategy. The strategy aims to maximize the excess return versus the benchmark and deliver a superior sustainability profile, while controlling relative risk. The sector and country weights resemble those of the MSCI Emerging Markets Index but we overweight attractive stocks and underweight unattractive ones. Attractiveness is assessed by an integrated multi-factor model that considers a balance of valuation, quality, momentum and analyst revisions. We combine these factors with a better sustainability profile. We take into account the following aspects of sustainability:

  • Overall better ESG profile than the market.
  • 20% reduction of environmental footprint based on impact scores.
  • Exclusion of companies with an controversial business model such as tobacco and firearms.
  • Voting and engagement for portfolio holdings
Quantitative investing
Quantitative investing

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

Read more

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 40 portfolio managers and quantitative researchers dedicated solely to quantitative 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.

Please confirm that you are a professional investor and/or institutional investor and that you have read, understood and accept the terms of use for this website.

I Disagree