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Asia-Pacific active quant equity
Asia-Pacific equities

Asia-Pacific active quant equity

Investing in attractive stocks in the Asia Pacific region

Key points:

  • For investors who want higher returns than the broader market, a high active share and a medium tracking error
  • Systematic research driven investment approach to benefit from persistent behavioral biases
  • Proven track record with similar approach in global 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 enhance these proven factors to avoid unrewarded risks and maximize returns. The sector and country weights resemble those of the MSCI AC Asia Pacific ex-Japan Index. But we apply higher weights to attractive stocks and lower weights to unattractive ones and have a more concentrated portfolio. Our proprietary rules-based portfolio construction algorithm also limits turnover.

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

Get in touch with us

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

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