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Quant sustainable global equity
Core quant equities

Quant sustainable global equity

Offering access to a superior sustainability profile

Key points:

  • Global equity market returns with a superior sustainability profile
  • Managed on a purely quantitative basis, ranking stocks on sustainability, Value and Momentum
  • Approach provides a balance between relative performance and sustainability

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

First RobecoSAM assesses the corporate sustainability performance of the stocks in the benchmark. Next, we score each stock on Value and Momentum factors. Finally, we combine both parts of the investment process to produce the stock ranking and construct the portfolio. Stocks with attractive sustainability and quantitative characteristics are overweighted relative to the benchmark, while unattractive stocks are underweighted.

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Team

The Quant sustainable global equity strategy is managed by the Robeco Quant Equities team: experienced 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. The team closely cooperates with RobecoSAM, the investment specialist focused exclusively on ESG. RobecoSAM provides the stock-specific sustainability information for the strategy.

Get in touch with us

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

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