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 have preference for sustainable business models.
Stock selection is the sole performance driver. All decisions are based on the ranking generated by Robeco’s proprietary Quant Value Equities stock selection model and portfolio construction process. They capture the value anomaly in a smart way, effectively overcoming the challenges that characterize a generic value strategy: value traps. A sustainable variant of this strategy that selects stocks with a substantially higher sustainability profile and lower carbon footprint than the market is available.
The 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 40 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development.
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.