The Future for Factor Investing May Be Different Than its Backtested Past Data mining is a risk even with Value and Momentum strategies. Combining Value and Momentum has episodic outperformance versus Value alone. Past performance is not a guarantee of future results, especially when backtested. “The future of investing is sustainable investing. Consumers have demanded sustainability be a factor in so many industries, food, consumer products,energy, and investing is no longer the exception. Factor investing is an area I have researched and written about extensively (see here, here and here) . It is an approach to active management that is lower cost and backed by decades of historical data, compared to the standard high-cost, overdiversified stock picking approach that has failed. The future of factor investing We believe that factors will provide persistent sources of return over time. However, we acknowledge that as factors become more accessible and factor strategies are used by an expanded range of investor types, the dynamics of factor investing may change in three important ways. ‘The Future is Factor Investing’ was the theme for the inaugural Satrix conference, hosted in Cape Town and Johannesburg last week. This event focused on factor investing as a solution to optimising outcomes in an increasingly challenging investment environment.

Diversification is also powerful because it reduces uncertainty when forecasting the future. An investment principle when applied on a single occasion could be.

Over the last fifty years, academic research has identified hundreds of factors that impact stock returns. Security characteristics that may be included in a factor-  Understanding the role relative valuations play in factor investing and smart predict the long-term future returns of strategies and factors—not precisely, nor  In 2015, ATP revised its investment portfolio strategy, resulting in a new portfolio allocation approach based on risk factors rather than asset classes. The 

While they may not have been known by the same names, many modern investment factors have historical roots stretching back centuries. This series, The  

they will be key drivers in the future landscape of asset management.” portfolio managers have developed a large spectrum of Smart Beta & Factor Investing. You see investors moving into factor investing from both ends of the spectrum. Anything that seeks to exploit systematic factors targeting risk or return could be.

‘The Future is Factor Investing’ was the theme for the inaugural Satrix conference, hosted in Cape Town and Johannesburg last week. This event focused on factor investing as a solution to optimising outcomes in an increasingly challenging investment environment.

Factors such as size, value, momentum, quality, and low volatility are at the core of. “smart” or “strategic” beta strategies, and are investment characteristics that  27 Nov 2019 Use of factor investing continues to increase around the globe. 2. 2. Existing factor investors are rebalancing their allocations between factors and  26 Jan 2020 Factor investing has demonstrated its potential to outperform the general market for years. In this infographic, learn how to apply it in your 

Newer research now shows that investment results can be explained by certain factors that have outperformed the market over time. A factor is any characteristic  

The Academic Advisory Board met in 2019 to discuss factor investing. strategies have the best possible chance of delivering excess returns in the future . Diversification is also powerful because it reduces uncertainty when forecasting the future. An investment principle when applied on a single occasion could be. If we take the analogy slightly further, "factor investing", a fast-growing technique of asset allocation, would correspond to molecular cuisine. Let's take a look. Indeed, factor-based investing is premised on the ability to identify factors that will earn a positive premium in the future. A large range of factors have been 

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