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BNP AM

The sustainable investor for a changing world

Factor investing

BNP Paribas Asset Management is a long-standing player in factor investing having launched our first strategies in 2009. Today, our quantitative team of 40+ professionals manages a comprehensive range of strategies across different factors, asset classes, and regions.

Why factor investing

Factor investing is an investment approach that involves tilting portfolios towards and/or away from specific factors, such as quality or value, in an attempt to generate long-term investment returns in excess of benchmarks. In addition to enhanced return potential, factor investing can offer robust risk controls that can help keep a portfolio in line with investors’ preferred risk exposure, as well as diversification from more traditional investments.

ENHANCED
RETURN POTENTIAL
PORTFOLIO DIVERSIFICATION
REDUCED
DOWNSIDE RISK

Why us

We have been managing equity and fixed income factor-based strategies for over a decade. Today, we offer a broad range of strategies that seek to capture sources of alpha across one or multiple factors: low volatility/risk, quality, value/carry, momentum.

Our strategies seek to incorporate ESG1 considerations and follow a fully systematic process that builds on the proprietary research from our Quantitative Research Group (QRG). Our dedicated quantitative resources include over 40 fund managers, quantitative researchers, and investment specialists.

Our strategies

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Equity

BNP Paribas Sustainable Global Low Vol Equity
BNP Paribas Sustainable Europe Multi-Factor Equity
BNP Paribas Sustainable Euro Multi-Factor Equity
BNP Paribas Sustainable US Multi-Factor Equity
BNP Paribas Sustainable US Value Multi-Factor Equity

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Fixed income

BNP Paribas Sustainable Euro Multi-Factor Corporate Bond
BNP Paribas Sustainable US Multi-Factor Corporate Bond

[1] ESG = Environmental, Social and Governance. ESG assessments are based on BNP Paribas Asset Management’s proprietary methodology which integrates all three aspects of E, S & G

    •
      PORTFOLIO PERSPECTIVES
      | Article – 2 Min
      Exploiting the low volatility anomaly in practice
      RAUL LEOTE DE CARVALHO
      20/03/2023 · 2 Min
    • PORTFOLIO PERSPECTIVES
      | Article – 2 Min
      Evidence of the low volatility anomaly
      RAUL LEOTE DE CARVALHO
      01/03/2023 · 2 Min
    • PORTFOLIO PERSPECTIVES
      | Article – 3 Min
      The low volatility anomaly – Still going strong after 50 years
      RAUL LEOTE DE CARVALHO
      31/01/2023 · 3 Min

      • Factor investing research

        Our Quantitative Research Group (QRG) and portfolio management teams regularly publish proprietary research into asset classes, factors and strategies.

         
      Past performance or achievement is not indicative of current or future performance.
      • Any views expressed here are those of the author as of the date of publication, are based on available information, and are subject to change without notice. Individual portfolio management teams may hold different views and may take different investment decisions for different clients. This material does not constitute investment advice.
      Investments are subject to market fluctuations and the risks inherent in investments in securities. The value of investments and the income they generate may go down as well as up and it is possible that investors will not recover their initial investment. There is no guarantee that the performance objective will be achieved.
      • Investing in emerging markets, or specialised or restricted sectors is likely to be subject to a higher-than-average volatility due to a high degree of concentration, greater uncertainty because less information is available, there is less liquidity or due to greater sensitivity to changes in market conditions (social, political and economic conditions).
      For a complete description and definition of risks, please consult the last available prospectus and KID of the fund. Investors considering subscribing to a fund should read carefully its most recent prospectus and KID that can be downloaded free of charge from our website: www.bnpparibas-am.com.
      Environmental, social and governance (ESG) investment risk: The lack of common or harmonised definitions and labels integrating ESG and sustainability criteria at EU level may result in different approaches by managers when setting ESG objectives. This also means that it may be difficult to compare strategies integrating ESG and sustainability criteria to the extent that the selection and weightings applied to select investments may be based on metrics that may share the same name but have different underlying meanings. In evaluating a security based on the ESG and sustainability criteria, the Investment Manager may also use data sources provided by external ESG research providers. Given the evolving nature of ESG, these data sources may for the time being be incomplete, inaccurate or unavailable. Applying responsible business conduct standards in the investment process may lead to the exclusion of securities of certain issuers. Consequently, (the Sub-Fund's) performance may at times be better or worse than the performance of relatable funds that do not apply such standards.