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BNP AM

The sustainable investor for a changing world

Factor investing

BNP Paribas Asset Management has been among the leaders in factor investing since 2009, with a quantitative team of more than 40 professionals and a comprehensive range of strategies spanning 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 in an attempt to generate long-term investment returns in excess of benchmarks.

Coupled with the expertise of a skilled and experienced investment manager, factor investing can offer a number of benefits including:

ENHANCED
RETURN POTENTIAL
PORTFOLIO DIVERSIFICATION
REDUCED
DOWNSIDE RISK
ESG
INTEGRATION

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 environmental, social and governance (ESG) considerations and follow a fully systematic process that builds on the findings of proprietary research by our Quantitative Research Group (QRG). Our dedicated quantitative teams include over 40 experienced experts.

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

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      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).
      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.