Traditional equity value indices, which incorporate only the least expensive companies, tend to be associated with a higher carbon footprint...

Value stocks have strongly outperformed their growth sector peers since late 2020, when they became as cheap as they were...

A well-diversified strategy invested in value, quality, low risk and momentum stocks should do well, irrespective of which way interest...

With the prices of various food staples off the charts, Robert-Alexandre Poujade explores the knock-on effects that Russia’s invasion of...

We expect the environment in the coming few years to be unusually favourable for value relative to growth stocks. Multi-factor...

After a particularly difficult 2020, 2021 proved favourable for multi-factor equity strategies investing in the cheapest, most profitable and least...

Our latest paper on equity factor investing addresses the question of performance attribution of multi-factor equity strategies.   Multifactor strategies...

It’s payback time for investors who have been seeing a return to favour of the equity value investment style after...

The multi-faceted nature of equity factor investing means it can play a dynamic and highly useful role in portfolios, especially...

With value spreads now at levels last seen at the peak of the tech bubble in 2000 [1], we expect...

Value stocks have been underperforming ‘glamour stocks’ for a while, rendering valuations as cheap as they were in the tech...