Name: Do traditional style and factor indexes create a false market narrative?
Start: 2023-05-22T15:00:00Z
End: 2023-05-22T15:00:14.000Z
Location: BrightTALK
Rating: 0

Wilshire Indexes is a global benchmark platform that provides institutional investors, asset managers and retail intermediaries unmatched flexibility in solving benchmarking, portfolio construction, and risk management challenges. Transforming the way investors use benchmarks to meet their objectives, Wilshire Indexes provides global coverage of the markets through the leading FT Wilshire Index Series. Combining new technology and modular products in a growth-aligned commercial model designed for collaboration, efficiency, and speed to market, Wilshire Indexes offers a completely new way to work with an index provider.

Investors are facing a new era for global infrastructure investing. The next 30 years will be a critical period for global infrastructure, with worldwide investment in infrastructure expected to rise to US$79 trillion by 2040 and expanding to include modern assets such as data centers, renewables, and clean tech.   
 
With some definitions of infrastructure widening to include these new technologies, investors are facing a potential transformational moment for global infrastructure investing. However, understanding how these new technologies, assets and companies are captured, classified and segmented across the global listed infrastructure industry will be crucial to driving long-term success.  
 
In this webinar series, Thomas Symons, director, global head of listed real assets & portfolio manager at WTW, David Bentley, partner at Atlas Infrastructure, Manoj Patel, managing director, co-head of global infrastructure securities at DWS and Martin Howard, senior vice president of index research at Wilshire Indexes will discuss the new landscape of global infrastructure, opportunities surrounding digitalization, decarbonizations and deglobalization, and ways to better understand and navigate the new market drivers for the asset class.  
 
Key points include:  
1. The new needs of global infrastructure investors – understanding the shifting landscape due to new technologies.  
2. The widening definition of infrastructure – the new realities facing global infrastructure investors, opportunities, and trends in the next 30 years.  
3. Challenges facing legacy infrastructure benchmarks and approaches and how global investors can explore new frameworks and benchmarks to drive value and capture new opportunities.

The transformational moment for global infrastructure investing

AI fueled disruption is reshaping the dynamics of the global investing and portfolio construction. Reshaping traditional investment strategies and approaches, AI and machine learning are driving a greater focus on investment outcomes which is increasingly being driven by personalized and regional market dynamics.
 
The ability to truly capture and deploy the transformative power of technology in a portfolio will empower global investors to turn disruptive challenges into opportunities to differentiate. However, are traditional index construction approaches and frameworks aligned with the new dynamics of the global investment landscape?
 
In this webinar, Wilshire Indexes and Rayliant Global Advisors will discuss how AI and machine learning have opened the door to new index and portfolio construction methods, making possible new diversified and global approaches to smart beta investing.
 
Key points include: 
 
- The challenges facing legacy smart beta approaches and how global investors can explore ways to use AI and machine learning to drive value, capture new opportunities across global markets.

- Explore how AI can unlock new index construction methods that aim to better capture equity premiums from a robust universe of factors potentially leading to more stable systematic return harvesting.

- How leveraging modern index construction methods and global investment expertise, the FT Wilshire NxtGen Index series can provide a modern smart beta replacement to legacy smart beta allocations or potential use as a dual-core approach.

- Meeting the new needs of global investors – how to apply the next generation of smart beta in a portfolio and how smart beta portfolio optimization drives differentiation

Capture the Transformative Power of AI to Access New Potential Sources of Alpha

Mark Makepeace, CEO of Wilshire Indexes and Jason Hsu, CIO of Rayliant Global Advisors discuss how AI and machine learning have opened the door to new index construction methods, making possible new diversified and global approaches to smart beta.

Harnessing AI to Create the Next Generation of Smart Beta Indexes

Join Philip Lawlor, Managing Director, Market Research at Wilshire for a 30-minute webinar that examines key market navigation drivers and discussion points facing investment decision-makers today.

1. Market EPS estimates continue to be revised lower, however 2024 is forecast to see a strong recovery in EPS growth. What confidence can be attached to the view that the trough of the earnings cycle is in sight?

2. A key feature of U.S. market dynamics over the last 10 years has been the scale of buybacks driven by the technology sector. Buybacks are showing signs of a structural reversal. Are there any sectors capable of taking up the tech sector buyback leadership baton?  Importantly, a deterioration in buybacks has large implications for long-term shareholder return projections.

3. After witnessing a significant derating for most of 2022, markets have seen PE valuations expand since October. However, a key question is whether the U.S. valuation premium has peaked? Does the recent move resemble the pattern of other bear market rallies?

Are we there yet? The status of the profit, buyback, and valuation cycles

Join Philip Lawlor, Managing Director, Market Research at Wilshire for a 30-minute webinar that examines key market navigation drivers and discussion points facing investment decision-makers today.

Topics this month:

Risk appetite has been buoyed by the Goldilocks narrative of a soft landing, dovish Federal Reserve pivot and easing financial conditions – has this generated a ‘too soon’ conundrum for the Fed?

Is there an underestimation of the 'higher for longer' tail risk?

Valuation shifts remain the key driver of market returns – are current valuation levels and the recent PE expansion consistent with longer term inflation expectations?

Has the new Goldilocks narrative created a 'too soon' conundrum for the Fed?

Join Philip Lawlor, Managing Director, Market Research and Andrew Dougan, Managing Director Index Research at Wilshire for a 30-minute webinar discussing the analytical pitfalls encountered with typical style and factor rotation and how best to identify pure factor premia.

Do traditional style and factor indexes create a false market narrative?

Market Navigation

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Do traditional style and factor indexes create a false market narrative?

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