Time to (Re)Consider The Value Factor

Presented by

Michael Hunstad, Phd, and Diana Olteanu-Veerman, Northern Trust Asset Management; Brendan Maton, IPE

About this talk

Over the past 10 years, many value strategies have suffered from the use of over simplified metrics and inefficiencies in portfolio construction. We believe the Value factor is still robust and can generate excess returns over the long term. In this webinar, our quantitative research team explores how taking a multi-dimensional approach and combining value with specific factors may improve risk-adjusted returns. Key topics include: UNDERSTANDING THE VALUE CYCLE After a prolonged period of underperformance, the macro environment seems to be shifting in favour of the value factor. THE IMPORTANCE OF DEFINITION AND METRICS A holistic approach based on current, normalized and prospective valuations, along with consideration of regional and sectorial specifics is essential to identify undervalued stocks. MITIGATING UNINTENDED RISKS Combining Value with Quality and Momentum whilst remaining country and sector neutral helps maximise the intended factor exposure within a risk-controlled framework. Presented by: Michael Hunstad, Phd, head of quantitative strategies and Diana Olteanu-Veerman, quantitative equity senior strategist - Northern Trust Asset Management Moderator: Brendan Maton

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