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2Q Factor Research Quarterly Webinar

The Factor Research Quarterly webinar series is designed to share our most recent insights into the current state of equity factors. Whether it’s referred to as smart beta, factor premiums, systematic alpha, or Northern Trust’s own Engineered Equity; factor-based investing is the new paradigm in equity investing and an essential topic for sophisticated investors.

In this webinar you'll hear from:

Mark C. Sodergren, CFA, Senior Portfolio Manager, Quantitative Equity;
Michael Hunstad, Ph.D., Director, Quantitative Research
Recorded Aug 9 2016 31 mins
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Presented by
Mark C. Sodergren, CFA - Sr. Portfolio Manager, Quantitative Equity; Michael Hunstad, Ph.D. - Director, Quantitative Research
Presentation preview: 2Q Factor Research Quarterly Webinar
  • Channel
  • Channel profile
  • 2020 Outlook: Everything in Moderation Recorded: Jan 24 2020 56 mins
    Jim McDonald, Chief Investment Strategist, Bob Browne, CFA, Chief Investment Officer
    Get an inside look into the key investment themes driving our tactical outlook and asset allocation in the coming year.

    Join our Chief Investment Officer and Chief Investment Strategist as they explore:

    -Economic growth: slow but resilient
    -Monetary and fiscal policy: accommodation leads to coordination?
    -Tactical positioning: equities, high yield and real assets
  • Time to (Re)Consider The Value Factor Recorded: Nov 6 2019 64 mins
    Michael Hunstad, Phd, and Diana Olteanu-Veerman, Northern Trust Asset Management; Brendan Maton, IPE
    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
  • The Next 5 Years: What Investors Can Expect Recorded: Sep 24 2019 57 mins
    Bob Browne, CFA, Chief Investment Officer and Jim McDonald, Chief Investment Strategiest
    Get an inside look into our new capital market assumptions research, including key investment themes shifting global risk, return and asset allocation over the next five years — and what it means for investors.

    Key themes include:
    -Global Growth Restructuring
    -Irreconcilable Differences
    -Executive Power Play
  • How Multi-Asset Strategies Deliver Recorded: Sep 19 2019 1 min
    Melinda Mecca, Director of Investment Solutions
    Slowing global growth — and the drag on performance that may result — means investors are searching for innovative ways to achieve their desired outcomes. They may find the answer in strategies that package investment skill, risk management and tactical flexibility, all in one.
  • 3 Ways to Build Business with Multi-Asset Strategies Recorded: Sep 19 2019 1 min
    Melinda Mecca, Director of Investment Solutions
    Advisors spend about 25 hours a week on investment functions, cutting into time for finding new clients and building holistic financial plans for current clients. Not to mention time for today’s increasingly complex fiduciary responsibilities. Here’s how multi-asset strategies can help.
  • How Multi-Asset Strategies Deliver Recorded: Sep 19 2019 2 mins
    Melinda Mecca, Director of Investment Solutions
    Slowing global growth — and the drag on performance that may result — means investors are searching for innovative ways to achieve their desired outcomes. They may find the answer in strategies that package investment skill, risk management and tactical flexibility, all in one.
  • 3 Ways to Build Business with Multi-Asset Strategies Recorded: Sep 19 2019 2 mins
    Melinda Mecca, Director of Investment Solutions
    Advisors spend about 25 hours a week on investment functions, cutting into time for finding new clients and building holistic financial plans for current clients. Not to mention time for today’s increasingly complex fiduciary responsibilities. Here’s how multi-asset strategies can help.
  • Factor Research Quarterly: Recalibrating Factor Portfolios for Volatility Recorded: Sep 10 2019 35 mins
    Michael Hunstad, PhD, Head of Quantitative Strategies, and Manan Mehta, Senior Quantitative Research Analyst
    Market volatility persists and volatility spikes are becoming more frequent. Recently, interest rates have started moving lower and are expected to continue their decline. Add in lower global growth forecasts and it’s time to revisit expectations for factor performance.

    Join the Quantitative Research team as they explore the following topics:

    -Structural shifts in the market volatility regime and how Low Volatility and other factors stand to benefit.
    -Factor performance across interest rate regimes and how factor strategies with better risk controls help manage interest rate risk across the portfolio.
    -Factor performance and valuation globally.
  • Portfolio Construction 2.0 - Factors at the Core Recorded: Sep 10 2019 63 mins
    Michael Hunstad and Jordan Dekhayser, Northern Trust Asset Management; Brendan Maton, IPE
    Current macroeconomic circumstances combined with exceptional asset performance over the past decade are lowering return expectations going forward. This context will make it challenging for pension funds, insurance companies and other liabilities managers to achieve their returns objectives with a traditional core/satellite approach.

    Join our webinar where Michael Hunstad, PhD, Head of Quantitative Strategies and Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy will explore the following three topics that take another look at portfolio construction:

    - Factors at the Core
    Efficiently designed factor-based strategies are ideal for the core of a portfolio because they may provide higher returns than a pure passive portfolio for a modest amount of active risk, resulting in a considerably higher information ratio.

    - The Tracking Error Challenge
    Calibrating tracking error is crucial to target higher returns while mitigating the probability of underperformance. Staying disciplined during inevitable cyclical drawdowns is harder than it sounds but well worth it in the long run.

    - Multi-Factor Portfolios
    Because style factors are prone to sustained periods of underperformance, combining different factors that are unique drivers of return can help smooth down the cycles. We will look at the most efficient multi-factor strategies and how they help meet investors’ specific objectives.

    Presented by:
    - Michael Hunstad, PhD, Head of Quantitative Strategies, Northern Trust Asset Management
    - Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy, Northern Trust Asset Management

    Moderated by:
    - Brendan Maton, IPE
  • Institutional Investor Network: Strengthening Your Portfolio Core Recorded: Aug 21 2019 49 mins
    Michael Hunstad, PhD, Head of Quantitative Strategies, and Jordan Dekhayser, CFA, Head of Quantitative Equity Research
    There have been more than 48 large volatility shocks since 2007*, and this pattern is unlikely to change. Institutions around the globe are finding themselves in a unique market environment as a result of seismic shifts in market fundamentals, central banks lowering interest rates and questionable quantitative easing programs. Government agencies continue to use these levers in a manner that is unsustainable – making volatility more prevalent and unpredictable than ever before.

    Join Michael Hunstad, Ph.D., Head of Quantitative Strategies and Jordan Dekhayser, CFA, Head of Quantitative Equity Research and Strategy, as they discuss key approaches to help capitalize on the new age of portfolio risks:

    • Uncover the common pitfalls in traditional portfolio de-risking methods
    • What to look for in low volatility investment strategies (spoiler alert, it’s not just lower beta exposures)
    • Potential changes to your passive core portfolio that will strengthen your active satellite

    *Volatilty shocks greater than 5 points. Volatility increases are represented by any increase in the VIX daily, as of December 31, 2018.

    Note: By registering for this webinar, you agree to share your contact information with, and be contacted by, Northern Trust Asset Management.
  • Factor Research Quarterly: Capturing the Value Premium in the "New" Economy Recorded: May 29 2019 39 mins
    Michael Hunstad, PhD, Head of Quantitative Strategies, and Manan Mehta, Senior Quantitative Research Analyst
    Value stock returns have been lagging growth stocks for a number of years, leading to mixed performance for investors. Our experts discuss the need for valuation models to evolve to deal with secular trends in the economy and industry sectors to effectively capture the Value factor.

    As sustainable investing becomes increasingly important to investors, we will also dive deeper into the performance drivers of ESG strategies.


    Key topics:

    -Capturing the Value Premium in the "New" Economy
    -Breaking down ESG Performance
    -Factor Valuations and Forecasts
  • Factor Investing: How The Largest Asset Owners Design Their Portfolio Recorded: May 21 2019 48 mins
    Mike Hunstad, Head of Quantitative Strategies; Jordan Dekhayser, Senior Equity Strategist, Northern Trust Asset Management
    This time we will be examining in-detail how the world’s largest asset owners are using multi-factor portfolio construction to overcome the twin challenges of slow economic growth and market volatility.



    Some key points we will address during the webcast:



    - Identifying key portfolio risks: sector concentrations, interest rate sensitivity and hidden risks you may not be aware of

    
- Examining real world portfolios: completion strategies and multi-factor construction techniques
- Positioning your portfolio for success: factor performance across various market environments



    Note: By registering for this webcast, you agree to have your contact information shared with Northern Trust Asset Management.
  • Bob Browne: Lowering Expectations for Interest Rates Recorded: Apr 8 2019 3 mins
    Bob Browne, CFA - Chief Investment Officer
    We have lowered our expectations for the U.S. Treasury 10-year yield and now think the Fed will cut rates later this year. CIO Bob Browne explains.
  • Michael Hunstad: An Eye-Opening Look Under the Hood Recorded: Apr 1 2019 3 mins
    Michael Hunstad, Ph.D., Head of Quantitative Strategies
    Markets steadily trended up during the first quarter. On the surface the picture seems quite rosy but a look under the hood reveals a market that has reached a boiling point. Head of Quantitative Strategies Michael Hunstad explains.
  • Factor Research Quarterly: Factor Performance in 2018 and Beyond Recorded: Feb 14 2019 37 mins
    Michael Hunstad, PhD, Head of Quantitative Strategies and Manan Mehta, Senior Quantitative Research Analyst
    Are your investment portfolios positioned for the future market environment? Join our experts as they reveal the key drivers behind equity factor performance in 2018 and provide a look forward to 2019.

    During this webinar, we'll discuss:

    -2018 factor performance
    -Examining factors performance through 4 stages of the economic cycle
    -The nuances of Momentum
    -Factor valuations and forecasts
  • Jim McDonald: 2019 Outlook Recorded: Dec 17 2018 3 mins
    Jim McDonald - Chief Investment Strategist
    We entered 2018 with a significant overweight to risk assets, but steadily pared that back to neutral as risks increased around the outlook for growth and monetary policy. What’s ahead for 2019? Jim McDonald explains.
  • Jim McDonald: Watchfully Waiting Recorded: Nov 19 2018 3 mins
    Jim McDonald - Chief Investment Strategist
    The conflict between slowing global growth and rising rates by the Fed need to be resolved before animal spirits re-engage. Jim McDonald explains.
  • Factor Research Quarterly: Forecasts & Market Events Recorded: Nov 8 2018 32 mins
    Michael Hunstad, PhD, Head of Quantitative Strategies; Toby Stannard, CFA, Quantitative Equity Strategist
    For quick and timely insights on the most recent equity factor performance, forecasts and market events, tune into our upcoming Factor Research Quarterly. We’ll discuss:

    - Market volatility: the factor winners and losers
    - 5-year investment themes through a factor lens
    - Translating top-down views into factors
    - Factor valuations and forecasts
  • Bob Browne: All My Gains are Gone. Now What? Recorded: Oct 29 2018 3 mins
    Bob Browne, CFA - Chief Investment Officer
    After returning a whopping 7.7% in the third quarter, the S&P 500 is now down year-to-date. Why are equities suddenly turning for the worse and what should investors be doing in response? Bob Browne explains.
  • Jim McDonald: Shifting to Neutral Recorded: Oct 15 2018 3 mins
    Jim McDonald - Chief Investment Strategist
    We've moved our tactical risk positioning back to neutral after years of being overweight risk. Jim McDonald explains.
Global Investment Manager
Northern Trust Asset Management is a global investment manager that helps investors navigate changing market environments, so they can confidently realize their long-term objectives.

Entrusted with $975 billion in assets,* we understand that investing ultimately serves a greater purpose and believe investors should be compensated for the risks they take — in all market environments and any investment strategy. That’s why we combine robust capital markets research, expert portfolio construction and comprehensive risk management to craft innovative and efficient solutions that deliver targeted investment outcomes.

As engaged contributors to our communities, we consider it a great privilege to serve our investors and our communities with integrity, respect, and transparency.

*Assets under management as of June 30, 2019.

Northern Trust Asset Management is composed of Northern Trust Investments, Inc. Northern Trust Global Investments Limited, Northern Trust Fund Managers (Ireland) Limited, Northern Trust Global Investments Japan, K.K, NT Global Advisors Inc., 50 South Capital Advisors, LLC and investment personnel of The Northern Trust Company of Hong Kong Limited and The Northern Trust Company.
Important disclosures: https://www.northerntrust.com/united-states/terms-and-conditions

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  • Title: 2Q Factor Research Quarterly Webinar
  • Live at: Aug 9 2016 2:30 pm
  • Presented by: Mark C. Sodergren, CFA - Sr. Portfolio Manager, Quantitative Equity; Michael Hunstad, Ph.D. - Director, Quantitative Research
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