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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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 $914 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. *Assets under management as of March 31, 2020. 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