Insights into the third pillar of investing, from a team with over 30 years of experience.
This edition of Risk & Reward explores a novel NLP-driven controversy screening tool that complements traditional ESG assessments by effectively identifying financially material controversies through abnormal news flow indicator.
Subtle differences in factor definitions can profoundly impact performance, and a crucial decision is whether to rely on a single or multiple factor signals. We present an approach that may help investors improve factor premiums by diversifying across signals and removing exposures to unrewarded risks.
Welcome to Invesco’s seventh annual Global Factor Investing Study, incorporating the views of 83 institutional investors and 68 retail investors, collectively responsible for managing $25.4 trillion in assets.
The study uncovers the strategies and views of factor investors across the globe. Download it to learn more.
October 19, 2020
Factor investing aims to benefit from stock characteristics which explain long-term equity performance. With over 35 years of experience, Invesco Quantitative Strategies constructs portfolios using these factors to achieve attractive investment outcomes for clients.
April 8, 2021
