Risk premia

QUANTITATIVE SOLUTIONS FOR FACTOR INVESTING

FactorResearch provides quantitative solutions for factor investing in equity markets globally. We offer factor risk management, a reporting suite with direct downloadable reports and data packages, factor exposure analysis, and custom solutions. We support our clients in their factor allocation and analysis process.

FACTOR SHOP

Our factor shop offers detailed factor performance reports for generalists, sector specialists, and strategists directly available for download. Our data packages allow in-depth analysis and building your own factor portfolios.

FACTOR RISK MANAGEMENT

We provide a sophisticated risk management system for improving the risk-return ratios of factor strategies, which increases the efficiency of risk premia allocations.

FACTOR EXPOSURE ANALYSIS

Our factor exposure reports enable portfolio and risk managers to quickly identify factor exposures in their portfolios and see if the factor tilts worked for or against them.

STOCK ANALYZER

Check the factor exposure of 5,000+ stocks from the US, Europe, Japan, Australia, Hong Kong and Singapore.

FACTOR SHOP

Our factor shop offers detailed factor performance reports for generalists, sector specialists, and strategists directly available for download. Our data packages allow in-depth analysis and building your own factor portfolios.

Factor Shop

FACTOR RISK MANAGEMENT

We provide a sophisticated risk management system for improving the risk-return ratios of factor strategies, which increases the efficiency of risk premia allocations.

Factor risk management

FACTOR EXPOSURE ANALYSIS

Our factor exposure reports enable portfolio and risk managers to quickly identify factor exposures in their portfolios and see if the factor tilts worked for or against them.

Factor Exposure Analysis

STOCK ANALYSER

Check the factor exposure of 5,000+ stocks from the US, Europe, Japan, Australia, Hong Kong and Singapore.

Custom Solutions

OUR LATEST RESEARCH

SEQUENTIAL MODEL: SORTING BY 5 FACTORS

“Pick a Factor, then Tilt, Tilt, Tilt.”

VALUE FACTOR: INTRA VS CROSS-SECTOR

“How Effective Is Sector-Neutrality?”

WHAT’S IN A FACTOR? BREAKDOWN BY SECTORS

“Structural Sector Exposure vs Frequent Sector Rotation”

WHITE PAPERS

FACTOR ALLOCATION MODELS

“Improving Factor Portfolio Efficieny”

MULTI-FACTOR MODELS 101

“Top-Down versus Bottom-Up”

EVENTS

We hold monthly factor performance and research update calls. Check out the event schedule and sign up for the next webinar!

FACTOR PERFORMANCE

View the latest factor performance in your country and sign up for the Daily Factor Shot!