Factor Spotlight

Using our ESG framework, we measure performance for our Environmental, Social, and Governance portfolios separately.

We compare our base and sector neutral ESG portfolios to see which approach is better for ESG portfolio construction.

We introduce our ESG factor framework and look at how an aggregate ESG portfolio has performed over time.

We use our normalized return framework to identify other overbought and oversold factors in US and Worldwide models.

We take a look at Growth and Momentum which both sit relatively high in our normalized return framework and could be due for a reversion.

We follow up on Growth and Momentum and see what we can learn from historical examples when both factors reverted from these levels.

We use Exchange Rate Sensitivity portfolios to determine the sectors in US and China most impacted by trade news.

We use the Exchange Rate Sensitivity Factor to build a basket of US stocks and measure the impact of US - China trade news.

We use the Exchange Rate Sensitivity Factor to measure the impact of US - China trade news on a basket of Chinese stocks.

We add Value and Earnings Yield to our analysis to find stock trading opportunities in the Russell 1000.