This webinar provides an overview of equity factor performance in 2022. Factor returns have continued to recover in the wake of normalising market conditions in a manner that is consistent with their historical behaviour. In contrast to what some market observers believe, the recovery in factor performance has been broad-based and not confined to a single factor such as value. Moreover, factor performance has been driven by some specific sectors or characteristics such as intangibility.
Overview
In this webinar, we provide an overview of equity factor performance in 2022. Factor returns have continued to recover in the wake of normalising market conditions in a manner that is consistent with their historical behaviour.
In contrast to what some market observers believe, the recovery in factor performance has been broad-based and not confined to a single factor such as value.
Moreover, we find that factor performance has been driven by some specific sectors or characteristics such as intangibility.
Investors who are interested in factor investing should find the discussion highly informative. The presentation will be followed by a question-and-answer session.
Topics covered include:
Hosts
Daniel Aguet is Deputy CEO & Index Director at Scientific Beta. He previously worked at BCV, a Swiss bank based in Lausanne, as a Quantitative Investment Manager for more than 10 years. His work was mainly focused on quantitative research and fund management in the equity space. He has been involved in the development and the management of smart beta portfolios both in a long-only and a long/short framework, as well as in research on the quantitative implementation of socially responsible investment. Daniel is a Chartered Alternative Investment Analyst (CAIA) and holds a Master’s degree in Finance with a specialisation in Financial Engineering and Risk Management from HEC Lausanne.
Joseph (Joe) Simonian, Ph.D. is Senior Investment Strategist at Scientific Beta North America. Before joining Scientific Beta, Joe was Founder and CIO of Autonomous Investment Technologies LLC. Over the last 15 years, he has held senior portfolio management and research positions with several asset management firms. Joe is a noted contributor to leading finance journals and is also a prominent speaker at investment events worldwide. He holds a Ph.D. from the University of California, Santa Barbara; an M.A. from Columbia University; and a B.A. from the University of California, Los Angeles.
Date/Time:
Thursday, 2 March, 2023 at 4pm CET / 3pm GMT / 10am EST.