Scientific Beta

The recent poor performance of equity factor strategies has called into question the efficacy of factor investing. With some commentators suggesting the popularity of factor strategies over the last few years has led to a permanent erosion of equity factor retunrs. This audiocast examines the claims and seeks to gain a better understanding of all the risks an investor is explosed to when investing in equity factors. 

The audiocast, organised by Singapore Exchange on 26 November, 2020 at 10.00 am BST / 5.00 pm HKT and entitled "Understanding the Recent Poor Performance of Equity Factor Strategies", will feature Eric Shirbini, Global Research & Investment Solutions Director at Scientific Beta, and will be moderated by Steve Coats of Asia Risk.

The recent poor performance of equity factor strategies has called into question the efficacy of factor investing, with some commentators suggesting the popularity of factor strategies over the last few years has led to a permanent erosion of equity factor returns.

This audiocast examines the claims and seeks to gain a better understanding of all the risks an investor is exposed to when investing in equity factors. This naturally leads to the question of how these risks can be controlled and whether they should be controlled or not.

The audiocast will cover:

• What have been the main drivers of the recent performance of equity factor strategies from a risk perspective?
• Why is there such a wide difference in performance of factor strategies and how can these differences help investors select a strategy?
• To what extent can the risks in equity factors be controlled and should an investor control these risks?
• How has the Covid-19 crisis followed by the strong recovery in markets impacted the factor strategies and what could an investor expect moving forward?
  
  

Prior to joining Scientific Beta, Eric Shirbini was a quantitative analyst at UBS, BNP Paribas and Nomura International. During this time, he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At BNP Paribas, Eric managed a team of analysts who were responsible for the Global Equity Research Database. Mr. Shirbini holds a BSc and PhD from University College London and an MBA from CASS Business School.