Uncovering the Popularity of FAANG Stocks

by Frederick Do, September 2017.   Using ownership data from Morningstar, we analysed the popularity of FAANG stocks. Our analysis at 31 August 2017 revealed significant  popularity of these stocks across most investment vehicles around the world. Among these stocks,...
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Emerging market sweet spot: high returns, low volatility and falling correlations.

by Jay Kumar and Frederick Do, September 2017.   Over a 12-month period to 31 August 2017, global emerging markets equity returned 16.9%, placing it amongst the highest returning market segments in the world. The spectacular return was driven by Asian region with 18.9%,...
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FAANGs and Fundamentals – Part 1

A lot has been written about FAANGs in recent times. These fast-growth companies have outperformed their industry peers and the broader market in recent years as their market capitalisations have soared. They’ve led mega-caps to outperform and masked much of the markets’...
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Super Industry Intelligence: ATO regulated SMSFs continue to outpace system growth

Based on the ABS and ATO data-sets, the Australian managed funds industry represented $2.8 trillion assets at 31st March 2017. This was almost 9% higher than the same period last year. Superannuation segment still took the biggest share with asset under management of $2,196...
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Global Equity Market Environment Review

Our latest review of the global equity market shows continued leadership from emerging and frontier markets. Eastern European markets such as Bulgaria, Austria and Poland delivered stellar returns in excess of 40% over the past 12 months. From a global sector perspective,...
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Active Managers Deliver: Evidence from the Australian Micro-Cap Sector

Foresight’s latest analysis of the Australian equity strategies reveals some interesting insights. While the big-caps have done very well over the past 10 years, Micro and Small caps have delivered negative total returns since 2007. This poor performance over the period means...
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Smart beta may not be so smart: risk diversification or risk amplification

Over the last few years, we have witnessed the proliferation of smart-beta and factor-tilting strategies. These strategies can play an important role in portfolios but investors need to understand the nature of risk introduced by these strategies. Our analysis of a range of smart...
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Industry Intelligence: Australian Funds Management Industry

Australian funds management industry experienced an increase by $24.5 billion to $1.68 trillion in the first quarter of 2017. Total assets under management for discrete mandates grew significantly, accounting for the biggest share of the market. Meanwhile, the industry net flow...
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Factor Rotations: Evidence from global equity markets

Developed Markets There has been quite a bit of style rotation going on in global markets since 2016. After a strong relative performance from value factors in 2016, growth factors have been the driving force in developed markets so far in 2017. Return premiums have been negative...
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Foresight Emerging Market Factor Report

Global emerging markets represent both a good source of value and growth (GARP) opportunities within global equity markets according to our latest factor report. Value factors that stand out in the latest analyses include book yield (4 standard deviations higher) free cash flow...
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