How are the Australian Super Funds investing their capital?

Using Q2 2017 data from APRA, we took a fresh look at how Australian superannuation funds have invested their capital over the past 4 years. At 30 June 2017, total assets of Australian superannuation industry grew by $211 billion (10%) to $2,324 billion compared to June 2016....
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How to reduce fund selling, hiring and firing mistakes by using factor insights?

by Jay Kumar, September 2017. In a crowded market of active management, investors need to focus on unique drivers of alpha and assess their sustainability through a complete investment cycle. The recent proliferation of passive ETFs, fundamental-indexing and factor-tilting...
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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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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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Foresight Australian Small Cap Factor Report

Australian small caps (X100 stocks by market cap) represent a strong growth opportunity in the Australian share market according to our latest factor report. Importantly, the growth drivers in this segment of the market are not financially levered. Valuation on the basis of book...
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Foresight Australian Ex-Top 20 Factor Report

The Australian X20 (outside top 20 companies by market cap) segment of the market represents a strong value and growth (GARP) opportunity according to our latest market factor report. Value factors that stand out relative to the broader market include shareholder yield (3...
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Foresight Global Small Cap Factor Report

Gobal small cap represents a strong growth opportunity within the global equity markets according to our latest market factor report. This attribute is driven by several factors including 5-year earnings growth (4.8 standard deviations higher), sales growth (8.4 standard...
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