Disclaimer: Views in this blog do not promote, and are not directly connected to any Legal & General Investment Management (LGIM) product or service. Views are from a range of LGIM investment professionals and do not necessarily reflect the views of LGIM. For investment professionals only.

Factor Based Investing

micro eyes
Investment strategy

UK equity manager performance through ‘micro factor’ eyes

Investing into active UK equity managers has sometimes been considered synonymous with investing into UK small caps, and it is clear why that is the...
Francis Chua
By  Francis Chua
16 Sept 2024
3 min read
Low vol winners
Investment strategy

The low-volatility factor: Winning by losing less (until recently)

In the final instalment of a series on this factor, we look at the performance characteristics of low-volatility strategies.
Raj Shah
By  Raj Shah
10 Sept 2024
3 min read
sport factor
Investment strategy

What do factor investing and UK equity managers have to do with sport?

Can we rethink the way we look at performance drivers? Combined with an understanding of where we are in the economic cycle, we believe a...
Francis Chua
By  Francis Chua
09 Sept 2024
4 min read
Deviation crop
Investment strategy

The low-volatility factor: Not-so-standard deviation

In the second instalment of a new series on factor investing, we consider how the risk of a stock can be defined and explain why...
Raj Shah
By  Raj Shah
02 Sept 2024
2 min read
long arp
Investment strategy

A long-term perspective on ARP

What have we learnt about the role of Alternative Risk Premium (ARP) strategies over the past decade?
Willem KlijnstraChristopher Teschmacher
By  Willem Klijnstra, Christopher Teschmacher
28 Aug 2024
4 min read
Low volatility
Investment strategy

The low-volatility factor: A very human origin story

In the first instalment of a new series on factor investing, we examine the ‘anomaly’ of low-risk investing and consider the behavioural biases that could...
Raj Shah
By  Raj Shah
28 Aug 2024
4 min read
Factor explains
Investment strategy

LGIM explains: What is factor investing?

The premise of factor, or factor-based investing is relatively straightforward - by holding assets with specific characteristics, investors seek to achieve higher returns or lower...
James Giblin
By  James Giblin
22 Aug 2024
5 min read
Quality magnify
Investment strategy

Quality explained: Putting theory into practice

In the final instalment of our series on the quality factor, we explain our complete approach to quality screening.
Ayah Habboub
By  Ayah Habboub
14 Aug 2024
3 min read
Diamond quality
Investment strategy

Quality explained: a price worth paying?

In the latest instalment of our series on the quality factor, we examine the performance of quality strategies, focusing on the relationship between quality and...
Archimidis Fotopoulos
By  Archimidis Fotopoulos
29 Jul 2024
3 min read
Money stacks
Investment strategy

Quality explained: is profit a prophet?

In the first instalment of a new series on the quality factor, we consider the various definitions and the common denominator that allows investors to...
Archimidis Fotopoulos
By  Archimidis Fotopoulos
24 Jul 2024
4 min read

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