Northern Trust Asset Management – Australian Equity Multi-Factor Strategy

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The Northern Trust Asset Management Australian Equity Multi-Factor Strategy invests in a diversified portfolio of undervalued, high-quality companies with positive momentum.

The strategy provides exposure to value, quality, momentum and low volatility factors in a systematic framework, on the basis that these factors are well-documented drivers of equity returns in the Australian broad cap market.

The strategy explicitly controls for risks unique to the Australian equity market including stock and sector concentration. Through a focus on the targeted factor exposures and avoidance of uncompensated risks, the strategy aims to achieve more consistent and persistent excess returns through time. It seeks to deliver excess returns relative to the S&P/ASX 300.

STRATEGY HIGHLIGHTS

  • Seeks to deliver excess returns targeting compensated equity risk factors – value, quality, momentum and low volatility
  • Applies a quantitative multi-factor model with end-to-end risk management
  • Strict control of sector biases to improve factor efficiency
  • Focuses on consistent, systematic, and transparent investment process

Download Northern Trust Asset Management's latest whitepaper, which explores the efficacy of factor investing in the S&P/ASX 300.

Northern Trust Asset Management Northern Trust Asset Management – Australian Equity Multi-Factor Strategy Launched on 01 August 2019 Designed for institutional investors. Find out more Industry Moves does not hold an AFS Licence and neither recommends nor endorses this product/service.

"The best thing you can do ... is listen": Q&A with Northern Trust's Head of Quantitative Research

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Scott Bennett has been with Northern Trust Asset Management for just over a year and is head of quantitative research and client solutions, Australia and New Zealand. He speaks with Industry Moves about Northern Trust's factor-based approach to investing and why it is particularly important in a concentrated market like Australia. He also tell us why he likes quantitative investing and how the best career advice he ever received was to 'be a sponge'.

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Contact

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For more information on how to invest contact:

Bert Rebelo Head of Asset Management Australia & New Zealand
Tel: +61 3 9947 9355
Email: Bert Rebelo