Download our latest whitepaper, Australian Equities: Factoring in Alpha which explores the efficacy of factor investing in the S&P/ASX 300.

Read an extract from the white paper below:

Factor-based investment strategies offer the opportunity to deliver superior risk-adjusted returns to passive capitalisation-weighted indexes and more persistent performance than traditional active management, making them a compelling alternative for investors. However, much of the academic support for factor-based investment strategies has been focused on U.S. and global equity markets.

For investors in the Australian equity market, there are three significant structural challenges for traditional factor strategies - market concentration, sector dominance, and small cap volatility. Failing to adequately manage these nuances can seriously compromise the efficiency of any factor-based equity solution. We believe these structural challenges have hindered traditional factor-based strategies, but they can be overcome through thoughtful factor design and risk management techniques.

In order for factor premiums to be robust and persistent, they need to be ubiquitous. We show that once we appropriately account for the Australian equity market structure, not only are factor premiums evident in Australia, but the relationship of factors with each other is consistent with other markets.

Complete the form opposite to receive the full paper.

Our in-depth research looks at the relationship between the Australian equity universe and factors including:

  • The role of systematic strategies within the S&P/ASX 300
  • Opportunities to achieve more efficient risk adjusted returns
  • Investment strategies designed to account for the Australian equity market structure.


Complete the form below to receive the full whitepaper Australian Equities: Factoring in Alpha.