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At AlbaCore, we focus on the long-term. As one of Europe’s leading alternative credit specialists, we invest in private capital solutions, opportunistic and dislocated credit, and structured products.
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Specialist in Asia Pacific, Japan, China, India and South East Asia and Global Emerging Market equities.
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Our philosophy is very simple. We are constantly searching for high quality businesses and when we acquire them, we will work relentlessly with them to create long-term sustainable value through innovation, ESG-led and proactive asset management.
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formerly Realindex Investments
Leader in active quantitative equities across Australian equities, global equities, emerging markets and global small companies.
Backed by a unique blend of research, portfolio construction and risk management, focused on uncovering original insights and translating them into investment strategies that are active and systematic, aiming to generate alpha.
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At Stewart Investors, we believe in putting people first. Our investment world-view is of a series of partnerships – with each other, with our clients, with the companies we invest in, the people who buy their goods and services, and with the wider society in which we all live and work.
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Showing 1 to 39 of 39 results.
In this series of articles the systematic investment manager, Realindex, highlights a range of topical issues in financial markets and quantitative investing.
Systematic investor Joanna Nash discusses ways to reduce carbon emissions in portfolios.
“In some of our index focused strategies we can’t divest – so we need to let companies know which issues are important to shareholders.” Find out how investors can enact change from the top down with Realindex Portfolio Manager Joanna Nash.
Rather than being polar opposites, we argue that both value and growth dimensions compliment each other in the valuation process. Growth considerations can be incorporated into traditional value investing. In particular, this paper focuses on a novel method of incorporating growth considerations...
We pose the question – what if we could develop a way of predicting which companies are more likely to be suffering distress, and which were not? The idea contains three parts: A. Certain individual observations or metrics can separately tell us about stocks that might – in the near future – fin...
Just like momentum or quality, ESG can be approached as a filterable factor. Find out how it’s possible with Realindex Portfolio Manager Joanna Nash.
In these articles the quantitative investment manager RQI Investors highlights a range of topical issues in financial markets and quantitative investing.
Most of us would have started 2021 with the hope that the worst of the COVID crisis was behind us, and some return to normality was just around the corner. We were quickly dislodged from this hopeful place with new variants of the pandemic virus emerging, ongoing lockdowns and travel restrictions...
Recent actions by China in Hong Kong and rising geopolitical tensions between China and the US have resulted in the US taking a range of actions including the enactment of the Holding Foreign Companies Accountable Act. One potential consequence of this Act is the forced delisting of Chinese Ameri...
The performance of Australian small caps has lagged behind the ASX100 over the last decade leaving many investors questioning whether an allocation to Australian small caps is worthwhile.
Value investing reflects the long term mean reversion of stocks. That is, expensive stocks will on average decline or revert, and cheap stocks will rise or rebound. But why does this happen, and under what circumstances will this effect be greater or lesser?
Following a long period of underperformance, the value style has finally started to deliver strong returns. The drought has broken; long may it continue. Since November 2020, we have seen a strong and consistent rebound of the value style, while growth and momentum styles have trailed behind.
History sometimes provides an insight into the future, and last year was no exception. In this paper, the Realindex team look into the rear view to reflect on markets and macro themes in 2022, including how its strategies performed and how they are placed for the year ahead.
On the surface Value underperformed throughout 2020, but once we remove technology stocks like Tesla and Amazon from the equation, we can see that Value kept up with the broader market. Entering 2021, we are witnessing a strong rebound in Value. How should investors be approaching tech companies?
Late in 2021 we published a realinsights paper on the long term relationship between inflation and value style investing. in that paper, we focused especially on whether the recent (and forecast) inflation spike we were seeing on the back of the covid lockdown and stimulus packages would d...
Diversified Alpha is a core systematic strategy designed to deliver consistent, risk-adjusted returns above the benchmark, with Environmental, Social and Governance (ESG) considerations embedded into the process.
New data reveals stronger correlations between female executive participation and company performance/returns. Investors could be overlooking gender diversity as a predictor of profitability and share market returns, a new study shows. While correlations between corporate female participation and...
A 20-year dispute between US and Chinese regulators regarding the auditing of Chinese-domiciled but US-listed securities could soon be resolved. The Public Company Accounting Oversight Board (PCAOB) has recently signed a Statement of Protocol with the China Securities Regulatory Commission (CSRC)...
What if we could find investment opportunities based on how people say things, as much as what they say?
Dr Joanna Nash, senior quantitative portfolio manager at Realindex Investments, recently featured in FS Sustainability's podcast series. The episode explores how a singular issue like gender diversity can be used as an alpha signal as well as a qualitative measure of company risk and opportuni...
In this research series we aim to determine which proportion of stocks which are good/bad value and good/bad quality.
The pricing phenomenon of the dividend run up – an opportunity to generate alpha?
At Realindex, our ongoing research is moving strongly into the area of natural language processing (NLP), and how AI tools can be used to generate alpha.
Dialling down carbon intensity in portfolios could have less of an impact on risk and return than some might think, but the impact will vary depending on the sectors, styles and regions investors are weighted towards. Globally oriented investors can potentially reduce carbon intensity with a smal...
Over the last 5 years, China has been on the rise within the Emerging Markets. We have all heard the story of the China Dragon and the impressive growth that the Chinese economy has been able to achieve relative to other large economies since the early 1990s. Even more recently as its growth has ...
On the 24th of February 2022, Russia invaded Ukraine. This has led to numerous sanctions being imposed upon the Russian regime by the international community. Sanctions are typically issued by governments targeting individuals, corporations or governments in order to force their compliance with l...
Systematic equity investing across Australian and global market cap weighted indices, smart beta and active quantitative strategies.
This final paper is somewhat shorter than the first two, and simply aims to look a little deeper into whether zombie firms appear in Realindex portfolios, and how a Quality factor acts as a repellent for these stocks. This is more important in Value-oriented portfolios as the potential appearance...
There are four distinct ways to approach ESG investing in systematic investment strategies. Understanding the pros and cons of each can help to align client preferences. How investment managers and asset owners apply and implement their Environmental, Social and Governance thinking really matters...
Incorporated in 1885, BHP began as a silver, lead and zinc mine in Broken Hill, Australia. Over the next century the company grew into one of the largest diversified resource companies in the world with operations including oil and gas, steel production and mining of a variety of commodities incl...
Diversified Alpha is a core systematic strategy designed to deliver consistent, risk-adjusted returns above the benchmark, with Environmental, Social and Governance (ESG) considerations embedded into the process.
RQI Investors’ quantitative value strategies have a long history of outperformance versus peers and value indices. Our disciplined, highly active, and repeatable value investing process provides investors with a benchmark unaware, diversified equity portfolio that is cost competitive versus funda...
The explosion of COVID-19 cases in early 2020 saw economic uncertainty hit the markets. Volatility spiked and equity markets fell sharply – the S&P/ASX200 almost halved in value over the 22 trading days from February 21st.
What are zombie firms? How can they affect Australian investors?
Conventional wisdom suggests that value-style investments (‘Value’) outperform their growth-style (‘Growth’) counterparts during periods of higher inflation . But in a period of growing inflation and unprecedented conditions, we believe it is useful to test this assumption. This article outlines ...
Leveraging our recent paper, ‘Reducing carbon intensity in portfolios: Better news than you think’, which analysed the investment impact of reducing carbon exposure versus the benchmark; we turn our attention to how we can reduce carbon risk in our Value strategies.
Equity markets are currently at all-time highs. This has generated returns which, we believe, are unlikely to continue, so we need to think about where returns are likely to come from over the next 10 years. We need to think about how investors can position themselves to take advantage of this. T...
Discover how our equity managers with one of Australia's longest track records provide capital and income growth by investing in the Australian share market.
Under Executive Order 13959 (EO) , former US President Trump imposed sanctions against a number of communist Chinese military companies in response to perceived national security threats. The sanctions aim to ban US investment in companies developing technologies that will benefit the Chinese Mil...
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