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Parametric Factor Investing


Customized exposure, cost-efficient implementation

Built to your clients’ spec
Parametric makes it simple to construct risk-controlled exposures across a range of benchmarks, styles, and proprietary factor strategies—all supported and monitored by our dedicated research team. Choose from single- or multi-factor strategies, or build your own custom-blended factor strategy or tilt.
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Clarity


Transparent, rules-based
methodologies, so you’ll
always understand the
analysis behind the
investments

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Control

Portfolios you can tailor to
meet just about any passive
mandate, in a way that helps
you scale your advisory
practice

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Confidence

Robust technology,
in-depth reporting, and
human expertise, with open
access to our senior
investment strategists

Discover how we can help you reach your goals.

Three ways to invest

Single-factor strategies

We work to deliver high exposure to stocks exhibiting the characteristics you select.

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Dividend yield
Companies with high predicted or historical
dividend yield.

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Value
Companies whose stock prices are low relative to
their fundamental value.

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Quality
Companies with high profitability,
stable earnings, and low leverage.

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Momentum
Companies exhibiting strong relative performance
measured by recent 12-month returns.

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Low volatility
Portfolio with lower volatility than the benchmark index.


Multi-factor strategies

Choose from sets of strategies made up of popular factor combinations.

 

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Value, momentum, profitability
High exposure to companies with low price-to-book ratios, strong relative
performance, and high profitability.

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Value, size, profitability
Broad US portfolio with high exposure to companies with low price-to-book and
price-to-earnings ratios, with an overweight to small- and mid-cap
market segments.


Custom factor strategies

Customize exposures based on your clients’ needs.

 

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Blend factor strategies
Create multi-factor exposures from a mix of Parametric factor strategies.

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Blend factor strategies with cap-weighted indexes
Create tilted exposures by combining a Parametric factor strategy with
a cap-weighted index.

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Address a variety of client needs with highly customizable solutions.

Why Parametric?

70B-AUM icon

$6.2B+ in customized equity portfolio AUM

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13 dedicated regional teams

25-years-experience icon

25 years of tax-management experience

As of 6/30/2021

Latest insights and research

Factor Investing is offered by Parametric Investment & Overlay Strategies. For additional information please visit the Disclosure page.