Northern Trust Corporation is a financial holding company that provides asset servicing, fund administration, asset management, fiduciary and banking solutions. Northern Trust Asset Management offers both active management and passive management strategies for equity and fixed income investing.
With Equities, quantitative strategies seek to outperform a benchmark by exploiting market anomalies and behavioral biases using proprietary, quantitative models and processes to select securities, construct portfolios, and manage risk to deliver targeted outcomes. This strategy focuses on multi-factor portfolio construction using our proprietary definitions for quality, value, volatility, and momentum to enhance risk-adjusted returns.
Proprietary factor signals and multi-factor construction take into account quality, value and low volatility. Plus, a size factor targets companies of smaller market capitalization, a momentum factor targets companies that have strong market sentiment and analyst sentiment, and a dividend yield factor targets companies that pay large dividends.
For this data source, RIMES hosts approximately 4200 companies and 16 indices. Index coverage includes:
Some of the data items available include the following:
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