Robeco Institutional Asset Management B.V. is a privately owned investment manager. The firm launches and manages equity, balanced, fixed income and multi-asset mutual funds, as well as hedge funds and private funds.
The Robeco Multi-Factor equity indices target different geographic areas – global, global developed, emerging markets, Europe, US, Asia-Pacific and Japan. Robeco have selected S&P Dow Jones Indices (S&P DJI) to be the calculation agent for the Robeco Multi-Factor equity indices. The indices use S&P DJI’s traditional market-cap weighted indices as the investment universes and are then calculated using Robeco’s stock ranking and portfolio construction models which have been extensively tested in historical simulations.
The Robeco Multi-Factor equity indices are designed to provide efficient exposure to four well-rewarded factors, i.e. value, momentum, low volatility and quality, while keeping costs low and preventing the damaging effects of overcrowding and front-running on performance by making them transparent for clients only. The Robeco Multi-Factor equity indices explicitly integrate ESG criteria in their construction process by ensuring that the weighted sustainability score of the index is at least as high as that of the related cap-weighted benchmark.
For this data source, RIMES hosts the Robeco Customized Global Developed Multi-Factor ESG Equity Index and approximately 1880 companies.
Some of the data items available include:
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