Multi Factor Solutions
Sustainability at the centre
Re-thinking traditional factors for today’s economy.
Today’s markets are shaped by concentration, intangible assets, changing sector dynamics and growing capital requirements associated with the corporate sustainable transition.
We believe that as the drivers of value creation evolve, the factors used to navigate markets should evolve too.
A Flipped Approach
Most factor houses start with factors and add sustainability, we started the other way around.
Evolving Traditional Factors
We take established factor theory and adapt it for real-world investing, refining definitions to reflect market dynamics, implementation risks and the microstructure behind factor returns.
A Sustainable Core
By integrating proprietary environmental signals directly into our investment framework, sustainability is built in, not bolted on.
Bespoke Solutions
A modular architecture enables tailored portfolios built around each client’s objectives and risk budgets.
This campaign is for illustrative and discussion purposes only, and most importantly, for fun! It does not constitute investment advice, financial advice, or betting guidance. Past tournament results are not a reliable indicator of future results.
Osmosis launch 48 new factor indices
Most sustainable factor strategies start with traditional factors and add sustainability as an overlay. We built ours differently.
The iSTOXX Osmosis Multi-Factor Transition Indices start with Osmosis’ proprietary sustainability signals, then build the traditional factor framework around them.
How are we evolving traditional factor definitions?
Our approach combines traditional investment factors with Resource Efficiency; a proprietary sustainability factor built with over two decades of environmental data.
Value
Adjusted for future embedded value (e.g. R&D), not just historical accounting
Quality
Focuses on sustainable and durable profitability
Momentum
Assesses risk-managed momentum rather than pure price trends
Low Volatility
Targets downside risk, not just total volatility
Size
Integrated through portfolio construction instead of isolated exposure
Resource Efficiency
Introduces an uncorrelated sustainability signal, integrated from the ground up
This campaign is for illustrative and discussion purposes only, and most importantly, for fun! It does not constitute investment advice, financial advice, or betting guidance. Past tournament results are not a reliable indicator of future results.
“The foundations of factor investing were built decades ago. Our job is to make them relevant to today’s economy, today’s markets and the realities of managing money.”
Silvio Corgiat Mecio
Head of Systematic Solutions