EM Equities: Alpha through Equity factors and Active Management

GUIDO BALTUSSEN, Head of Quantitative Strategies - International, Northern Trust Asset Management Our research reveals that equity factors in emerging markets have been a reliable source of alpha, offering higher returns with lower correlations to developed markets. This indicates that emerging markets are shaped by distinct local conditions, creating unique diversification opportunities for investors. Key topics include: • Companies with robust governance structures and solid financials that tend to better withstand the inherent risks of emerging markets. • Improved data quality in these regions now allows investors to assess environmental, social, and governance factors with greater accuracy. • Adopting a multi-factor approach and prioritising sustainability can help deliver optimal risk-adjusted returns. SEAN TAYLOR, Chief Investment Officer, Matthews Asia Are the prospects for EM equities improving in the current geopolitical and economic climate? Sean Taylor will provide his insights and discuss the need for active management to generate alpha and manage risk in emerging market portfolios. Key topics include: • The key drivers of potential return across the region • How country, sector, and stock selection can help to navigate risks and achieve success • Utilizing the full market cap spectrum to drive performance and construct resilient portfolios ----- Speakers: – Guido Baltussen, PhD, Head Of Quantitative Strategies, International, Northern Trust Asset Management – Sean Taylor, Chief Investment Officer and Portfolio Manager, Matthews Asia