Thoughtful, Data-Driven Real Estate Investment
Empower your research and portfolio management with our structured approach to understanding and capitalizing on the factors that drive real estate returns.
About Our Research
We leverage cutting-edge quantitative research and deep academic rigor to help investors unlock maximum value from Real Estate Investment Trust (REIT) portfolios. Our team of PhD-level finance experts specializes in data-driven factor investing, carefully managing your portfolio's exposure to proven return drivers.
Our approach focuses on six key factors that drive REIT performance:
Size
Capturing the return premium of smaller-cap REITs
Value
Identifying undervalued REITs with strong fundamentals
Momentum
Recognizing and leveraging persistent price trends
Earnings Quality
Focusing on REITs with robust operational metrics
Low Volatility
Enhancing stability with reduced price fluctuations
Short-term Reversal
Capturing short-term reversal effects in REIT pricing
Our disciplined approach not only enhances return potential but proactively mitigates risks and reduces downside exposure. By transparently linking advanced analytics with clear investment strategies, we empower our clients with sophisticated insights and actionable portfolio solutions designed to consistently deliver superior risk-adjusted performance.
Meet Our Experts
Our team of academic researchers brings together expertise in real estate finance, factor investing, and quantitative analysis.
Mariya Letdin, Ph.D.
Associate Professor
Cayman Seagraves, Ph.D.
Assistant Professor
Interactive Data Visualization
Explore REIT factor performance with our interactive charts and dashboards. Analyze trends, correlations, and performance metrics to make data-driven investment decisions.
Cumulative Returns: Growth of $1,000 Investment
Track how your investment would have grown over time with different factor strategies. Visit the dashboard for interactive analysis.
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Understanding REIT Factors
Each factor captures different aspects of REIT performance and offers unique risk-return characteristics.
Size Factor
Captures the historical tendency of smaller REITs to outperform their larger counterparts over time.
Risk-Return Profile
Value Factor
Reflects the premium associated with REITs trading at lower valuations relative to their fundamental metrics.
Risk-Return Profile
Momentum Factor
Measures the continuation of recent price trends, identifying REITs with strong recent performance.
Risk-Return Profile
Quality Factor
Identifies REITs with strong balance sheets, stable earnings, and efficient operations.
Risk-Return Profile
Low Volatility Factor
Targets REITs with historically lower price volatility and more stable returns.
Risk-Return Profile
Reversal Factor
Focuses on short-term price reversals, capturing mean-reversion effects in REIT pricing.
Risk-Return Profile
A Thoughtful, Data-Driven Approach
Our methodology combines academic rigor with practical investment insights to deliver superior results.
Enhanced Portfolio Construction
Build optimized REIT portfolios with precise factor exposures to target specific risk/return profiles and meet your investment objectives.
Sophisticated Risk Management
Identify and control factor exposures in your portfolio to reduce unintended risks and better navigate market downturns.
Performance Attribution
Understand the true drivers of your portfolio's performance with detailed factor-based attribution analysis and reporting.
Factor Tilting Strategies
Implement tactical factor tilts to capitalize on market opportunities while maintaining your core strategic asset allocation.
Research & Backtesting
Test investment hypotheses, validate strategies, and develop new approaches using our comprehensive historical factor data.
Quantitative Model Integration
Enhance your proprietary models with our factor data to improve forecasting accuracy and investment outcomes.
Ready to Transform Your REIT Investment Strategy?
Join leading institutional investors who use our platform to gain a competitive edge in REIT investing.