Expected Returns
Alpha Research
Expected Returns
Expected Returns, or Capital Market Assumptions, are crucial for strategic asset allocation decisions.
Insight into all asset classes
Alpha Research reviews and aggregates over 40 Expected Returns reports from asset managers and investment consultants every quarter. This information provides insight into:
The information is published in our Expected Returns report, which provides insight into almost every asset class. The information provides insights into the thinking of the majority of asset managers and can be used as input for your own long-term expectations modelling or ALM studies.
Furthermore our report saves time because you have information of over 40 reports in only one publication! The information is presented in a structured, objective and independent way because we are an independent research company.
The Expected Returns report provides a good direction of what can reasonably be expected and is a valuable input for the investment committee at pension funds, insurers, independent asset managers and family offices.
Expected Returns Premium
Besides the consensus average expected returns, the Expected Returns Premium report provides insight into equity risk premia and the underlying building blocks within equities and fixed income.
The underlying building blocks for equities consists of consensus estimates of real earnings growth, dividend yield, valuation and inflation. Fixed income securities look at yield, default rate, roll-return, and valuation.
The building blocks indicate how the return expectations have been established. Also you can compare the consensus estimates with your own estimated parameters and thus fine-tune your expected returns. The building blocks estimates offer essential information for the professional investor.
More information
Do you want more information about this Expected Returns Premium report? Send an email to rapporten@alpharesearch.nl.
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Subscribe to the Expected Returns quarterly report now and map out the long-term return expectations for your own multi-asset portfolio*.
Annual subscription € 350,00 ex VAT
*A subscription to the Expected Returns report is €350,- ex VAT per year.
Expected Returns is a quarterly report by Alpha Research. This report is intended for professional investors only. The copyright of this report belongs to Alpha Research.
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Door jarenlange ervaring op het gebied van asset allocatie en fondsselectie kunnen wij u van dienst zijn. Wij assisteren zelfstandig vermogensbeheerders, family offices, verzekeraars en pensioenfondsen onder andere bij:
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