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Justin Sibears

Managing Director, Portfolio Manager, Newfound Research

Justin is a Managing Director in Newfound’s Investment Strategies group, where he is responsible for the ongoing research and development of new intellectual property and strategies. Justin joined Newfound in March 2012. His focus is on purely quantitative applications of our technology. Justin is critical in developing new business and client relationships. Justin is a portfolio manager for all of the firm’s direct strategies and is a member of Newfound’s Investment Committee. Prior to Newfound, Justin worked for J.P. Morgan and Deutsche Bank. At J.P. Morgan, he structured and syndicated ABS transactions while also managing risk on a proprietary ABS portfolio. At Deutsche Bank, Justin worked on the event-driven, high-yield debt, and mortgage derivative trading desks.

Full Bio

May 21, 2015

Justin SibearsManaging Director, Portfolio ManagerNewfound Research

Harvesting the Size Factor Premium

Factor investing is a well-documented method of generating excess returns, but some of the practical aspects of it are often overlooked in academic research, which tends to focus on “pure” premiums. Investors wanting to access these factors – size, value, volatility, momentum, etc. – are presented with a number of investment alternatives that aim to…

Categories Equities
Tags factor indices, factor investing, factors, S&P 500 Equal Weight index, S&P SmallCap 600

Categories
Equities

Mar 5, 2015

Justin SibearsManaging Director, Portfolio ManagerNewfound Research

Don’t Lose Sight Of Sector Exposures Within Factor Indices

Broadly speaking, stocks within the same sector are often exposed to similar risk factors. Investors with large energy sector exposures have certainly been reminded of this over the last six months. This is precisely why segregating the U.S. equity universe by sector has been so appealing to investors over the years. Over the last 16…

Categories Equities, S&P 500 & DJIA
Tags fa, factor-based equity portfolios, factor-based indices, factor-based portfolios, Financial Advisor, investors, sectors

Categories
Equities, S&P 500 & DJIA

Indexology^® Blog
Contributors

Kevin Horan Director, Fixed Income Indices

Craig Lazzara Managing Director and Global Head of Index Investment Strategy

Tim Edwards Managing Director, Index Investment Strategy

Fei Mei Chan Director, Index Investment Strategy

Hamish Preston Associate Director, U.S. Equity Indices

Berlinda Liu Director, Global Research & Design

Phillip Brzenk Senior Director, Strategy Indices

Koel Ghosh Head of South Asia

Philip Murphy Managing Director, Global Head of Index Governance

Aye Soe Managing Director, Global Head of Product Management

Howard Silverblatt Senior Index Analyst, Product Management

Fiona Boal Head of Commodities and Real Assets

Michael Orzano Senior Director, Global Equity Indices

Anu Ganti Senior Director, Index Investment Strategy

Hong Xie Senior Director, Global Research & Design

Jamie Farmer Chief Commercial Officer

Akash Jain Associate Director, Global Research & Design

Chris Bennett Director, Index Investment Strategy

Reid Steadman Managing Director, Global Head of ESG

Shaun Wurzbach Managing Director, Global Head of Financial Advisor Channel

Jaime Merino Director, Asset Owners Channel

Maria Sanchez Associate Director, Global Research & Design

Ved Malla Associate Director, Client Coverage

Bill Hao Director, Global Research & Design

Jason Giordano Director, Fixed Income, Product Management

Jim Wiederhold Associate Director, Commodities and Real Assets

John Welling Director, Equity Indices

Tianyin Cheng Senior Director, Strategy and Volatility Indices

Qing Li Director, Global Research & Design

Silvia Kitchener Director, Global Equity Indices, Latin America

Rupert Watts Senior Director, Strategy Indices

Priscilla Luk Managing Director, Global Research & Design, APAC

Liyu Zeng Director, Global Research & Design

Ben Leale-Green Analyst, Research & Design, ESG Indices

Karina Tjin Analyst, Strategy Indices

Michael Mell Senior Director, Custom Indices

Stuart Magrath Senior Director, Channel Management, Australia and New Zealand

Andrew Innes Head of EMEA, Global Research & Design

Izzy Wang Analyst, Strategy Indices

Mona Naqvi Senior Director, Head of ESG Product Strategy, North America

Brian Luke Global Head of Fixed Income Indices

Louis Bellucci Senior Director, Index Governance

Smita Chirputkar Director, Global Research & Design

Arpit Gupta Senior Analyst, Global Research & Design

Kelsey Stokes Associate Director, Marketing

Kevin Horan Director, Fixed Income Indices

Craig Lazzara Managing Director and Global Head of Index Investment Strategy

Tim Edwards Managing Director, Index Investment Strategy

Fei Mei Chan Director, Index Investment Strategy

Hamish Preston Associate Director, U.S. Equity Indices

Berlinda Liu Director, Global Research & Design

Phillip Brzenk Senior Director, Strategy Indices

Koel Ghosh Head of South Asia

Philip Murphy Managing Director, Global Head of Index Governance

Aye Soe Managing Director, Global Head of Product Management

Howard Silverblatt Senior Index Analyst, Product Management

Fiona Boal Head of Commodities and Real Assets

Michael Orzano Senior Director, Global Equity Indices

Anu Ganti Senior Director, Index Investment Strategy

Hong Xie Senior Director, Global Research & Design

Jamie Farmer Chief Commercial Officer

Akash Jain Associate Director, Global Research & Design

Chris Bennett Director, Index Investment Strategy

Reid Steadman Managing Director, Global Head of ESG

Shaun Wurzbach Managing Director, Global Head of Financial Advisor Channel

Jaime Merino Director, Asset Owners Channel

Maria Sanchez Associate Director, Global Research & Design

Ved Malla Associate Director, Client Coverage

Bill Hao Director, Global Research & Design

Jason Giordano Director, Fixed Income, Product Management

Jim Wiederhold Associate Director, Commodities and Real Assets

John Welling Director, Equity Indices

Tianyin Cheng Senior Director, Strategy and Volatility Indices

Qing Li Director, Global Research & Design

Silvia Kitchener Director, Global Equity Indices, Latin America

Rupert Watts Senior Director, Strategy Indices

Priscilla Luk Managing Director, Global Research & Design, APAC

Liyu Zeng Director, Global Research & Design

Ben Leale-Green Analyst, Research & Design, ESG Indices

Karina Tjin Analyst, Strategy Indices

Michael Mell Senior Director, Custom Indices

Stuart Magrath Senior Director, Channel Management, Australia and New Zealand

Andrew Innes Head of EMEA, Global Research & Design

Izzy Wang Analyst, Strategy Indices

Mona Naqvi Senior Director, Head of ESG Product Strategy, North America

Brian Luke Global Head of Fixed Income Indices

Louis Bellucci Senior Director, Index Governance

Smita Chirputkar Director, Global Research & Design

Arpit Gupta Senior Analyst, Global Research & Design

Kelsey Stokes Associate Director, Marketing

Rachel Du Senior Analyst, Global Research & Design

Melody Duan Analyst, Global Research & Design

Sherifa Issifu Analyst, Index Investment Strategy

Ari Rajendra Senior Director, Strategy & Volatility Indices

Margaret Dorn Senior Director, ESG Product Strategy, North America

Daniel Perrone Director and Head of Operations, ESG Indices

Sunjiv Mainie Managing Director, Global Research & Design

Cristopher Anguiano Analyst, Global Research & Design

Manuel González Director, Client Coverage, Latin America

Brent Kopp Senior Director, Central Region

Gaurav Sinha Managing Director, Head of Americas, Global Research & Design

Jason Ye Associate Director, Strategy Indices

Jaspreet Duhra Senior Director, Head of EMEA ESG Indices

Claire Yi Analyst, Strategy Indices

Raghu Ramachandran Head of Insurance Asset Channel

Andrew Cairns Associate Director, Global Research & Design

Lalit Ponnala Director, Global Research & Design

Leonardo Cabrer Associate Director, Global Research & Design