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O'Shaughnessy Asset Management
O'Shaughnessy Asset Management operates as a quantitative equity manager in Stamford, Connecticut, built on the research framework of its founder.
O'Shaughnessy Asset Management
O'Shaughnessy Asset Management operates as a quantitative equity manager in Stamford, Connecticut, built on the research framework of its founder. The firm publishes a collection of separate-account strategies that follow a consistent factor-driven philosophy, applying bottom-up stock selection across market capitalizations and geographies. Its strategies include Market Leaders Value, Small Cap Value, Micro Cap, All Cap Core, Enhanced Dividend, International ADR, Market Leaders Core, and Small-Mid Cap Growth. Investment strategy rests on the concept the firm brands as Factor Alpha — the belief that factors should drive concentrated, conviction-weighted portfolios rather than broadly diversified indexes. The process uses a U.S. equity dataset that dates to 1927 and a global dataset starting in 1970, systematically evaluating stocks across quality, valuation, momentum, and shareholder-yield metrics. Offering coverage from domestic micro-cap names purchased between roughly $50 million and $200 million in market capitalization up to large-cap international American Depository Receipts, the firm gives institutions and adviser clients access to factor exposures globally. In addition to its core separate-account strategies, the firm developed Canvas, a custom-indexing platform that allows financial advisers to tailor factor exposures to individual client preferences. The product extends the firm's quantitative research into a more personalized, tax- and values-aware format, broadening its utility beyond standard 40-act mutual funds and commingled vehicles. The firm's distinguishing architecture is its delivery of factor strategies primarily through separate accounts and a custom-indexing technology layer, rather than through large fixed-fund structures. This design gives institutional and high-net-worth clients direct ownership of the underlying securities and a degree of customization that a traditional ETF or mutual-fund wrapper would not provide.
General information
Firm type
Generalist
Year founded
—
AUM
Undisclosed
Location
Region
North America
Country
United States
City
Stamford
Corporate office
Stamford, CT, United States
Frequently asked questions
What is Factor Alpha and how does it shape portfolio construction?
Factor Alpha is the term O'Shaughnessy uses for its core investment philosophy — the idea that factors such as valuation, momentum, quality, and shareholder yield drive equity returns and should be applied from the bottom up. Instead of building broad smart-beta indexes, the firm uses these signals to create concentrated, conviction-weighted portfolios. Each strategy applies a different combination of factors tailored to a specific market-cap band or geographic scope, such as the Enhanced Dividend strategy blending value and dividend yield globally.
How does the Canvas platform differ from the firm's separate-account strategies?
Canvas is a custom-indexing platform that uses O'Shaughnessy's underlying factor research to let financial advisers personalize equity portfolios for individual clients. While the firm's separate-account strategies follow a predefined factor and market-cap mandate, Canvas adds a layer of tax management and client-driven customization, such as tilting toward or away from specific sectors or values. It represents a technology-delivery layer on top of the same quantitative models.
What is the geographic and market-cap range of O'Shaughnessy's strategies?
The strategies cover the full U.S. market-cap spectrum, from Micro Cap equities purchased between roughly $50 million and $200 million in size, through Small Cap Value and Small-Mid Cap Growth, up to large-cap Market Leaders strategies. International exposure is delivered through the International ADR strategy, which invests chiefly in American Depository Receipts. The Enhanced Dividend strategy draws on a global opportunity set for yield and income.
Are O'Shaughnessy's strategies available in pooled fund vehicles?
The firm primarily offers its strategies as separate accounts, where the client owns the underlying securities directly. It also has a Funds section listed on its website, indicating at least some strategies are available in a mutual fund or ETF format. The Canvas custom-indexing platform adds a third delivery mechanism that sits between a managed account and a direct-index SMA.
What research history backs the firm's quantitative models?
O'Shaughnessy states its process draws on U.S. market data going back to 1927 and global market data starting in 1970. The firm uses that long-history dataset to test and refine factor signals, seeking to avoid overfitting to recent cycles. This deep back-testing underpins its conviction that factors such as shareholder yield — combining dividends and net buybacks — persist as return drivers over decades.
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