How to Deliver Relevant Content in Today's Hyper-Connected World

How to Deliver Relevant Content in Today's Hyper-Connected World

Not too long ago communications plans were a lot less complicated. Marketers took a blend of TV, print, public relations and in-store promotions (depending on the product) and mixed them all together. It was simple, positive results were pretty much guaranteed and whatever worked best could be repackaged for the next initiative.

But in today's hyper-connected world, the communications plan that was perfect last week may already be passé . Marketers must be flexible enough to adapt to how their target audience is currently consuming media and be able to quickly deliver relevant content through the appropriate channels. 

Case Study Example: HighTower

Here's a real-life example from our marketing team’s case study archive. HighTower, an innovative financial firm, was looking to differentiate its business from the Wall Street status quo.

Our mandate was to change the perception of financial advisors and show what differentiates them from the salesmen known as brokers. The financial world is complex and using too much industry jargon and legal language can lose an audience in a hurry, so we came up with an easy-to-understand analogy—brokers are like butchers and fiduciary advisors are like dietitians. One is trying to sell you something, one is looking out for what’s best for you. Simple and to the point.

Recognizing that competition for audience attention is fierce, we created a fully integrated communications plan that would dramatically amplify HighTower's message. We started with a targeted public relations strategy and built content for our digital marketing campaign. Our digital production team created a video that went viral and had more than 134,000 views on YouTube.

In addition to our video campaign we also made a concerted effort to garner traditional media coverage and secured coverage for the firm in a wide range of leading trade and consumer outlets including The Wall Street Journal, Barron's, Worth, Huffington Post, Investment Advisor, Investment News, and Wealth Management. We also were successful in securing appearance for the firm's CEO on major television networks, including CNBC, Fox Business and Bloomberg.

And although we don’t claim all the credit, since that campaign HighTower has grown from a startup company to a family of more than 100 financial advisors working with clients across the country.

Tips for Creating a Successful Communications Plan

Every campaign is going to be different, but here are some basics to help you in creating your own modern communications plan:

Know Your Audience

The first step in any communications effort is to figure out who you are talking to. Identify your Buyer Persona(s) and use those insights to guide you in creating memorable content.

Related: How Financial Firms Should Position Themselves in the Age of Trump

Stay Relevant. Be Innovative.

Create messaging that will engage your audience and highlight product benefits that will keep your brand in the spotlight. Anticipate trends and adopt new marketing tactics as necessary to stay connected with your ever-changing audience.

Amplify Your Message and Find the Right Distribution Channels

Continually evaluate relevant media channels and be willing invest in distribution to get the right content in front of the right person at the right time.

Measure Results & Optimize

Data will help you understand the success (or failure) of a campaign. Analyzing your target's behavior will help you evaluate messaging strategies and inspire value added content. If yours is not a data-driven culture, you can still review topline learnings, get input from your team and use your own experience to determine what type of content your Persona(s) will engage with. Apply what you've learned towards an optimized campaign and repeat.

Carinna Perez
Public Relations
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An integrated communications specialist with experience in advertising, branding and digital strategies, Carinna leads all digital marketing efforts for JConnelly. She pr ... Click for full bio

Multi-Factor or Not Multi-Factor? That Is the Question

Multi-Factor or Not Multi-Factor? That Is the Question

Written by: Chris Shuba, Helios Quantitative Research, LLC

Let’s pretend you are a US investor that wants to deploy some of your money overseas.  You think international developed market stocks are attractive relative to US stocks, and you also think the US dollar will decline over the period you intend to hold your investment.  Your investment decision is logical to you. But you have choices:  You could a) simply invest in a traditional index like the MSCI EAFE, b) invest in a fund that systematically emphasizes a single factor (like a value fund) that only buys specific stocks related to that factor, or c) invest in a developed fund that blends several factors together, like the JPMorgan Diversified Return International Equity ETF (JPIN).  What is the best choice? 

Investing in a traditional international market capitalization index like the MSCI EAFE is not a bad choice. It has delivered nice returns for a US investor, especially uncorrelated outperformance in the 1970s and 1980s, and helped to diversify a US-only portfolio.

Your second choice is to invest in one particular factor because it makes sense to you.  Sticking with the example of a value strategy, you might believe a fund or index that chooses the cheapest or most attractively valued stocks based on metrics like Price to Earnings (PE) is best.  

You could go find a discretionary portfolio manager who only buys stocks he deems to be cheap.  Typically the concept of “cheap” is based on some absolute metric that the manager has in mind, such as never buying a stock with a PE greater than 15.  If there are not enough stocks that are attractive, he will hold his money in cash until he finds the prudent bargains he seeks.  This prudence also obviously risks possible underperformance from being absent from the market.

The alternative is to buy a value index or fund that systematically only buys the cheapest stocks in a particular investment universe.  So if there are 1000 investable stocks available, the index ONLY buys the cheapest decile of 100 stocks and is always fully invested in the 100 securities that are relatively cheapest.  This is an investment approach that a discretionary manger may disdain.  The discretionary value manager may look at those same 100 stocks and think they are pricey.  But nevertheless, academic research has shown that always being fully invested in the relatively cheapest percentiles of stocks in the US has produced superior returns over many decades. 

Such a portfolio is called a “factor” portfolio.  Why the name?   In the early 1960s, academics introduced the concept of beta and demonstrated that individual US stocks had sensitivities to, and were driven by, movements in the broad market.  In the early 1990s, academic research began to show that other “factors” such as value and size also drove US stock returns.  Since then, several factors have been identified as driving individual stock outperformance: value, size, volatility, momentum and quality.  Stocks that are cheaper, smaller, less volatile, have more positive annual returns and higher profitability have historically outperformed their peers.  It turns out these factors also work internationally.

Related: Who Gets Sick When the U.S. Sneezes?

Of all the factors, value is the factor that has been the best known the longest (even before it was academically identified as a “factor”), thanks to the books of Warren Buffet’s teacher Ben Graham.   And if you look abroad at an array of developed global markets and create a value index and compare it to its simple market capitalization weighted brother, the historic outperformance of value has been stunning.  Until recently.  

While there was some variability by country, on average from the mid-1970s up until 2005 a value factor portfolio in a developed market outperformed its market cap weighted index by about 2% a year.  That’s a lot. By contrast, since 2005, the average developed country value portfolio has underperformed a market cap indexes by about -40 basis points.  Which is the danger of investing in one factor.  It may not always work at every point in time.

So if investing in one factor like value runs the risk of underperforming, how about a multi-factor international developed equity portfolio?

Below is a breakdown of individual factor portfolios’ performance in international developed equity markets since 2005, an equal weighted factor portfolio as well the performance of the MSCI EAFE as our performance reference.  Note that, for the last 13 years, value has been the poorest factor by far, while the others have handily beaten the EAFE.  An equal weighted portfolio of all 5 factors, while not as optimal as some of the individual factor results, beats the EAFE by 1.6% and has an information ratio, or risk adjusted returns that are superior by 37%.  The equal weighted factor portfolio also has the advantage of not having to predict which factor will work when, so even when a factor like value does not beat the market, the other factors can pick up the slack.

SOURCE: MSCI, Data as of January 31, 2018. Past performance is no guarantee of future results. Shown for illustrative purposes only.

The equal weighted factor portfolio has one other advantage over the market cap weighted alternative. Note in the chart below how well the portfolio outperformed in the 2008 crisis, so it tends to do relatively well in highly volatile sell offs.

SOURCE: MSCI, Data as of January 31, 2018. Past performance is no guarantee of future results. Shown for illustrative purposes only.

While it’s not inconceivable that one or two of these factors could erode, or underperform for a stretch, the fact that you have exposure to multiple factors in a portfolio that seems to do especially well in crises suggest the multi-factor blended portfolio remains the most attractive way to invest in developed markets.

So, when asked the question: Multi-factor or not multi-factor?  The data speaks for itself.

Learn more about alternative beta and our ETF capabilities here.

DEFINITIONS: Price to earnings (P/E) ratio:  The price-earnings ratio (P/E ratio) is the ratio for valuing a company that measures its current share price relative to its per-share earnings.

DISCLOSURES: MSCI EAFE Investable Market Index (IMI): The MSCI EAFE Investable Market Index (IMI), is an equity index which captures large, mid and small cap representation across Developed Markets countries* around the world, excluding the US and Canada. The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology—a comprehensive and consistent approach to index construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, sector and style segments and combinations. This methodology aims to provide exhaustive coverage of the relevant investment opportunity set with a strong emphasis on index liquidity, investability and replicability. The index is reviewed quarterly—in February, May, August and November—with the objective of reflecting change in the underlying equity markets in a timely manner, while limiting undue index turnover. During the May and November semi-annual index reviews, the index is rebalanced and the large, mid and small capitalization cutoff points are recalculated.

Investors should carefully consider the investment objectives and risks as well as charges and expenses of the ETF before investing. The summary and full  prospectuses contain this and other information about the ETF. Read the prospectus carefully before investing. Call 1-844-4JPM-ETF or visit to obtain a prospectus.
J.P. Morgan Asset Management
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See how ETFs differ from other investment vehicles, learn how to evaluate them, and discover how ETFs can be used effectively to achieve a diversity of investment strategies. ... Click for full bio