The following research paper was selected for presentation in the Due Diligence Forum program at PortfolioConstruction Conference 2008.


Taking Stock (Australian Equities)

Due Diligence Forum speaker

John Robertson
E.I.M. Capital Managers

Due Diligence Forum summary

With the growing likelihood of the resources sector adding to Australian wealth indefinitely, portfolio investors are being pressured to participate. However, in doing so, they confront a unique set of risks. One risk often cited is the impact of a fall in commodity prices on equity values.

This presentation and underlying research paper bring together 70 years of equity market and commodity price data to help quantify the relationship, measure the extent of the risk and, in doing so, draw some inferences about how to structure a resources portfolio to take account of the market’s cyclical position.


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