A suite of macro indices providing exposure to targeted macroeconomic factors in the areas of Inflation, Short Rates, Term Spread and Default Spread, also available with a Core ESG option.
Scientific Beta’s suite of macro indices, or macro-tilted benchmarks, is designed to capture the long-term equity risk premium with additional exposure to unexpected surprises of targeted macroeconomic factors – Inflation, Short Rates, Term Spread and Default Spread.
The exposure to the targeted macro factor can be positive or negative, meaning that the index will react positively or negatively to targeted macro surprises.
These indices are also available with a Core ESG filter, which ensures that all index constituents meet strict ESG standards. More...