Scientific Beta

The latest issue of Scientific Beta's quarterly newsletter provides a critical analysis of the proposal for the new European regulation on sustainable benchmarks. It also focuses on the idea of including intangible capital in the book-to-price ratio, comments on a recent paper by Blitz that claims that many factors are needed rather than a handful of standard one, looks at how to assess the roustness of smart beta strategies and presents Scientific Beta's high factor intensity filter. The newsletter additionally provides the latest performance report and other regular features such as recent research publications, forthcoming events and news.

The latest issue of Scientific Beta's quarterly newsletter focuses on the following topics: 

• Unsustainable Proposals
• Has Your Value Definition Just Expired?
• Does Recent Performance of Standard Factors Justify a Factor Zoo? Comment on the Conclusions from Blitz (2020)
• Assessing the Robustness of Smart Beta Strategies
• The Benefits of the High Factor Intensity Filter
• Appraising the Draft Delegated Acts on Climate Benchmarks and ESG Disclosures

The newsletter also provides performance data for Scientific Beta multi smart factor indices at 31 March 2020, together with links to Scientific Beta's latest research publications, information about forthcoming events, news, and a press review.

To subscribe to this complimentary newsletter, please send an e-mail to newsletter.info@mail.scientificbeta.com.