Scientific Beta

ERI Scientific Beta is pleased to announce that a new version of the Scientific Beta platform will be released in January 2014, as part of the objective to extend its offering in the field of smart factor indices. This new release will include access to momentum smart factor indices, an additional stock selection scheme, and long-term track records.

ERI Scientific Beta is pleased to announce that a new version of the Scientific Beta platform will be released in January 2014, as part of the objective to extend its offering in the field of smart factor indices. 

This new release will include the following features: 

• In addition to the current smart factor indices (value, size, volatility, dividend yield and liquidity stock selection schemes that can be applied prior to the diversification weighting schemes in order to gain clear and stable exposure to the corresponding risk factors), ERI Scientific Beta will now be offering momentum smart factor indices (selection of stocks based on one-year-minus-one-month price momentum). 

• In order to further improve the investability of all of its indices, including smart factor indices, ERI Scientific Beta will be proposing an additional stock selection scheme that consists of combining the highly liquid selection with all other selection schemes. This novel approach is a robust way of obtaining a trade-off between increasing the index exposure to a given risk factor by selecting stocks that can deteriorate the capacity of the smart index, and ensuring that the resulting index remains truly investable, whatever the chosen factor tilt is.
  
  This important addition will enable index users to analyse, replicate and benchmark against an even more complete set of smart factor indices across all developed regions, whilst also offering the possibility to remain in highly liquid investment spaces. 

• Moreover, since ERI Scientific Beta considers that it is crucial for all investors to be able to assess the long-term consistency and robustness of the performance of Scientific Beta strategy indices and perform analyses at different periods over different market and economic cycles, it will also be including a dedicated set of long-term track records (from 31 December 1972 to 31 December 2012) for all available Scientific Beta US stock selections and weighting schemes. These long-term track records will be made available in a dedicated section on the platform. 

For further information about this release, or any other questions, please contact our Client Services department on +33 4 93 18 78 51 from 3.00am to 12.00am CET or at clientservices@scientificbeta.com.