Scientific Beta
ERI Scientific Beta is pleased to announce the availability of a new version of the Scientific Beta platform as of 30 April, 2014. The latest enhancements include the addition of a series of multi smart factor indices; new robustness, fundamental attributes and extreme risk analytics; and the availability of net return indices data.
ERI Scientific Beta is pleased to announce the availability of a new version of the Scientific Beta platform as of 30 April, 2014, notably extending the smart beta indices offering, which now includes some 2,916 indices.
This new release encompasses the following enhancements:
- The addition of a series of 72 multi smart factor indices, allowing investors to benefit not only from the performance of Scientific Beta’s smart factor indices but also from the allocation to decorrelated sources of risks that are representative of robust methods of diversifying between smart factor indices (equal-weighting and equal risk contribution allocations).
- The availability of new analytics in the fields of Robustness, Fundamental Attributes, and Extreme Risk.
- The inclusion of comparisons to the tilted (beta) cap-weighted index as an additional reference to the broad cap-weighted index, and access to a new 10 year sample period in certain analytics.
- Display of net return indices data, providing a more realistic view of the net performance.
- Improved smart factor allocation choices, with the addition of Multi-Beta ERC and Multi-Beta EW, bringing the number of options to 28, in conjunction with 9 investment regions, 6 weighting schemes and 5 risk control schemes.
- The possibility to download daily value and quarterly weight files for the selected indices in the user’s Watchlist.
For further information about this release, or any other questions, please contact our Client Services department on +33 493 187 851 from 3.00am to 12.00am CET or at clientservices@scientificbeta.com.