Scientific Beta

ETF World: "The new Lyxor Scientific Beta Developed Long/Short UCITS ETF - USD-Acc is a UCITS compliant exchange traded fund aiming to provide exposure to the Scientific Beta Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral (x 3.5) Index (TR-USD). The index aims to generate absolute performance with limited volatility and low correlation with the broad equity market."

ETF World 18/05/2018

"(...) The new Lyxor Scientific Beta Developed Long/Short UCITS ETF - USD-Acc is a UCITS compliant exchange traded fund aiming to provide exposure to the Scientific Beta Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral (x 3.5) Index (TR-USD). The index aims to generate absolute performance with limited volatility and low correlation with the broad equity market. The performance is achieved through a long leg exposed to six factors (Size, Value, Momentum, Low Volatility, Profitability and Investment), a short leg exposed to a broad market cap weighted reference index, and a minimisation of the overall beta to the equity market. The strategy includes embedded leverage, which amplifies the upward and downward movement in the value of the underlying exposure. (...)"