Scientific Beta

ETF Express: "The Scientific Beta Extended Developed Europe Multi-Beta Multi-Strategy ERC strategy index, designed by EDHEC-Risk Institute Scientific Beta, represents mid and large capitalisation stocks on developed European equity markets. It is composed of four universes based on the following risk factors: Value, Size, Momentum and Volatility, which use five weighting schemes. An ‘equal risk contribution’ weighting of the four factor portfolios is then applied."

ETF Express 28/01/2016

"(...) Amundi ETF has launched a Multi Smart Beta ETF offering investors exposure to European Equities. The ETF tracks the Scientific Beta Extended Developed Europe Multi-Beta Multi-Strategy ERC strategy index as closely as possible, whether the trend is increasing or decreasing, and will soon be listed on Euronext. It will also be cross-listed on the main European stock exchanges in the coming months. The Scientific Beta Extended Developed Europe Multi-Beta Multi-Strategy ERC strategy index, designed by EDHEC-Risk Institute Scientific Beta, represents mid and large capitalisation stocks on developed European equity markets. It is composed of four universes based on the following risk factors: Value, Size, Momentum and Volatility, which use five weighting schemes. An ‘equal risk contribution’ weighting of the four factor portfolios is then applied. (...)"