Scientific Beta

Exchangetradedfunds.com: "The benchmark index aims to offer absolute performance with low volatility and a low correlation with the broad spectrum of the equity market. The companies in the benchmark index are selected on the basis of six factors: size, value, momentum, low volatility, profitability and investment. The benchmark index also contains a short position on a broad capitalisation-weighted index in order to minimise the total beta of the equity market. The strategy includes leverage, which amplifies the up-ward and downward movements. Name: Lyxor Scientific Beta Developed Long/Short UCITS ETF-EUR-Acc."

Exchangetradedfunds.com 07/06/2018

"(...) A new exchange traded fund issued by Lyxor International Asset Management is tradable on Xetra and Börse Frankfurt as of Thursday. The equity index ETF enables investors to participate in the performance of large and mid-cap companies from industrialised countries. The benchmark index aims to offer absolute performance with low volatility and a low correlation with the broad spectrum of the equity market. The companies in the benchmark index are selected on the basis of six factors: size, value, momentum, low volatility, profitability and investment. The benchmark index also contains a short position on a broad capitalisation-weighted index in order to minimise the total beta of the equity market. The strategy includes leverage, which amplifies the up-ward and downward movements. Name: Lyxor Scientific Beta Developed Long/Short UCITS ETF-EUR-Acc. (...)"