Scientific Beta

Financial Investigator: "After a particularly volatile year in 2020, during which the performance of some equity risk factors such as Size and Value was particularly affected by the consequences of the outbreak of COVID-19, the average performance of the six rewarded equity factors based on academic consensus, namely Size, Value, Momentum, Low Volatility, High Profitability and Low Investment, was positive across all regions in 2021, with a +2.9% return on a Global basis."

Financial Investigator 05/04/2022

By Daniel Aguet and Maurizio Luisi, respectively Index Director and Deputy Index Director at Scientific Beta

"(...) After a particularly volatile year in 2020, during which the performance of some equity risk factors such as Size and Value was particularly affected by the consequences of the outbreak of COVID-19, the average performance of the six rewarded equity factors based on academic consensus, namely Size, Value, Momentum, Low Volatility, High Profitability and Low Investment, was positive across all regions in 2021, with a +2.9% return on a Global basis. The Value factor benefited from the recovery of companies with high tangible assets, such as Utilities or Energy companies, which were particularly affected by measures set up by governments to fight the pandemic, such as lockdowns. The Size factor performed positively as well, as the re-opening from the COVID-19 restrictions bolstered risk-on positions and investors’ confidence in the economic recovery. (...)".