Scientific Beta

Financial Investigator: "ERI Scientific Beta, the smart beta index provider set up in 2013 by EDHEC-Risk Institute, has announced the addition of two families of smart "quality-type" factor indices: High Profitability and Low Investment, allowing investors to benefit from well-documented additional risk premia."

Financial Investigator 21/04/2015

 

"(...) ERI Scientific Beta, the smart beta index provider set up in 2013 by EDHEC-Risk Institute, has announced the addition of two families of smart "quality-type" factor indices: High Profitability and Low Investment, allowing investors to benefit from well-documented additional risk premia. These new smart factor indices have been available on the www.scientificbeta.com platform since March 20, 2015. The role of these separate factors relating to firm characteristics has been documented in recent empirical studies. ERI Scientific Beta’s High Profitability and Low Investment factors rely on straightforward and parsimonious indicators, and provide more robust performance benefits than ad-hoc stock picking indicators of “quality” currently used in the industry. (...)" 

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