Scientific Beta

Financial Times: "Smart beta strategies, which aim to outperform traditional broad market capitalisation-weighted indices by filtering them according to certain factors, delivered returns as high as 15 per cent last year even as major markets fell by a fifth. Research by Scientific Beta, a factor-based data provider and consultancy, has found that value strategies — investing in global stocks deemed to be inexpensive — delivered returns of 11 per cent compared to losses of between 17 and 18 per cent for global cap-weighted indices..."

Financial Times 20/01/2023

"(...) Smart beta strategies, which aim to outperform traditional broad market capitalisation-weighted indices by filtering them according to certain factors, delivered returns as high as 15 per cent last year even as major markets fell by a fifth. Research by Scientific Beta, a factor-based data provider and consultancy, has found that value strategies — investing in global stocks deemed to be inexpensive — delivered returns of 11 per cent compared to losses of between 17 and 18 per cent for global cap-weighted indices such as the Scientific Beta Global Cap-Weighted index, FTSE All-World index and MSCI ACWI index. (...) “2022 was a good year for multifactor strategies, but part of the good performance comes from the slightly defensive nature of these strategies,” said Felix Goltz, research director at Scientific Beta. (...)"