Scientific Beta

Global Investor: "ERI Scientific Beta has added two families of quality-type factors to its range of smart beta indices which target additional risk premia, the high profitability and low investment families. The firm says it aims to give investors access to a more systematised and robust way of approaching qualitative stock picking than the ad-hoc indicators of quality factors currently used in the industry."

Global Investor 21/04/2015

 

"(...) ERI Scientific Beta has added two families of quality-type factors to its range of smart beta indices which target additional risk premia, the high profitability and low investment families. The firm says it aims to give investors access to a more systematised and robust way of approaching qualitative stock picking than the ad-hoc indicators of quality factors currently used in the industry. Over 40 years to 2014, these smart factors have outperformed their corresponding cap-weighted indices by an average annual rate of 3.61% for the US market. ERI Scientific Beta hopes by proposing two smart factor quality indices investors will be able to gain exposure to two very different, and therefore highly decorrelated, factors that represent two dimensions of the quality approach. (...)"

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