Scientific Beta

Investment Europe: "By proposing not one but two smart factor quality indices, ERI Scientific Beta is allowing investors to gain exposure to two very different, and therefore highly decorrelated, factors that represent two dimensions of the quality approach."

Investment Europe 21/04/2015

"(...) “By proposing not one but two smart factor quality indices, ERI Scientific Beta is allowing investors to gain exposure to two very different, and therefore highly decorrelated, factors that represent two dimensions of the quality approach. “This dissociation is in contrast with grey indices constructed through multi-criteria approaches that are not consistent with academic research in the area of quality. “The performance of factor-tilted indices is improved by the use of the diversified multi-strategy scheme offered by Scientific Beta,” the company said. Over the very long term (1974-2014), these smart factors have outperformed their corresponding cap-weighted indices by an average annual rate of 3.61% for the US market. (...)"

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