Scientific Beta

Investment Europe: "The Scientific Beta Extended Developed Europe Multi-Beta Multi-Strategy ERC strategy index, made by EDHEC-Risk Institute Scientific Beta, represents mid and large cap stocks on developed European equity markets. It consists of four universes based on the following risk factors: value, size, momentum and volatility, which use five weighting schemes. An “equal risk contribution” weighting of the four factor portfolios is applied."

Investment Europe 29/01/2016

"(...) Amundi ETF has launched a multi smart beta ETF offering exposure to European equities. The ETF tracks the Scientific Beta Extended Developed Europe Multi-Beta Multi-Strategy ERC strategy index as closely as possible, whether the trend is increasing or decreasing, and will soon be listed on Euronext. It is to be cross-listed on the main European stock exchanges in the coming months. The Scientific Beta Extended Developed Europe Multi-Beta Multi-Strategy ERC strategy index, made by EDHEC-Risk Institute Scientific Beta, represents mid and large cap stocks on developed European equity markets. It consists of four universes based on the following risk factors: value, size, momentum and volatility, which use five weighting schemes. An “equal risk contribution” weighting of the four factor portfolios is applied. (...)"