Scientific Beta

Investment News New Zealand: "Emerging markets (EM) have offered fertile ground for factor-based strategies, according to new data from specialist index firm, Scientific Beta. The Scientific Beta analysis shows an EM index blending six “well-established equity factors” outperformed a cap-weighted counterpart by an annualised 3.4 per cent since June 2002 and more than 7 per cent for the one- and three-year periods to the end of March 2024."

Investment News New Zealand 21/04/2024

"(...) Emerging markets (EM) have offered fertile ground for factor-based strategies, according to new data from specialist index firm, Scientific Beta. The Scientific Beta analysis shows an EM index blending six “well-established equity factors” outperformed a cap-weighted counterpart by an annualised 3.4 per cent since June 2002 and more than 7 per cent for the one- and three-year periods to the end of March 2024. And the outperformance of the multi-factor benchmark came despite higher trading costs in emerging markets of 12-times a cap-weighted index in developed markets. (...)"