Scientific Beta

This complimentary webinar, presented by Eric Shirbini, Global Product Specialist at ERI Scientific Beta, on Thursday, 2 June, 2016 at 5.00pm CET / 11.00am EST, will address why diversification of unrewarded risks is so important and how it is implemented in the Scientific Beta 6-factor Multi-Beta Multi-Strategy indices.

The webinar entitled "Overview of 6-Factor Multi-Beta Multi-Strategy Indices" will be taking place on Thursday, 2 June, 2016 at 5.00pm Central European Time / 11.00am Eastern Standard Time.

Scientific Beta has identified six factor tilts as corresponding to consensual and well-documented factors that are widely accepted to come with a reward in the form of higher returns than broad equity exposure in the long term. These factor tilts are tilts to Mid-Cap/Small, High Momentum, Low Volatility, Value, Low Investment and High Profitability stocks.

The 6-factor Multi-Beta Multi-Strategy indices invest in the same large and mid cap stocks used in the calculation of standard market cap-weighted indices but weights applied to these stocks differ from market capitalisation weights.

One of the key differentiating aspects of these multi-factor indices is the way factor exposure is implemented. In trying to maximise factor exposure, many commercial index providers have ignored the fundamental principle of investments management – the diversification of unrewarded risks.

The webinar will address why diversification of unrewarded risks is so important and how it is implemented in the 6-factor Multi-Beta Multi-Strategy indices. 

Topics to be covered include:

The webinar will be hosted by Eric Shirbini, Global Product Specialist at ERI Scientific Beta.

Please note that participation in the webinar is by invitation only. To request an invitation, please contact Séverine Cibelly at severine.cibelly@scientificbeta.com or on +33 493 187 863, or visit the dedicated registration website. There is no charge for participating in the webinar.