Investment Products and Services: ERI Scientific Beta Presents Long/Short Equity Market Index

"(...) ERI Scientific Beta announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Ind ...

Cited As:

Amanda Umpierrez

Journalist

"(...) ERI Scientific Beta announced the launch of a long/short equity market neutral index, the Scientific Beta Developed Multi-Beta Multi-Strategy Managed Volatility L/S Equity Market Neutral Index (x3.5). The objective of the index is to seek exposure to long-term rewarded factors and a reduction in non-rewarded risks, which associates the factor exposure with good risk-adjusted performance, while at the same time aiming for market neutrality within a universe of large and mid-capitalization companies from developed countries. The allocation across smart factor indices is implemented with the goal of minimizing the volatility of the long/short spread. Return amplification is obtained by the use of 3.5x leverage, maintaining volatility below 8%. (...)" 

Type: Press article
Date: le 19/10/2017
Research Cluster : Finance
Source : PlanAdviser

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