A Low Beta Offering: Scientific Beta
"(...) Rather than isolating exposure to just the Low Vol factor, multi-factor strategies can blend the defensive characteristics of Low Vol with other factors with their own unique characteri ...
"(...) Rather than isolating exposure to just the Low Vol factor, multi-factor strategies can blend the defensive characteristics of Low Vol with other factors with their own unique characteristics such as Momentum, Size, and Value. Sci Beta, for example, blends the aforementioned four factors together in an effort to deliver more robust returns over the long term and across different market environments. (...) Gaining exposure to additional factors can also help diversify company and sector-specific risks by broadening the number of securities held in the strategy. The Sci Beta US ETF (NYSEARCA:SCIU) that seeks to have an equal risk contribution from each factor, for example, has resulted in a positive factor score to Size, Value, Momentum, Low Vol and Investment. (...)"
| Type: | Press article |
|---|---|
| Date: | le 10/01/2020 |
| Research Cluster : | Finance |
| Source : | Seeking Alpha |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
