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Highlights

November 15

Innovation Amundi unveils the first European Equity Multi-Factor Market Neutral ETF

Amundi ETF continues to innovate with the launch of the first European Equity Multi Factor Market Neutral ETF. Available on Euronext Paris, it will also be listed on the main European stock exchanges in the coming (...)

News

ETFGI reports assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in 2017 to reach a new record of US$630 Bn at the end of August

News

Aberdeen adds smart beta fund to quant product range

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October 4

News ETFGI reports assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in 2017 to reach a new record of US$630 Bn at the end of August

ETFGI reported today that assets invested in Smart Beta equity ETFs/ETPs listed globally have increased 18.3% in the first 8 months of the year, reaching a new record of US$630 Bn at the end of August 2017...

May 24

Innovation Solactive launches Stable Income Europe Index

The index targets investors interested in a smart beta concept that puts more emphasis on the role played by free cash flow yield, aside from tilting composition towards high dividend and low volatility shares. Specifically, free cash flows are typically used to provide an (...)

April 27

Strategy Low volatility, the hidden factor

Robert Haugen, who discovered the low-volatility anomaly in 1972, wrote numerous articles and books to try to popularise what he called the ‘hidden factor’. To some extent, it was only the advent of smart beta investment strategies that turned his dream into reality, as low (...)

April 27

News European Smart Beta ETF market flows accelerated in Q1 2017 at EUR1.8bn.

Total Assets under Management are up 11% vs. the end of 2016, reaching EUR 31.8 billion and including a positive market impact (+4.2%). Net New Assets into Smart Beta ETFs have already reached a quarter of the record high EUR7bn figure reached in (...)

April 20

Strategy Quality, the positive factor

Quality is positive: it is about good companies that are efficient at managing their businesses profitably, creating shareholder value and being rewarded with above average returns. Yet, quality is not always easy to recognise or measure. Here are a few pointers for avoiding (...)

March 30

Strategy Value, the obvious factor

All famous investors from Benjamin Graham to Warren Buffet have, first and foremost, been fervent advocates of value investing. Value can be assessed in very diverse ways and value investing can also suffer from some drawbacks. Here are a few pointers for understanding value (...)

March 9

Innovation Invesco launches high-dividend, low-volatility ETFs

According to Invesco, Canadian investors are increasingly seeking income from their holdings but they may be concerned about the relatively limited opportunities within the domestic equity market. Foreign equity markets may provide greater (...)

February 8

Innovation Solactive launches Solactive SuperRegion Select Index licensed to Credit Suisse

Solactive AG, the German multi-asset class index provider, announces today the release of the Solactive SuperRegion Select Index. The new launch consists of a smart beta concept incorporating high dividend yield shares that also exhibit low historical volatility from Asia, (...)

November 2016

Strategy “Diversified Equity Factor Investing” combines four complementary factors that are loosely correlated with one another

Based on factor investment, this innovative approach capitalises on the attractive performances thus far of smart beta strategies. It is based on the combination, within the same portfolio, of four complementary factors that are loosely correlated with one another: Quality, (...)

October 2016

Interview Salwa Boussoukaya-Nasr : « We look at all the existing strategies that are based on risk metrics, factor-based or fundamental values approaches. »

According to Salwa Boussoukaya-Nasr, CFO of FRR (« Fonds de Réserve pour les Retraites ») the French reserve fund, developments are necessary for more transparency for the turnover costs generated by the implementation of Smart Beta (...)

October 2016

Note A growing interest from investors in Smart Beta ETFs with more requirements and challenges to address

In a survey of investment professionals conducted as part of the Amundi ETF, Indexing & Smart Beta research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies”, EDHEC-Risk Institute has solicited the specific views of 180 European ETF investors on (...)

October 2016

Interview Michel Manteau : « We have mainly chosen minimum variance strategies because we seek to reduce the volatility of our equity portfolio »

Michel Manteau, head of portfolio management at CARMF (« Caisse Autonome de Retraite des Médecins de France »), the retirement institution for french doctors tells us more about Smart Beta strategies.

September 2016

Note Lyxor research highlights the growing role of Smart Beta in new investment strategies

Lyxor Asset Management today unveils the results of a new wide-ranging study that compares the performance of European domiciled active funds with that of their benchmarks. The research highlights the growing importance of risk factors and other Smart Beta strategies in (...)

May 2016

Innovation Amundi ETF offers a complete range of mono factor exposures at competitive pricing with two newly launched ETFs

Amundi ETF completes its mono-factor range on the MSCI Europe index by listing on Euronext Paris two new Quality and Momentum risk-factor ETFs. Amundi ETF’s comprehensive range of mono-factor exposures on European equities is offered at competitive ongoing charges of only (...)

May 2016

Interview Caroline Le Meaux Lambert : « We are looking for strategies able to benefit from upward equity trends while limiting volatility »

Caroline Le Meaux Lambert, head of delegated asset management at Caisse des Dépôts for the French public pension fund Ircantec, tells us a little more about the Smart Beta concept.

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Innovation State Street Global Advisors Launches Four Advanced Beta Equity ETFs

State Street Global Advisors, the asset management arm of State Street Corporation, announced the launch of four advanced beta equity exchange-traded funds (ETFs). The SPDR MSCI Europe Value Weighted UCITS ETF, SPDR MSCI USA Value Weighted UCITS ETF, SPDR MSCI Europe Small (...)

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Interview Caroline Le Meaux Lambert : « We are looking for strategies able to benefit from upward equity trends while limiting volatility »

Caroline Le Meaux Lambert, head of delegated asset management at Caisse des Dépôts for the French public pension fund Ircantec, tells us a little more about the Smart Beta concept.

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Strategy “Diversified Equity Factor Investing” combines four complementary factors that are loosely correlated with one another

Based on factor investment, this innovative approach capitalises on the attractive performances thus far of smart beta strategies. It is based on the combination, within the same portfolio, of four complementary factors that are loosely correlated with one another: Quality, (...)

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Strategy From Smarter Beta to Smart Alpha

Unlike cap-weighted indexes, smart beta strategies are not buy-and-hold: they require trading and rebalancing to maintain their respective exposures. This can have a surprising impact on long-term performance, and may also provide a cause for concern in the shorter (...)

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Innovation Invesco launches high-dividend, low-volatility ETFs

According to Invesco, Canadian investors are increasingly seeking income from their holdings but they may be concerned about the relatively limited opportunities within the domestic equity market. Foreign equity markets may provide greater (...)

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Strategy Solactive starts benchmark offering - Sets the foundation for new smart beta index creation

Solactive, one of the growing player in the index space, made a strategic decision to enter the benchmark index business with the launch of benchmark families in the equity as well as the fixed income space...

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Opinion When Smart Is Not That Smart

Can Beta Become Smarter? Nobel Prize-winning economist William Sharpe introduced the notions of “beta” and “alpha” decades ago. Put simply, Sharpe defined beta as a measure of a portfolio’s sensitivity relative to the market. Under this definition, it is difficult to fathom how (...)

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Interview François Millet: « In some Dutch pension funds, ’Smart Beta’ indices exceed 40% of their core portfolio »

According to François Millet, Product Line Manager ETF & Indexing at Lyxor Asset Management, "Smart Beta" is intended to be located in the core portfolio of institutional investors, weighing generally between 10% and 40% of their passive (...)

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Strategy Value, the obvious factor

All famous investors from Benjamin Graham to Warren Buffet have, first and foremost, been fervent advocates of value investing. Value can be assessed in very diverse ways and value investing can also suffer from some drawbacks. Here are a few pointers for understanding value (...)

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Opinion Brave Value Investing

According to Société Générale’s cross asset research team, there are two types of value investor: patient value investors, who seek to benefit from compounding above-average dividend yields offered by quality companies; and brave value investors, who seek to gain from a share (...)

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News Smart Beta: THEAM renames one of its low-volatility funds

THEAM has just renamed its smart beta BNPP L1 Equity World Low Volatility fund Parvest Equity World Low Volatility. The fund’s strategy and portfolio management team remain unchanged...

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Note Lyxor research highlights the growing role of Smart Beta in new investment strategies

Lyxor Asset Management today unveils the results of a new wide-ranging study that compares the performance of European domiciled active funds with that of their benchmarks. The research highlights the growing importance of risk factors and other Smart Beta strategies in (...)

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Interview Yves Choueifaty : "Our Smart Beta strategy is designed to maximize diversification of any given investment universe"

According to Yves Choueifaty, Founder and President of TOBAM, The main advantage of the TOBAM’s Anti-US Credit Benchmark® is to build a portfolio without "bias" towards highly indebted issuers or those belonging to a particular (...)

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Interview Philip Tindall : « We see further development of non-market cap approaches in bonds »

According to Philip Tindall, senior investment consultant at Towers Watson, there has been a lot of interest in smart betas area, and investors are beginning to allocate assets - Towers Watson’s clients have invested more than (...)

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Strategy Controling investment risk in commodities investment

Commodities exhibit unique characteristics including low correlations with bonds and equities and inflation-hedging abilities. These have made commodities an attractive addition to diversified portfolios and have generated growing interest in commodity (...)

Focus

Opinion Psychology and smart beta

‘Smart beta’ sounds like an oxymoron. How smart can it be to continue using the same strategy in such fickle markets? A portfolio manager calling on all his skills (‘alpha’) in analysing market environments (the source of ‘beta’) should be able to outperform an unchanged (...)

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