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Smart Beta

The difficulty in judging smart beta

Fri, 23/09/2016 - 12:00

Craig Lazzara, Global Head of Index Investment Strategy for S&P Dow Jones Indices writes that it is difficult for investors to judge smart beta, as it takes subtlety to evaluate a smart beta strategy against the claims that its vendor make. »

SGX and S&P partner up

SGX and S&P partner up

Tue, 13/09/2016 - 14:15

Singapore Exchange’s (SGX) SGX Index Edge is to use S&P Global Markets Intelligence’s Alpha Factor Library to develop new quantitative index models and smart beta indices across Asia Pacific. »

Searching for alternative beta

Fri, 09/09/2016 - 12:01

Bfinance’s Chris Stevens (pictured) reports on a recent manager search for alternative beta strategies for a large US corporate pension scheme with USD10 billion in assets under management. »

Taiwan exchange launches smart beta indices

Wed, 27/07/2016 - 08:51

Taiwan Stock Exchange subsidiary, Taiwan Index Plus Corporation, has launched two new smart beta indices – the ‘TIP TAIEX+ Dividend Appreciation 100 Index’ (DVA 100 Index) and the ‘TIP TAIEX+ Dividend Appreciation 150 Index’ (DVA 150 Index).  »

WisdomTree launches two new smart beta ETFs on Xetra

Tue, 21/06/2016 - 16:16

WisdomTree has launched tow new smart beta exchange traded funds (ETFs) on Xetra providing investors to participate in the performance of stock corporations with the best combined rank of growth and quality factors.  »

Columbia Threadneedle Investments launches equity income smart beta ETFs

Tue, 14/06/2016 - 15:53

Columbia Threadneedle Investments has launched three equity income smart beta exchange-traded funds (ETFs), the first in a series from the new Columbia Beta Advantage family of rules-based, factor-driven, smart beta ETFs.  »

Paper finds that valuations matter in smart beta

Mon, 13/06/2016 - 12:33

To win with ‘Smart Beta’, ask if the price is right is the suggestion of Rob Arnott, Noah Beck, and Vitali Kalesnik, Ph.D in their latest paper on the subject for Research Affiliates.  »

2016 turning point year in smart beta evaluation

Thu, 02/06/2016 - 14:37

FTSE Russell has published its Smart beta:2016 global survey findings from asset owners, which finds that the year is a turning point in smart beta evaluation. »

Pay for what you get offer from ERI Scientific Beta

Mon, 30/05/2016 - 14:58

ERI Scientific Beta, the smart beta index provider offshoot of EDHEC Risk Institute, has launched a “pay for what you get” approach to index pricing that will disrupt the traditional model of fixed fees on assets under management and enable investors to relate their fees directly to smart beta index performance.  »

STOXX extends suite of smart-beta indices

STOXX extends suite of smart-beta indices

Thu, 26/05/2016 - 14:49

STOXX Ltd, operator of Deutsche Boerse Group’s index business, and a global provider of tradable index concepts, has extended the STOXX Select and STOXX Diversification Select index families that were introduced in October 2015.  »

Survey

Europe leads in smart beta use

Wed, 25/05/2016 - 09:19

The third FTSE Russell global and institutional market survey of smart beta index use reveals adoption rates in Europe are the highest over the past three years.  »

Smart Beta ETF assets to reach USD1tn by 2020, says BlackRock

Fri, 13/05/2016 - 21:05

BlackRock’s exchange traded fund (ETF) business iShares is projecting that smart beta ETF assets will reach USD1 trillion globally by 2020 and USD2.4 trillion by 2025.  »

up arrow

Institutions increase investment in factor-based strategies

Wed, 06/04/2016 - 15:07

A new study from The Economist Intelligence Unit, sponsored by BlackRock, finds that institutional investors are increasingly employing factor-based strategies across their investment process. »

Transamerica launches smart beta investment options powered by BlackRock's iShares ETFs

Transamerica launches smart beta investment options powered by BlackRock's iShares ETFs

Thu, 31/03/2016 - 16:38

Transamerica has launched three new variable annuity investment options with underlying portfolios that invest across a series of BlackRock's iShares smart beta exchange-traded funds (ETFs).  »

Beverly Chandler

Paper warns of over generalising on smart beta

Tue, 29/03/2016 - 10:05

Edhec Risk’s smart beta platform provider, ERI Scientific Beta, has published a research paper warning against simplistic explanations of smart beta performance. »

Beta

Smart beta: More than just a name

Thu, 17/03/2016 - 08:57

While there is still a lot of debate about what smart beta is and what it should be called, the reality is that the term is now in common use and is applied to a wide universe of products. Source has published a whitepaper on smart beta, seeking to clarify the role of these products in a portfolio. »

WisdomTree named Best Smart Beta Provider and Most Innovative European ETN Provider by etfexpress

Mon, 14/03/2016 - 16:30

WisdomTree, the exchange-traded fund (ETF) and exchange-traded product (ETP) sponsor, and the world’s largest currency-hedged ETF issuer, has been voted ‘Best Smart Beta Provider’ and ‘Most Innovative European ETN Provider’ by etfexpress in their annual awards. »

Source issues first smart beta ETF from FTSE RAFI Equity Income index family in Europe on Xetra

Fri, 11/03/2016 - 15:41

Source has launched a new equity index exchange traded fund (ETF) – the Source FTSE RAFI Europe Equity Income Physical UCITS ETF – on Deutsche Börse’s XTF segment on Xetra and Börse Frankfurt. »

Nick Samuels

Firm predicts extinction for many active equity managers

Tue, 01/03/2016 - 13:24

Nick Samuels (pictured), head of equity manager research at independent pension investment consultants Redington, believes that the majority of active equity managers face extinction. »

Firm speculates on smart beta crash ahead

Fri, 26/02/2016 - 08:50

US-based Research Affiliates has published a paper on the long term outlook for smart-beta, examining the impact of rising valuations in smart beta and the detrimental impact these may have on the space in the long term.  »

Three new UBS smart beta ETFs launched on Xetra

Wed, 13/01/2016 - 09:11

Three new smart beta ETFs issued by UBS Global Asset Management has launched three new smart beta exchange traded funds (ETFs) on Xetra and Börse Frankfurt. »

ETF Securities expands short and leveraged ETP range

Mon, 23/11/2015 - 09:42

ETP provider, ETF Securities Group, has announced the listing of 18 new three times short and leveraged commodity ETPs  and six new five times short and leveraged currency ETPs on the LSE.  »

Beverly Chandler

Strategic beta grows in the US on back of ETFs

Tue, 13/10/2015 - 17:03

The fourth quarter report from analytics firm Cerulli Associates finds that the growth of strategic beta across institutional channels in the US is due in large part to the availability of these strategies through ETFs.  »

Beverly Chandler

New study highlights the added value of active allocation to smart beta indices

Thu, 08/10/2015 - 12:27

The EDHEC-Risk Institute has published a new study entitled ‘Active Allocation to Smart Factor Indices’, drawn from the eponymous Rothschild & Cie research chair. »

Beverly Chandler

The rise of smart beta challenges traditional asset management

Fri, 11/09/2015 - 10:01

In its latest comment on sectors, Moody’s Investors Service, reports on the rising phenomenon of smart beta and predicts it could lead the way to challenging traditional asset managers.   »

Beverly Chandler

EDHEC-Risk Institute raises concerns on smart beta

Thu, 30/07/2015 - 09:54

EDHEC-Risk Institute has conducted a study, produced as part of the Société Générale Prime Services (Newedge) research chair on “Advanced Modelling for Alternative Investments”.   »

Beverly Chandler

Concerns remain on transparency of smart beta ETFs

Tue, 23/06/2015 - 17:18

A survey of investment professionals conducted as part of the Amundi ETF & Indexing research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies,” has solicited the views of European ETF investors on “smart beta” ETFs. »

Beverly Chandler

Lyxor and J.P.Morgan team up to launch a range of risk factor ETFs

Wed, 17/06/2015 - 10:21

Next month will see the launch of a new range of risk factor ETFs from a new joint venture between Lyxor ETF, the second largest issuer of ETFs in Europe in terms of inflows year to date, with almost EUR50 billion in assets under management, and J.P. Morgan.  »

Beverly Chandler

Smart beta wins out over active managers with institutional investors

Wed, 17/06/2015 - 10:02

FTSE Russell’s 2015 Smart Beta survey, published earlier this year, showed that the take up of smart beta by institutions in Europe, particularly larger institutions, is exceeding that of the US. »

Beverly Chandler

Institutions using strategic beta ETFs to replace active strategies

Mon, 15/06/2015 - 09:49

Research from analytics firm Cerulli Associates finds that institutions are using strategic beta ETFs to replace active strategies. "Many institutional firms that were unhappy with the results from their active managers began seeking alternative approaches to risk-adjusted returns as part of the fallout from the financial crisis," explains Jennifer Muzerall, senior analyst at Cerulli. "A number of institutional players started investing in strategic beta ETFs as part of this shift." »

features

Interview

Interviews

The alternative alternative ETF

Thu, 15/09/2016 - 08:47

Physical gold ETF sees increased demand

Tue, 16/08/2016 - 08:23

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