Smart Beta

Solactive is announcing the launch of the Solactive European Quality Market Neutral Index licensed to Natixis. The index is to be used as an underlying for structured products issued by Natixis.

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 0.23%.

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.

Investment « styles » aim to capture risk premia and/or market anomalies that can be seen structurally over long periods. While no formal classification exists, a distinction is traditionally made between four major style families, not only applicable to equities but also to other asset classes...

Solactive AG is pleased to join forces with Sarasin & Partners LLP on Sarasin’s Systematic Efficient Approach Indices (SSEA Indices), a family of indices which seek to outperform the market-cap over the medium-long term and across multiple market cycles.