Scientific Beta

Meet the team that powers your indices with precision ✨ Our Operations professionals work tirelessly behind the scenes, ensuring seamless calculation, meticulous data management, and unwavering reliability that makes our indices truly replicable. 📈 Our unique T+5 module further enhances this replicability, while the upcoming integration of FIGI codes in our composition files will streamline your implementation processes even more. 🚀 Reynald Mauguin, Mélanie Ruiz, Cedric Soavi, Yann louis, Pierre-Andre Lesage, Amey Badkar, Kashish Bansal, Erik Hågemo

Recession fears are more than ever on investors' minds. If you are looking at efficient tools to strike a balance between capitalising on last years' upswings and mitigating the impact of market downturns, you should consider our defensive equity index. Our index steers clear of industry biases, regional imbalances, and exposure to expensive or unprofitable securities. It can protect capital but also deliver superior risk-adjusted returns over the long-term. 📊 The chart below highlights how our approach has performed YTD across regions compared to traditional market-cap-weighted indices. 💡 Interested to know more? We just published a white paper and also hosted a webinar on this topic! 📕 Download the full research paper 👉 https://bit.ly/40A61ZT 💻 Watch webinar replay 👉 https://bit.ly/4iVUZ7O #DefensiveEquity #InvestmentStrategy #Research

[Press Review 🗞] ‘Tough stance on fact-based sustainable investing vindicated’ 📰 In an article published in ESG Investing, Daniel Aguet, Deputy CEO and Index Director of Scientific Beta, discusses recent research showing that ESG scores diverge significantly between providers and are largely unreliable, as they reflect opinions rather than objective facts. 💡 The article notably highlights the Climate Transition Risk Beta (CTR Beta), which is based on both a transparent and academically validated methodology while using publicly available raw data inputs. 💬 “By construction the CTR Beta is forward-looking and reflects climate-related information deemed to be material by investors. Such a market-based metric also inherently benefits from the wisdom of crowds effect”, Daniel Aguet said. 🔬 Our scientific approach to ESG and climate investing, which is built on facts rather than subjective opinions, was recognised on 6 March at the ESG Investing Awards, where Scientific Beta was named “Best ESG Index Provider” 🏆 🔗 Read the full article 👉 https://lnkd.in/dbcjaiPF #ESGInvesting #SustainableInvesting #ESG

[Press Review 🗞] “Holding mega-cap stocks could be detrimental: Research” 📰 This article published in Financial Standard last week explores how concentration in mega-cap stocks might pose risks for investors. It highlights our recent research, which underscores that diversification remains key to long-term portfolio resilience. 💬 "Holding a concentrated portfolio of mega-caps might be beneficial in certain periods, but over the long term this turns out to be detrimental for investors" 🔗 Read the full article from Eliza Bavin here 👉 https://lnkd.in/dz23iT-Y 📢 Interested in this topic? Join our webinar tomorrow and download our latest research paper for deeper insights! 💻 Webinar details: 🌏 Tuesday, April 1 | 🕒 3pm Sydney | 🕛1pm Singapore 🔗 Register: https://lnkd.in/dGYwb3hd 🎤 Speakers: Daniel Aguet, Warwick Schneller, PhD, CFA 🎙 Host: Susan Rodgers 📖 Research paper details: 🔗 Download the full research paper 👉 https://bit.ly/422693Q ✍️ Authors: Daniel Aguet, Felix Goltz, Warwick Schneller, PhD, CFA #MarketConcentration #FactorInvesting #Webinar #PortfolioManagement #InvestmentResearch

[Press Review 🗞] 'Opaque & Unreliable' ESG Scores Demand New Assessment Model: Scientific Beta 📰 This article published in Financial Newswire earlier this week explores the challenges of current ESG scores, highlighting their subjectivity and lack of transparency. It underscores the need for a more precise, consistent and evidence-based approach to ESG assessment, advocating for distinct and rigorous methodologies in portfolio construction. 💬 "For investors who wish to meet sustainability goals or constraints, this requires addressing the three dimensions of investments, namely sustainability, financial performance and financial risks, at distinct steps of the portfolio construction, using distinct data inputs." 🔗 Read the full article from Patrick Buncsi here 👉 https://lnkd.in/gvcBzxgT #ESG #ESGScores #SustainableInvesting #ResponsibleInvestment 

📸 We are pleased to share some highlights from the Markets Group Canada East Institutional Forum held last week in Toronto. 🎤 At the event, Daniel Aguet, Deputy CEO & Index Director at Scientific Beta sat down for an insightful fireside chat with Robert Chen, Managing Director, Factor Investing at IMCO on the impact of concentration on factor strategies. 💬 This fireside focused on market concentration and explored potential solutions tailored to investors' objectives for addressing this challenge in the design of factor strategies. 🙏 A warm thanks to Markets Group for hosting such an insightful event! 💡 Interested to know more? We just published a white paper on this topic! 🔗 Download the full research paper 👉 https://bit.ly/422693Q Authors: Daniel Aguet, Felix Goltz, Warwick Schneller, PhD, CFA #MarketsGroupIF #marketconcentration #factorinvesting

Even if Mega Caps appear all powerful today, long-term evidence suggests that this will not last forever. 📉✨ Mega caps of the past were also leaders in innovative growth sectors, but at some point, they were victims of the forces of creative destruction. This time is not different. 🔄 🚀 Want to learn more? Join our upcoming webcast! 📅 Two sessions available, choose the one that fits your time zone: 🌍🌎 Thursday, March 20 | 🕓 4pm Paris | 🕒 3pm London | 11am New York 🔗 Register: https://lnkd.in/dk8dttmp 🎤 Speakers: Daniel Aguet, Felix Goltz 🎙 Host: Vera Cady 🌏 Tuesday, April 1 | 🕒 3pm Sydney | 🕛1pm Singapore 🔗 Register: https://lnkd.in/dGYwb3hd 🎤 Speakers: Daniel Aguet, Warwick Schneller, PhD, CFA  🎙 Host: Susan Rodgers

[Press review 🗞] "Mega-mind: how factor investors can play the concentration game" 📰 In an article published in Investment News New Zealand, Daniel Aguet and Warwick Schneller, PhD, CFA discuss how factor investors can adapt to market concentration while maintaining diversification and risk-adjusted returns. They explore strategies to increase exposure to mega-caps while maintaining some factor diversification but with different risk attributes and trade-offs. 🔗 Read the full article here: https://bit.ly/3DHGc1p 💡 Interested to know more? We have an upcoming webinar on this topic! 📅 Two sessions available, choose the one that fits your time zone: 🌍🌎 Thursday, March 20 | 🕓 4pm Paris | 🕒 3pm London | 11am New York 🔗 More information and registrations: https://lnkd.in/dk8dttmp 🌏 Tuesday, April 1 | 🕒 3pm Sydney | 🕛1pm Singapore 🔗 More information and registrations: https://lnkd.in/dGYwb3hd #FactorInvesting #MarketConcentration #InvestmentStrategies #RiskManagement Susan Rodgers

📸 We are happy to share a few highlight pictures from the evening ceremony of the ESG Investing Awards 2025, where Scientific Beta was named Best ESG Index Provider 🏆 📈 Leveraging our over €20 billion in AURs with an integrated ESG layer, we made enhancements last year to our low carbon filter to build a more forward-looking Climate Change Screen to address the shortcomings of traditional decarbonisation techniques. We are delighted that this latest development has been recognised with this award! 👏🏻 We also extend our congratulations to all the other winners of this year's awards! 💡 Interested in our approach? 📧 contact@scientificbeta.com #ESG #SustainableInvesting #ClimateFinance #ESGInvesting #Awards2025 #Innovation Ilan Heimann