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ERI Scientific Beta announces availability of full transparency for all of its “smart beta” indices

ERI Scientific Beta has announced that all 2,958 smart beta indices available on the platform are now available with full transparency. This transparency enables all the Scientific Beta indices to be fully compliant with ESMA’s recommendations on the transparency of financial indices, and in addition allows any counterpart in the index market to be able to check and analyse the track records published by ERI Scientific Beta.

“EDHEC-Risk Institute has been calling for many years for free access for investors to data relating to reference indices. We believe that making information available, not only on returns but also on the weighting of the stocks in the indices and their historical composition, is essential for investors to be able to carry out their due diligence on those indices with full independence. To our knowledge, ERI Scientific Beta is the only provider to offer this full transparency,” said Noël Amenc, Director of EDHEC-Risk Institute and CEO of ERI Scientific Beta.

The transparency offered on the platform is no longer restricted to ERI Scientific Beta’s flagship indices and is accessible without restriction by simply registering on the website. It includes: 

  • Daily valuation

  • Total return

  • Price return

  • Weights and historical quarterly compositions per quarter

  • Detailed ground rules and calculation methodology allowing the indices to be replicated and recalculated independently of ERI Scientific Beta

  • Analytics enabling the absolute and relative risks and performances of these indices to be analysed

Over 500 asset owners and asset managers are using ERI Scientific Beta’s smart beta indices either to invest in, or to benchmark, active smart beta strategies.

Since its launch at the end of April 2013, the Scientific Beta platform has received over 24,000 visits (figures at 10/01/14), with an average of 1,300 weekly connections.

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