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Smart Beta Classification

Our Smart Beta Classification calculates holdings-based exposures for every equity ETF to each of the seven main factor groups (Value, Growth, Momentum, Volatility, Quality, Size and Dividend Yield).

There is currently no standardized format across the market for establishing ‘Smart Beta’ classification nor to show exactly how exposed each fund is to each factor. There is a lack of clarity during the fund selection process as each provider has their own methodology. In short, there is no easy way for issuers to differentiate themselves in the market (aside from reduced costs).

Our solution provides a standardized and unbiased framework and common language for independently calculating factor exposures, allowing users to easily differentiate between different ETFs and view their overall exposure.

Key benefits:

Independence
Methodology based on five years of regression-based analysis, utilizes a 300-factor library and global ETF coverage to ensure independence. Therefore, our engine works holistically across ETF issuers, regardless of their chosen factors and approach.

Flexibility
Normalized data across any universe (US ETFs, global stocks, global ETFs, etc) to ensure that it is relevant for clients’ needs.

Transparency
Results are divulged across any equity ETF, regardless of a ‘Smart Beta’ classification by the issuer. Users can also view a look-through to see how each individual constituent has impacted the full portfolio factor exposure.

Accuracy
A holdings-based approach allows for real data accuracy which means that as ETF compositions change, the data integrity remains.

Customers

  • Issuers
  • Retail brokers
  • Quant funds
  • Wealth management divisions

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