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Is the smart money still on smart beta?
...They have to be really smart. They have to be not only smart but actually smarter than the other guys doing smart beta, right?...
...Fixed income products are not very common in smart beta, she said....
...With all that said, Alphaville is sure that the first “smart crypto beta ETF” 🤮 is in the works....
...Smart savers are now finding better deals outside banks; net drawdown of household deposits was £4.6bn in May, the most on records that began in 1997....
...In the end, the smart bet was to buy SAP and sell many of its clients. I fear that the AI narrative today is all too similar....
...In theory, the time for this kind of investing, also often known as “smart beta”, is now....
...However, Jim Masturzo chief investment officer, multi-asset strategies, at Research Affiliates, the smart beta index specialist, urges patience....
...They included traditional broad market cap-weighted indices, but also smart beta, environmental social and governance (ESG) considerations and narrow thematic benchmarks....
...half the S&P 500’s returns, explains why smart beta strategies began to disappoint....
...Small size and value are regarded by aficionados of “smart beta” as factors that boost returns over the long run. Not everyone is convinced, though....
...I wrote a paper in 2016 called “How Can ‘Smart Beta’ Go Horribly Wrong?” Hugely controversial. But all it said was think of it like buying a stock....
...In an ingenious bit of marketing, factors are sometimes called “smart beta”. People like Asness and Sharpe himself hate the term, as it implies that other forms of beta are dumb....
...For a holiday-season party glow, overnight peels are a smart choice....
...Yes, if you adjust for some kind of risk (Beta above 1) this spread quickly diminishes to zero but PE sales people said that this leveraged equity strat is not risky....
...The next generation of Ray-Ban Meta smart glasses was also on display, with a new function to livestream directly to Instagram and Facebook....
...Justerini & Brooks plans to offer Beta 2019s and Jasud 2021 in the UK this autumn....
...Bitcoin is also down by 57 per cent from the highs it briefly touched in November 2021 as cryptocurrencies have proved to be procyclical “high beta” assets....
...“After the core building blocks were launched, smart beta was in fashion and there were lots of launches, then ESG came along and there were a ton of ESG launches. What is the next fashion?”...
...Demand was strongest last year for early-generation smart beta products, Morningstar said....
...(Laughter) Ethan WuHow many times have you heard this is a year for alpha, not beta. Katie MartinThis is so a year for alpha. This is so the year for stockpickers. Hmm, OK then....
...Under Capm, a high-beta stock gets a heavier discount, even when (for example) beta is high because a stock has sold off, and now sits in value territory....
...Other shops have also recently shaken up their smart beta and factor lines. Nationwide shut down its three smart beta ETFs earlier this year....
...Lots of smart people think so....
...Smart beta ETFs — which are constructed to reflect investment approach rather than straight market capitalisation — were introduced. Then came ETFs based on industries and, thematic versions....
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