Results for “Beta”
2 terms
Smart Beta
Funds, ETFs & Index Investing
qualitative
A rules-based index strategy that weights constituents by a chosen factor rather than by market capitalisation.
Test: constituent weights are determined by a published rule based on a factor such as value, quality, momentum, low volatility or equal weight
Systematic Risk
Risk & Portfolio Management
qualitative
Risk affecting the entire market that cannot be removed by diversification.
Test: the risk arises from factors common to all assets, such as interest rates, inflation, policy or global shocks