Macro-Tilted Equity Indices: Protecting your Equity Portfolio against Inflation and other Macro Surprises 2022 | Pensions & Investments | 9 February 2022 | Webinar

For investors seeking exposure to non-rewarded risk factors, such as macroeconomic factors, Scientific Beta is offering a new suite of macro indices designed to capture the equity risk premium with additional exposure to unexpected shocks or the surprises of targeted macro factors.

In this webinar, we will present Scientific Beta’s equity inflation indices, the first in a series of macroeconomic factor indices that provide long-term equity performance with additional inflation protection compared to a traditional cap-weighted equity index. Their high liquidity makes them ideal candidates as a replacement of cap-weighted indices in a multi-asset portfolio. We will also present equity indices targeting further macro variables (interest rates, term spread, credit spread).

Topics covered include:
• Reliable measurement of macroeconomic exposure (role of robust statistics and forward-looking information)
• Building dedicated macroeconomic portfolios that lead to stronger targeted macro exposures compared to a factor or sector allocation approach
• The financial characteristics of highly liquid investable inflation indices that can offer better protection against inflation surprises than a simple cap-weighted index
• Beyond inflation: Protecting portfolios against surprises in the interest rate, term spread, and credit spread

2022 Speakers

Felix Goltz, PhD
Research Director, Scientific Beta

Dimitris Korovilas, PhD
Investment Product Specialist, Scientific Beta

2022 Sponsor

• Scientific Beta