Protecting your Equity Portfolio against Inflation and other Macro Surprises

Presented by

Felix Goltz, PhD, Research Director & Eric Shirbini, PhD, Global Research and Investment Solutions Director, Scientific Beta

About this talk

For investors seeking exposure to non-rewarded risk factors, such as macroeconomic factors, Scientific Beta offers 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 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 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.

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