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ERI_Scientific_Beta_Publication_Dimensions_of_Quality_Investing
ERI_Scientific_Beta_Publication_Dimensions_of_Quality_Investing
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8An ERI Scientific Beta Publication — The Dimensions <strong>of</strong> Quality Investing: High Pr<strong>of</strong>itability and Low Investment Smart Factor Indices — July 2015Copyright © 2015 ERI Scientific Beta. All rights reserved. Please refer to the disclaimer at the end <strong>of</strong> this document.Introductionrobustness and persistence <strong>of</strong> the factors. High Pr<strong>of</strong>itability and Low Investment are the two factors.Several commercial index providers are marketing indices under the label “Quality Factor Indices”which supposedly seek the premium associated with these two factors.In this paper, we discuss Scientific Beta’s smart factor approach to gaining exposure to HighPr<strong>of</strong>itability and Low Investment factors that provide a well diversified way to seek the factor riskpremia and perform a comparative study <strong>of</strong> Scientific Beta’s High Pr<strong>of</strong>itability and Low Investmentsmart factor indices with those <strong>of</strong> its competitors.
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