September 2017

(Video) A Smart Beta for Sustainable Growth

Chris Brightman, Vitali Kalesnik, and Mark Clements explain why a systematic smart beta strategy that invests in profitable companies with conservative investment can diversify value exposures while also delivering strong positive excess return from sustainably faster growth in EPS.

Articles

A Smart Beta for Sustainable Growth

By Chris Brightman Mark Clements Vitali Kalesnik

July 2017 | Read Time: 15 min

We demonstrate a smart beta that produces positive excess returns from sustainably faster growth in EPS. This simple, systematic strategy represents a significant improvement from today’s growth indices that fail to produce faster growth in EPS and have provided negative excess returns.