Smart Beta Indices

AlphaFocus Investment Research LLC is pleased to announce the launch of three SmartBeta indices for the Chinese markets:

 Size Factor Index (Size Factor, Index Code 980055)

 Value Factor Index (Value Factor, Index Code 980056)

 Momentum Factor Index (Momentum Factor, Index Code 980057)

SmartBeta Factor Index Series are jointly developed by AlphaFocus Investment Research LLC, Shenzhen Securities Information Co., Ltd, and China Exchanges Services Company Limited. The Index Series track the performance of the top 50 companies listed on the Shenzhen Stock Exchange by volatility and the level of exposure to different factors such as size, value and momentum, offering investors additional choices to capture investment opportunities presented by innovative SmartBeta index instruments in China’s capital markets.