Salt Low truBeta™ US Market Index
Targets large and midcap stocks with historically lower and more stable sensitivity to market moves.
Overview
The Salt Low truBeta™ US Market Index (ticker: SFSTBT) is designed to reflect the performance of a lower volatility equity strategy by
targeting stocks with lower sensitivity to the SPDR S&P 500 ETF (truBeta™ scores less than 1.0) that tend to maintain
a more stable beta over time.
Salt Financial’s truBeta™ is a proprietary beta forecast that uses a blend of long, medium, and short-term interval return
data powered by a machine learning algorithm designed to produce a far more accurate forecast for the next quarter in
comparison to traditional methods. By incorporating more recent data and correcting for the bias in estimating high and
low beta stocks truBeta™ is intended to provide investors with what we believe is a superior forecast of the market risk
embedded in their portfolios.
The Salt Low truBeta™ US Market Index selects 100 stocks from a universe composed of the Solactive US Large and
Mid Cap Index, a benchmark of the 1000 largest US stocks by market capitalization. The index is equally weighted and
is calculated on a gross total return basis with a base level of 1000.
Key Facts
| Ticker | SFSTBT |
|---|---|
| Type | Total Return |
| Weighting | Equal Weight |
| Rebalancing | Quarterly |
| Base Date | Mar 15, 1996 |
| Inception Date | Oct 23, 2018 |
| Calculation Agent | Solactive AG |