Scientific Beta is a global provider of advanced index solutions designed to help asset managers and institutions understand and invest in smart factor and ESG equity strategies. Established by a leading fundamental and applied investment research institution, the EDHEC-Risk Institute, Scientific Beta incorporates an academic level of scientific rigour and veracity into its solutions. Building on their multifactor roots, recent research on the impact and management of ESG and macro-economic exposures within equity portfolios allows Scientific Beta to deliver a truly bespoke solution for each investor. Scientific Beta offers a wide range of multi-factor indices with the aim of capturing the long-term reward of equity factors and diversifying unrewarded idiosyncratic risks to provide long-term risk-adjusted outperformance. Investors can choose to incorporate a range of risk-control options including sector neutrality and market beta adjustment. Scientific Beta offers Climate Impact Consistent indices and indices that manage macro-economic exposure at stock level. These indices adhere to Net-Zero principles; they avoid the pitfalls of greenwashing and inconsistent signalling that may arise with the use of composite ESG scores and portfolio construction methods that combine financial and non-financial metrics, by linking companies’ funding conditions to their climate performance and by making consistent stock-level investment decisions with the overall portfolio decarbonization goals. A Paris-Aligned Benchmark version is also offered. Scientific Beta is a subsidiary of the Singapore Exchange (SGX), and maintains its strong collaboration with EDHEC Business School, and the principles of independent, empirical-based academic research.