Sabrient Indices

Since 2006 Sabrient has used its multi-factor, 100-percent-rules-based quantitative methodology to build a unique index franchise. Our nontraditional approach to index construction incorporates macroeconomic and micro-dynamic strategies that layer alpha generation on beta exposure to sectors, style boxes, and a variety of market niches. The result is a growing family of innovative indices.

Sabrient Defensive Equity Index

The Sabrient Defensive Equity Index (SBRDE) is a large-cap index designed to achieve a superior risk-return during periods of weakness in the markets and/or the overall American economy, while still offering the potential for gains during periods of market strength and economic growth. Licensed to Guggenheim; tracked by the 5-STAR Guggenheim Defensive Equity ETF (DEF). Small- and mid-cap and sector-specific indices available for licensing.Learn more.

Sabrient Insider Sentiment Index

The Sabrient Insider Sentiment Index (SBRIN) is an all-cap index designed to help markets incorporate significant insider information into stock valuation. Licensed to Guggenheim; tracked by the 4-STAR Guggenheim Insider Sentiment ETF (NFO). Cap-specific and sector-specific indices available for licensing. Learn more.

Sabrient Multi-cap Insider/Analyst Quant-Weighted Index

The Sabrient Multi-cap Insider/Analyst Quant-Weighted Index (SBRQAM) uses quantitative weighting on a stock index that incorporates insider trading, analyst sentiment, along with a with a defensive strategy overlay. Licensed to Direxion; tracked by the Direxion All Cap Insider Sentiment Shares (KNOW). Learn more.

Sabrient Global Balanced Indices

Two Global Balanced Indices employ a quantitative approach to select multiple asset classes using ETFs trading on the Toronto Stock Exchange. Licensed to iShares by BlackRock, the indices are tracked by iShares Balanced Income CorePortfolio™ Funds (TSX: CBD) and iShares Balanced Growth CorePortfolio™ Funds (TSX: CBN). Learn more.

Sabrient/Stutland Gold Low Volatility Index

Co-branded with Stutland Volatility Group, the Sabrient/Stutland Gold Low Volatility Index uses gold contracts as the underlying assets and option overlays to achieve low volatility. Learn more.

 

Stutland Volatility Index

The Stutland Volatility Index is a low volatility index, co-branded with Stutland Volatility Group, that uses options overlays with underlying assets that mimic the VIX. Learn more.

 

All indices are available for licensing; those currently licensed may be available for cap-specific or sector-specific licensing. Contact us for more information.