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. Among them:

  • The Sabrient Defensive Equity Index 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.

  • The Sabrient Insider Sentiment Index 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.

  • The Sabrient Multi-cap Insider/Analyst Quant-Weighted Index is a quant-weighted index based on stocks with high insider buying and positive analyst sentiment, with a defensive strategy overlay. Licensed to Direxion; tracked by the Direxion All Cap Insider Sentiment Shares (KNOW). Learn more.

  • Two Sabrient 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.

  • The Thomson Reuters/Sabrient Sensible Growth Indices are two alpha-generating, low-volatility indices co-branded with Thomson Reuters—one long, the other long/short. Sabrient’s proprietary formula for distinguishing between undervalued and overvalued companies based on short and longer-term growth metrics differentiate these indices from others in the market. Learn more.

  • The Sabrient QuickResponse™ (QR) Indices are a family of 32 indices based on 8 macroeconomic trends: inflation, U.S. dollar, euro, Australian dollar, oil prices, copper prices, Treasury bonds, and volatility. Each macroeconomic trend is represented by four indices, each with 50 to 100 stocks: two indices for the strong macroeconomic trend (one that outperforms in the strong trend and one comprised of stocks to avoid during the strong trend) and two indices for a weak macroeconomic trend (one that outperforms in the weak trend and one comprised of stocks to avoid in the weak trend). Portfolio managers can overweight (or add to their portfolio) or underweight (or remove from their portfolio) stocks reflected in the index that mirrors the current macroeconomic trend. Learn more.

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

  • 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.