CFRA, one of the world’s largest providers of independent research, has rolled out a number of alternative indices that try to seize upon the benefits of a seasonal rotation strategy, paving the way for a number of potential smart beta exchange traded fund options down the line.

The research provider has launched four CFRA-Stovall Indices, including the CFRA-Stovall Large Cap Seasonal Rotation Index (CSAMSRLC), CFRA-Stovall Equal Weight Seasonal Rotation Index (CSAMSREW), CFRA-Stovall Small Cap Seasonal Rotation Index (CSAMSRSC) and the CFRA-Stovall Global Seasonal Rotation Index (CSAMSRGL).

“We are committed to providing global investors with unique insights to enhance investment returns and reduce risk. The CFRA-Stovall Indices allow market participants to consider a new asset strategy by tracking a trusted benchmark,” Peter de Boer, CEO of CFRA, said in a note.

The suite of indices measure the performance of a seasonal rotation strategy based on research done by Sam Stovall, CFRA Chief Investment Strategist, as a way to beat relevant benchmarks with lower volatility.


Subscribe to our free daily newsletters!
Please enter your email address to subscribe to ETF Trends' newsletters featuring latest news and educational events.