Developing smart  tradable investment indices and strategies

Developing smart investment indices and strategies

Global indices

Solactive – B-BRE US REIT Index

A smart beta index following the US REIT sector. The index mostly holds a portfolio of small-cap REITs. However, in times of volatility, the index switches to a portfolio of large-cap REITs, with the purpose of minimizing volatility and drawdown during these periods. 

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Solactive – B-BRE Residential Real Estate Index

A smart beta index tracking the residential real estate sector in the US and in developed Europe. The index components are real estate companies whose main focus is the residential sector.

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Pair Trading Banks / REITs

A strategy that aims to time the holding of a portfolio of REITs or banks based on the changes in the long-term interest rates.

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Israeli indices

Solactive – B-BRE Israel Commercial Real Estate Index

A smart beta index, the first to track the Israeli commercial real estate sector. The index is based on B-BRE’s proprietary databases, which enable to extract the market value of the local CRE activity of Israeli real estate companies.

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Solactive B-BRE TA125 Low Volatility High Dividends

The purpose of this smart beta index is to enable investors to get exposure to a subset of the TA-125 index that contains companies that have a higher dividend yield  and are less volatile.

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Solactive – B-BRE Israel Infrastructure Index

A smart beta index which tracks the infrastructure activity in Israel of companies traded on the Tel Aviv Stock Exchange. The index is based on B-BRE’s proprietary databases, which enables to extract the market value of the local infrastructure activity of Israeli infrastructure companies, excluding activites abroad or such that are not infrastructure-related activities  

The index history goes back to 1/8/2013.

Bloomberg ticker: SOBBINFT

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Articles

Long-term interest-sensitive assets: pair-trading REITs/ banks

REITs and banks are assets which are thought to be sensitive to interest rates. Concerns about REIT stocks emerge every once in a while when interest rates are expected to rise. We explore how sensitive, in fact, are REITs and banks to the long-term interest rates, as reflected in the 10-year treasure rate (TNX).

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TA offices vs. residential

A comparison of prices and rents in the Tel Aviv office market vs. the Israeli residential real estate prices and rents. For the office market we use B-BRE’s data, for the residential market we use Central Bureau of Statistics data.

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Business Partners

One of the leading investment houses in Israel

A global research firm specializing in commercial real estate

An innovative and dynamic global index company