LIMEYARD Swiss Low Risk Factor 30 (GTR)

The LIMEYARD Low Risk Factor 30 provides exposure to the thirty least volatile components of the LIMEYARD Swiss market universe.

Key Features
 
Universe The LIMEYARD Swiss Low Risk Factor is a fixed-component index with 30 constituents that represents the least volatile companies from the LIMEYARD Swiss market universe. The rationale behind the LIMEYARD Swiss Low Risk Factor is based on the assumption that the stocks that have been the least volatile for the past 12 months will continue to record below-average volatility for at least the next quarter.

The applicable universe includes all the existing constituents of the underlying LIMEYARD Swiss universe with a free-float market cap greater than or equal to 100 million Swiss francs.

The LIMEYARD Swiss Low Risk Factor applies a 10%-cap factor on individual index components.
Weighting Scheme Low risk score weighting
Type of calculation End of day
Review Quarterly
Index
Last close
Change
MOM
LYCHR3SG
240.76
0.26%
-1.37% Compare
 
Index Parameters

Market Capitalisation values are updated daily

Launch Date 07 Dec 2017
Calculator LIMEYARD LTD
Dissemination End of Day
Dissemination Period - CET
TypeEquity Index
CurrencyCHF
Components30
Base Date24 Sep 2007
Base Value 100
Full Market Cap
Free Float market Cap
Next Review24 Dec 2018
Non Dissemination Days

01/01/2018

02/01/2018

30/03/2018

02/04/2018

01/05/2018

10/05/2018

21/05/2018

01/08/2018

25/12/2018

26/12/2018

Identifiers
Price Return
Net Total Return
Gross Total Return
ISIN
Sedol
WKN
Bloomberg
Reuters
Telekurs
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CH0397628758
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Components
The LIMEYARD Swiss Low Risk Factor 30 (GTR) counts currently 30 components.

For more details please contact us
Date: Fri Oct 19 22:08:11 CEST 2018
out of: 0
Components
Currency
Country
Weight
Sector

Factsheet

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LIMEYARD Swiss Low Risk Factor 30 (GTR) (CHF)

pdf 119.4 KB

Composition

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General information

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Component information

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History

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