LIMEYARD Swiss Value Factor 30 (PR)

The LIMEYARD Swiss Value Factor 30 captures excess returns to stocks that have low prices relative to their fundamental value.

Key Features
 
Universe The LIMEYARD Swiss Value Factor is a fixed-component index with 30 constituents that represents companies from the LIMEYARD Swiss market universe with a higher value characteristic. The LIMEYARD Swiss Value Factor, designed to reflect the systematic elements of a value investment style or strategy, is calculated by combining Z-Scores of three fundamental variables, namely book to price (BP), the free cash flow to price, and the revenue price.

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 Value Factor applies a 10%-cap factor on individual index components.
Weighting scheme Value score weighting
Type of calculation End of day
Review Quarterly
Index
Last close
Change
MOM
LYCHV3SP
131.66
0.32%
-2.54% Compare
 
Index Parameters

Market Capitalisation values are updated daily

Launch Date 12 Jul 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
CH0397641066
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Components
The LIMEYARD Swiss Value Factor 30 (PR) counts currently 30 components.

For more details please contact us
Date: Sat Nov 17 13:44:38 CET 2018
out of: 0
Components
Currency
Country
Weight
Sector

Factsheet

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LIMEYARD Swiss Value Factor 30 (PR) (CHF)

pdf 124.4 KB

Composition

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General information

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Component information

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History

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