The EURO STOXX 50 Index, Europe's leading Blue-chip index for the Eurozone, provides a Blue-chip representation of supersector leaders in the Eurozone. The index covers 50 stocks from 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

Please Login/ Register to see your References List.

Dynamic VSTOXX Alpha Net Of Costs

The Dynamic VSTOXX index is constructed as a combination of two indices, the VSTOXX Short-Term Futures index and the VSTOXX Mid-Term Futures index. The rationale behind dynamic allocation is to exploit in a timely manner the superior performance of short-term futures when the volatility forward curve is in backwardation (stressed markets) and of mid-term futures when the volatility forward curve is in contango (normal markets). To achieve this in a convenient time-to-market manner, the allocation can be changed on a daily basis, although a buffer is provided to avoid excessive turnover. The index is available in standard, long-only and alpha versions, according to the different allocation split triggered between the VSTOXX Short-Term Futures index and VSTOXX Mid-Term Futures index. For all these versions there is also a Net of Cost calculation which includes the execution costs for 0.10 % and replication costs for 1.00 % p.a. in order to better represent an actual replication process (VSTOXX is the abbreviation for the EURO STOXX 50 Volatility index).

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Calculation Realtime
Dissemination period 09:00 CET-17:30 CET
ISIN CH0189468348
Bloomberg ID BBG0038J2KX0
Free Float Mcap   ---
Last value
Daily change (absolute)
Week to week change
52 week change
Year to date change
Daily low
Daily high
52 week low
52 week high
    Chart Type

    Technical Indicator
    You can add a maximum of three variants of the same indicator at a time.
  • Index added to Compare Indices Tool
** Chart displays Closing High and Closing Low

People Also Viewed

Suggested for you

Please for free to access personalized recommendations