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.
  • Indices  
     
  • News  
     
  • Research  
     
  • Resources  
     
 

Please Login/ Register to see your References List.

 
 

Dynamic VSTOXX 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).
Date:
Time:
Symbol DVSTXNT
Calculation Realtime
Dissemination period 09:00 CET-17:30 CET
ISIN CH0189468207
Bloomberg ID BBG0038J2KP9
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