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.

 
 

STOXX® France 50 Risk Control 15% RV

The STOXX Risk Control indices aim to create a portfolio, consisting in a mix of the underlying index and a cash component, whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index, as compared to the risk level targeted by the Risk Control index: the more the underlying index’ volatility exceeds the threshold, the higher the allocation to the cash component. All STOXX Risk Control indices utilize a measure of volatility in realized terms; the Risk Control indices on EURO STOXX® 50 are additionally available in an implied volatility version, where the measure of volatility is based on the VSTOXX® index. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%, with the exception of the STOXX Europe Large 200 Risk Control indices, for which the cap is set to 100%.

Date:
Time:
Symbol SFRR15EE
Calculation End-of-day
Dissemination period 19:15 CET-19:15 CET
ISIN CH0121751660
Bloomberg ID BBG001J7N041
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