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.
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EURO STOXX® 50 Multi-Asset Momentum 10% Risk Cap

This new cross-asset concept represents a dynamic allocation of equities and corporate bonds within the EURO STOXX 50® universe, based on market momentum and pre-defined maximum risk levels. The weightings of equities and bonds within the index are governed by the momentum factor that dynamically allocates the exposure to each asset class. Subsequently, the pre-defined volatility cap ensures risk limits on the final portfolio.  

In order to account for varying risk thresholds of investors, the indices are available in five versions with risk caps set at 5%, 7,5%, 10%, 15% and 20%.

Each index version delivers superior performance compared to stand-alone investments into either the EURO STOXX 50 or the EURO STOXX 50 Corporate Bonds index. The combination of momentum with a risk ceiling enables investors to generate better results while remaining below their target risk threshold.  

Date:
Time:
Symbol SX5M10TR
Calculation Realtime
Dissemination period 09:00 CET-19:15 CET
ISIN DE000A2BLFN1
Bloomberg ID N/A
Free Float Mcap   ---
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    Chart Type

    Technical Indicator
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** Chart displays Closing High and Closing Low

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