Strategy Indices

In contrast to broad-based market and sector Indices that group companies by size or industry, strategy Indices reflect the performance of a rule-based investment strategy. NYSE is continuously expanding its portfolio of strategy Indices to ensure investors, asset managers and structured products issuers have the tools to match their needs to market trends.
Some widely used strategies on NYSE Indices include:

Low Risk Indices

Through the use of advanced risk analysis tools and an optimization process, a robust insight into risk is achieved. The careful selection and weighting of equities in the low risk indices aims at lower overall risk than traditional market capitalization weighted indices. The compounding of more stable returns also allows to target a positive effect on returns.

Dividend Indices

The High Dividend Indices consist of companies returning the highest dividend yields and are calculated as total return Indices. In addition, NYSE Euronext offers a series of dividend Indices that measure the cumulative value of ordinary-gross dividends declared by the constituents.

Covered Call & Protective Put Indices 

Perhaps one of the most successful and widespread option strategies for hedging risk is the Covered Call, or “Buy-Write” strategy.
The Protective Put Indices aim to protect a portfolio against price loss without sacrificing capital gains.

Volatility Indices

Volatility Indices reflect the expected movement in the underlying index over the next 30-day period. The more turbulent the underlying, the higher the level of the volatility index.

Leveraged and Short (or Inverse) Indices

These Indices allow investors to exploit market volatility by going short or gearing up, and they serve as the basis for exchange-traded and other index-linked financial products.

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