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Energy Value Basket Index

EUR | Since 2023-10-09 |

At a glance
ISIN DE000A3EWHJ4
Index Allocator ICM InvestmentBank AG
Index Currency EUR
Index Administrator LIXX
Index Allocator Description

ICM InvestmentBank AG

The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.

 

Index description

From the Index Universe, the algorithm chooses such components which fulfill the Index Component Selection Criteria. The strategy’s objective is to produce buy and sell signals of different market indices and equities. Based on these identified signals, the strategy allocates the component to the Index.
The allocation model derives the allocations to each Index Component based on price activity, liquid-ity, applicable technical data inputs, news flow, technical indicators, market access costs and other relevant factors.
In addition, cash holdings within the Index can be represented through highly liquid money market funds or foreign exchange spot positions. When the selection model detects a new signal, the Index Components will be reweighted. The regular screening for signals is done on a continuous basis.

Performance & Risk

Performance
Performance Figures
Return p.a. 0.00%
1-Day-Return 0.00%
MTD Return 0.00%
YTD Return 0.00%
Risk Figures

 

Detailed Composition Data

Performance

Detail Performance Data

(Re) Allocations

Corporate Actions

DATE TYPE INSTRUMENT ISIN/IDENTIFIER WEIGHT % AMOUNT CURRENCY

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