| Since 2020-09-15 | Albrecht, Kitta & Co. Vermögensverwaltung GmbH
ISIN | DE000A2QCF21 |
Initial Index Value | 100.00 |
Last Value | 92.32 |
Index Allocator | Albrecht, Kitta & Co. Vermögensverwaltung GmbH |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
Universe of Index Components
Equity securities of companies from the Reference Market.
Index Components and their selection
On the last Business Day (close-of-business) before a Rebalancing Determination Date (each a "Selection Day") the following determinations are made:
1. Securities of companies from the Reference Market, whose average daily trading volume over the previous six (6) months was at least EUR 1 million are selected and whose market capitalization at the time of inclusion into the Index was at least 100 million EUR. The resulting securities are adjusted in discretion of the Index Allocator and form the "Selection Pool".
2. Securities out of the Selection Pool are ranked by the ratio of the achieved performance divided by the measured volatility (the "Selection Factor"), whereas the relevant period for performance and volatility will be between 0 – 6 months, in discretion of the Index Allocator. Such securities form the "Filtered Selection Pool".
3. Securities from the Filtered Selection Pool are selected for inclusion in the Index as follows:
• The four shares with the highest Selection Factor are selected for inclusion in the Index and receive an initial weighting of 10% each.
• The four shares with the lowest Selection Factor are selected for inclusion in the Index and receive an initial weighting of 2.5% each.
• The remaining eight shares ranked from position 5 to 12 are selected for inclusion in the Index and are initially weighted at 6.25% each.
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-03-15 | DIVIDEND | Eni SpA | IT0003132476 | 0.0013 | 0.0081 | EUR |
2024-03-12 | DIVIDEND | Linde PLC | IE000S9YS762 | 0.0003 | 0.0001 | USD |
2024-02-27 | DIVIDEND | Boralex Inc | CA09950M3003 | 0.0003 | 0.0011 | CAD |
2024-01-08 | DIVIDEND | Iberdrola SA | ES0144580Y14 | 0.0009 | 0.0072 | EUR |
2023-12-19 | DIVIDEND | Enagas SA | ES0130960018 | 0.0008 | 0.0051 | EUR |