| Since 2018-11-20 | Venn Research
ISIN | FR0013511847 |
Initial Index Value | 133.32 |
Last Value | 101.73 |
Index Allocator | Venn Research |
Index Administrator | LIXX |
The manager employs a proprietary quantitative rule based and systematic algorithm in order to determine the allocations.
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.
DATE | TYPE | INSTRUMENT | ISIN/IDENTIFIER | WEIGHT % | AMOUNT | CURRENCY |
---|---|---|---|---|---|---|
2024-04-25 | DIVIDEND | ASML Holding NV | USN070592100 | 0.0000 | 0.0000 | USD |
2024-04-11 | DIVIDEND | Qifu Technology Inc | US88557W1018 | 0.0007 | 0.0036 | USD |
2024-04-08 | DIVIDEND | ZTO Express (Cayman) Inc | US98980A1051 | 0.0006 | 0.0030 | USD |
2024-04-03 | DIVIDEND | Full Truck Alliance Co Ltd | US35969L1089 | 0.0004 | 0.0057 | USD |
2024-04-03 | DIVIDEND | JD.Com Inc | US47215P1066 | 0.0006 | 0.0023 | USD |
2024-04-03 | DIVIDEND | Ke Holdings Inc | US4824971042 | 0.0005 | 0.0033 | USD |
2024-03-19 | DIVIDEND | Broadcom Inc | US11135F1012 | 0.0001 | 0.0000 | USD |
2024-03-15 | DIVIDEND | Taiwan Semiconductor Manufacturing Co Ltd | US8740391003 | 0.0001 | 0.0001 | USD |
2024-03-13 | DIVIDEND | Vipshop Holdings Ltd | US92763W1036 | 0.0005 | 0.0028 | USD |
2024-03-12 | DIVIDEND | NetEase Inc | US64110W1027 | 0.0002 | 0.0002 | USD |
2024-03-11 | DIVIDEND | Lam Research Corp | US5128071082 | 0.0000 | 0.0000 | USD |
2024-03-04 | DIVIDEND | NVIDIA Corp | US67066G1040 | 0.0000 | 0.0000 | USD |
2024-03-01 | DIVIDEND | Yum China Holdings Inc | US98850P1093 | 0.0001 | 0.0002 | USD |
2024-02-02 | DIVIDEND | ASML Holding NV | USN070592100 | 0.0000 | 0.0000 | USD |
2024-02-02 | DIVIDEND | Las Vegas Sands Corp | US5178341070 | 0.0001 | 0.0001 | USD |
2023-12-27 | DIVIDEND | Autohome Inc | US05278C1071 | 0.0008 | 0.0027 | USD |
2023-12-19 | DIVIDEND | H World Group Ltd | US44332N1063 | 0.0005 | 0.0013 | USD |
2023-12-19 | DIVIDEND | Alibaba Group Holding Ltd | US01609W1027 | 0.0003 | 0.0003 | USD |
2023-12-18 | DIVIDEND | Broadcom Inc | US11135F1012 | 0.0001 | 0.0000 | USD |
2023-12-13 | DIVIDEND | Taiwan Semiconductor Manufacturing Co Ltd | US8740391003 | 0.0001 | 0.0001 | USD |
2023-12-11 | DIVIDEND | Lam Research Corp | US5128071082 | 0.0001 | 0.0000 | USD |
2023-12-04 | DIVIDEND | NVIDIA Corp | US67066G1040 | 0.0000 | 0.0000 | USD |