PRNewswire - STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today launched the EURO STOXX 50 Multi-Asset Indices that combine the core asset classes equity and fixed income. The indices replicate a hypothetical portfolio which tracks the performance of the EURO STOXX 50 Index and the EURO STOXX 50 Corporate Bond Index, thus creating multi-asset index concepts with pre-defined equity and bond exposure levels.
“The launch of the EURO STOXX 50 Multi-Asset Indices marks an important milestone for STOXX, as these are the first indices in the STOXX offering which provide market participants with a highly liquid solution for diversification over two complementary asset classes: core equities and fixed income within the EURO STOXX 50 universe,” said Matteo Andreetto, chief executive officer, STOXX Limited. “By offering indices with built-in exposure levels to equity and fixed income, these indices offer the possibility to construct portfolios according to individual risk preferences, as well as various macroeconomic factors.”
The methodology used for the index construction is straightforward, transparent and rules-based. This makes the concept fully accessible and coherent for investors, while allowing the indices to serve as an underlying for exchange-traded funds and derivatives. The EURO STOXX 50 Multi-Asset Indices combine the performance of two indices - EURO STOXX 50 and EURO STOXX 50 Corporate Bond Indices, following a model with pre-defined exposure levels to the parent benchmarks. The indices are rebalanced on a quarterly basis at the last trading day of March, June, September and December. All indices are available in price and total return version and are calculated in euro.
In addition to the EURO STOXX 50 Multi-Asset Indices, STOXX introduced currency hedged and unhedged index versions for the EURO STOXX 50 Corporate Bond Index. They are available in USD, JPY, GBP and CHF.
Please see the tables below for a full list of available indices:
| EURO STOXX 50 Multi-Asset High Growth | weight |
| EURO STOXX 50 Corporate Bond Index | 20% |
| EURO STOXX 50 Equity Index | 80% |
| EURO STOXX 50 Multi-Asset Growth | weight |
| EURO STOXX 50 Corporate Bond Index | 40% |
| EURO STOXX 50 Equity Index | 60% |
| EURO STOXX 50 Multi-Asset Balanced | weight |
| EURO STOXX 50 Corporate Bond Index | 50% |
| EURO STOXX 50 Equity Index | 50% |
| EURO STOXX 50 Multi-Asset Stability | weight |
| EURO STOXX 50 Corporate Bond Index | 60% |
| EURO STOXX 50 Equity Index | 40% |
| EURO STOXX 50 Multi-Asset High Stability | weight |
| EURO STOXX 50 Corporate Bond Index | 80% |
| EURO STOXX 50 Equity Index | 20% |
STOXX Ltd. is a global index provider, currently calculating a global, comprehensive index family of over 7,500 strictly rules-based and transparent indices. Best known for the leading European equity indices EURO STOXX 50, STOXX Europe 50 and STOXX Europe 600, STOXX Ltd. maintains and calculates the STOXX Global index family which consists of total market, broad and blue-chip indices for the regions Americas, Europe, Asia/Pacific and sub-regions Latin America and BRIC (Brazil, Russia, India and China) as well as global markets.
To provide market participants with optimal transparency, STOXX indices are classified into three categories. Regular “STOXX” indices include all standard, theme and strategy indices that are part of STOXX’s integrated index family and follow a strict rules-based methodology. The “iSTOXX” brand typically comprises less standardized index concepts that are not integrated in the STOXX Global index family, but are nevertheless strictly rules-based. While indices that are branded “STOXX” and “iSTOXX” are developed by STOXX for a broad range of market participants, the “STOXX Customized” brand covers indices that are specifically developed for clients and do not carry the STOXX brand in the index name.
STOXX indices are licensed to more than 500 companies around the world as underlyings for Exchange Traded Funds (ETFs), futures and options, structured products and passively managed investment funds. Three of the top ETFs in Europe and approximately 25% of all assets under management are based on STOXX indices. STOXX Ltd. holds Europe's number one and the world's number two position in the derivatives segment.
STOXX is part of Deutsche Boerse Group, and markets the DAX indices. www.stoxx.com