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Indices

STOXX® Japan 50 Risk Control 20% RV

Summary

The STOXX Risk Control indices aim to create a portfolio, consisting in a mix of the underlying index and a cash component, whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index, as compared to the risk level targeted by the Risk Control index: the more the underlying index’ volatility exceeds the threshold, the higher the allocation to the cash component. All STOXX Risk Control indices utilize a measure of volatility in realized terms; the Risk Control indices on EURO STOXX® 50 are additionally available in an implied volatility version, where the measure of volatility is based on the VSTOXX® index. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%, with the exception of the STOXX Europe Large 200 Risk Control indices, for which the cap is set to 100%.


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Symbol
SJPR20DG
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0147254186
Bloomberg
SJPR20DG INDEX
Last Value
1,801.25 +8.18 (+0.46%)
As of 07:15 pm CET
Daily Low
1801.25
Daily High
1801.25
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