Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index: 99,637.81 -443.91

Xetra/Börse Frankfurt:Five Lyxor Factor ETFs Launched On Xetra - ETFs Provide Access For The First Time To Risk Factor Strategies Of The J.P. Morgan Europe Index Family

Date 10/07/2015

Five new exchange-listed index funds issued by Lyxor International Asset Management have been tradable on Xetra and Börse Frankfurt since Friday.

The new Lyxor ETFs track the performance of the J.P. Morgan Europe Factor Indices, which comprise 40 European stock corporations from the MSCI Europe Index depending on the tracked strategy. The selection and weighting of each stock is based on the respective strategy: low-beta, company value, company size, momentum and earnings quality.

The low-beta strategy selects companies with a low beta factor. The beta factor shows how sensitively the share price reacts to changes in an index. 

The value-based strategy selects stock corporations on the basis of three factors: earnings yield, book-to-price ratio, and the free cash flow yield. 

The low-size strategy selects companies with the lowest market capitalisation in a sector and weights them equally in the reference index. 

The momentum strategy measures the strength of a share price movement. Companies with high momentum are selected and then weighted equally in the reference index. 

Investors also have access to the quality strategy. Companies are selected based on the quality of their earnings, i.e. return on equity, the equity debt ratio and the net profit margin on equity.

Please find further information on the individual products in the enclosed table.


The product offering in Deutsche Börse's XTF segment currently comprises a total of 1,082 exchange traded funds. This selection, together with an average monthly trading volume of around €13 billion, makes Xetra Europe’s leading trading venue for ETFs.

Xetra® and XTF® are registered trademarks of Deutsche Börse AG.

Attachments
Titel Type Size
Product overview pdf 50 KB
Related links
  www.xetra.com