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Deutsche Boerse DAXplus Strategy Indices

Published in Strategy Indices

Deutsche Börse has established a new index family for strategy indices with DAXplus®. These index products allow investors to chart different investment strategies in a transparent, rule-based and cost-effective manner. Another index, DivDAX, comprises the DAX companies with the highest dividend yields.

Primary financial tools for hedging against risks are financial derivatives. One of the most successful and widespread option strategies is the Covered Call or so called Buy-Write strategy. Investors following the Covered Call strategy sell a call option and buy the underlying at the same time. Thus investors are able to protect themselves from a total loss and profit simultaneously from sideways market movements. Deutsche Börse reproduces this well-known and very successful investment strategy by means of the DAXplus® Covered Call index. The rolling index is based on the DAX® portfolio and a call option on DAX which is traded on the Eurex forward market.

Key Features and Coverage on RIMES

For this data source, RIMES hosts the DAXplus Covered Call.

Some of the data items available include:

  • Adjustment time, Annual volatility, Average, Beta, CAPM yield, Covariance, Gross Index, Inclusion price, ISIN, Reuters and Bloomberg IDs, Jensen‘s alpha, Modigliani’s M-square, Sharpe ratio, and Treynor ratio.

 

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