STOXX- ZURICH – STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today introduced the EURO STOXX 50 Multi-Asset Momentum Risk Cap Indices. These indices implement a cross-asset strategy concept that is based on the EURO STOXX 50 and the EURO STOXX 50 Corporate Bond Indices, using the momentum factor for dynamic asset allocation to enhance returns, while maintaining the risk at pre-defined maximum volatility levels.
The EURO STOXX 50 Multi-Asset Momentum Risk Cap Indices are screened for high liquidity and therefore suited as underlyings for financial products such as exchange-traded funds (ETFs) and derivatives.
“Research shows that demand for multi-asset strategies has grown in recent years as has the need for innovative solutions. To meet this need, STOXX expands its range of multi-asset indices with the launch of the EURO STOXX 50 Multi-Asset Momentum Risk Cap Indices,” said Matteo Andreetto, chief executive officer, STOXX Limited. “Our multi-asset strategies are designed for market participants who want to benefit from the cross-asset exposure to core equities and fixed income within the EURO STOXX 50 universe. The dynamic allocation strategy of the newly launched versions potentially increases performance, while simultaneously being sensitive to risk. This combination allows to construct efficient portfolios in accordance with individual risk preferences.”
The EURO STOXX 50 Multi-Asset Momentum Risk Cap Indices combine the performance of the EURO STOXX 50 and EURO STOXX 50 Corporate Bond Indices. This cross-asset concept based on a momentum strategy allows a dynamic weighting of the returns of the underlying indices. Additionally a risk control component in form of a volatility-cap is applied. The offering is available at the following maximum volatility levels: 5%, 7.5%, 10%, 15% and 20%.
The indices are rebalanced on a quarterly basis at the last trading day of March, June, September and December. At any other calculation day, a daily volatility level control procedure is applied. All indices are available in price and total return versions and are calculated in euro. The base date is Mar. 31, 2011, with the base value set at 100.
Please see the table below for a full list of available indices:
| Index versions |
| EURO STOXX 50 Multi-Asset Momentum 5% Risk Cap |
| EURO STOXX 50 Multi-Asset Momentum 7.5% Risk Cap |
| EURO STOXX 50 Multi-Asset Momentum 10% Risk Cap |
| EURO STOXX 50 Multi-Asset Momentum 15% Risk Cap |
| EURO STOXX 50 Multi-Asset Momentum 20% Risk Cap |
NEWSLETTER SIGN UP
And receive exclusive articles on securities markets
It's been a month since we had our Women In Finance Awards in New York City at the Plaza! Take a look back tab some moments, and nominate for our upcoming awards in Mexico City and Singapore here: https://www.marketsmedia.com/category/events/
4
Citadel Securities told the SEC that trading tokenized equities should remain under existing market rules, a position that drew responses from various crypto industry groups. @ShannyBasar for @MarketsMedia:
SEC Commissioner Mark Uyeda argued that private assets belong in retirement plans, saying diversified alts can improve risk-adjusted returns and that the answer to optimal exposure “is not zero.” @ShannyBasar reporting for @MarketsMedia:
COO of the Year Award winner! 🏆
Discover how Jennifer Kaiser of Marex earned the 2025 Women in Finance COO of the Year recognition.
Related articles
-
The strategy offers previously OTC products in a listed, centrally cleared format.
-
Liquid benchmarks underscore maturity of the bitcoin options market.
-
Investors are looking for ways to evaluate and compare private market strategies.
-
Physical and transition risks from climate change are accelerating.
-
The firm has filed for approval to trade tokenized equities and ETFs.