Adaptivv Financial Technologies AG
OpenMetrics Solutions LLC: LAUNCH OF OPENMETRICS-JIMAG GLOBAL EQUITY REGIONS STABILITY INDEX
Zurich – 19.11.2019 The index dynamically weights, using a rule-based methodology, six exchange-traded equity ETFs with regional allocations in developed markets in North America, Europe and the Pacific, emerging markets in Asia, EMEA and Latin America, and one money market ETF. The conceptual model for the weighting assumes that equities may experience sudden changes (regime changes) in their price dynamics. A regime change occurs when new prices of an equity instrument cannot be explained by the dynamics of the previous prices, i.e. there is a change in the expected trend and/or a change in the expected variance. The objective is to provide a better risk/return profile compared to a passive allocation in equity segments, combined with protection against significant losses in severe market crises. The underlying technology, the SBX Structural Break Index(R) from OpenMetrics Solutions, a spin-off of ETH Zurich, has been used productively by institutional investors for risk management for several years. This index has been launched in cooperation with JACOT Investment Management AG (JIMAG) as an index sponsor and serves as the basis for the issuance of investable products such as the “Tracker Certificate on OpenMetrics-JIMAG Global Equity Regions Stability Index” from Leonteq Securities AG www.leonteq.ch. About JACOT Investment Management AG About LIXX GmbH About OpenMetrics Solutions
End of Media Release Issuer: OpenMetrics Solutions LLC Key word(s): Finance
19.11.2019 Dissemination of a Press Release, transmitted by DGAP – a service of EQS Group AG. |