CSM - ProShares Credit Suisse 130/30 Profile
CSM Tracks This Index: Credit Suisse 130/30 Large-Cap Index
Index Description: The methodology of the Credit Suisse 130/30 Index has two main components: the calculation of expected alpha scores for each large-cap stock in the universe and portfolio optimization. The expected alpha scores quantify the performance prospects for each stock; portfolio optimization attempts to ensure that the long/short portfolio maintains risk characteristics similar to the long-only large-cap universe.
Latest Stories on CSM
Other ETFs in this ETFdb Category: |
Helpful LinksDatabase Type Matches |
More Resources
|
