CSM - Credit Suisse 130/30 Charts
CSM Tracks This Index: Credit Suisse 130/30 Large-Cap 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.
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.
- Issuer: ProShares
- Expense Ratio: 0.95%
- ETFdb Category: Long-Short
- ETF Home Page: CSM
- Inception: 2009-07-13
|
|
Explore CSM on ETFdb
- CSM Price & Trading Information: View CSM's latest price and trading information
- CSM Holdings: View CSM holdings by asset class, sector, country and more
- CSM Fact Sheet: View CSM's Fact Sheet
- CSM Returns: See historical performance, volatility, and dividend information
- CSM Head-To-Head: See how CSM compares to any other ETF in terms holdings, dividends, and more
- CSM Technical Indicators: Analyze CSM's momentum, relative strength, MACD and more
- CSM Category Report: View the Long-Short ETFdb Category Report
- CSM Realtime Rating: See how CSM rates against comparable ETFs in terms of expenses, historical returns, volatility, and concentration
