CSM - Credit Suisse 130/30 Fundamentals

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.

CSM Performance

1 Week Return: -1.16%
2 Week Return: -3.41%
4 Week Return: -3.96%
13 Week Return: -3.69%
26 Week Return: 10.42%
YTD Return: 5.01%
1 Year Return: -1.58%
3 Year Return: n/a
5 Year Return: n/a
Data as of 05/22/2012

CSM Expenses & Fees

  • Expense Ratio: 0.95%
  • Category: Long-Short
  • Category Range: 0.75% to 1.5%
  • Category Average: 0.88%

CSM Valuation

P/E Ratio: n/a
Beta: 1.05
20 Day Moving Average: $61.42
60 Day Moving Average: $62.30
Data as of 05/22/2012

CSM Dividend

Annual Dividend Rate: $0.50
Dividend Date: 2012-03-21
Dividend: $0.15
Annual Dividend Yield %: 0.83%
Data as of 05/22/2012

CSM Volatility

5 Day Volatility: 51.19%
20 Day Volatility: 14.19%
50 Day Volatility: 13.57%
200 Day Volatility: 11.88%
Standard Deviation: 3.50%
Data as of 05/22/2012

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