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.
ETFs Tracking The Credit Suisse 130/30 Large-Cap Index
ETFs tracking the Credit Suisse 130/30 Large-Cap Index are presented in the following table.
* Market Cap is shown in millions of dollars.
Other Long-Short ETFs
ETFdb staff has allocated each ETF in the ETF database, as well as each index, to a single "best-fit" ETFdb Category. Other ETFs in the Long-Short ETFdb Category are presented in the following table.
* Market Cap is shown in millions of dollars.
Other Long-Short Indexes
Other indexes tracked by ETFs in the Long-Short ETFdb Category include:
- CBOE NASDAQ-100 BuyWrite Index
- CBOE S&P 500 BuyWrite Index
- Credit Suisse 130/30 Large-Cap Index
- First Trust Enhanced 130/30 Large Cap Index
- S&P Commodity Trends Indicator - Total Return
