The Solactive European Quality Market Neutral Index is constructed by matching a long
\nposition in the Solactive European Quality Index with a short position in Euro Stoxx\u00ae 50 Index Futures. The
\nSolactive European Quality Market Neutral Index combines a fundamental quality framework of rules-based
\nstock picking with a market-neutral approach aimed at offsetting portfolio sensitivity to systematic risk. <\/p>\n
As such, the long position, coinciding with the Solactive European Quality Index, includes companies that have Firstly, companies are screened according to ROE, or the efficiency with which a company Henning Kahre, Head of Research at Solactive AG, commented: \u201cThe Solactive European Quality Index was Frederic Goasguen, Head of Index Engineering, Equity Derivatives at Natixis\u2019 Corporate & Investment Solactive is announcing the launch of the Solactive European Quality Market Neutral Index licensed to Natixis. The index is to be used as an underlying for structured products issued by Natixis. <\/p>\n","protected":false},"author":20,"featured_media":55926,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":[],"categories":[1471],"tags":[1687,1655,1718,1658,1673,1671,1651,1711,1437,1691,1814,2103,1952,1677,2118],"_links":{"self":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts\/55928"}],"collection":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/users\/20"}],"replies":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/comments?post=55928"}],"version-history":[{"count":0,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/posts\/55928\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/media\/55926"}],"wp:attachment":[{"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/media?parent=55928"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/categories?post=55928"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/beta.next-finance.net\/en\/wp-json\/wp\/v2\/tags?post=55928"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}The
\npurpose of the index is to allow investors to stabilise volatility while capturing outperformance of the selected
\nstocks versus the market.<\/quote><\/p>\n
\nbeen selected based on three fundamental microeconomic criteria regarded as potential sources of future
\noutperformance. <\/p>\n
\ngenerates profit for its shareholders. Secondly, a financial leverage filter is applied, measured by the debt-toassets
\nratio, as an indicator of financial model sustainability and resilience of financial performance at times of
\neconomic slowdown. Lastly, the dividend yield is taken into account, as another indicator of the financial health
\nof a company. <\/p>\nIn the face of pervasive market uncertainty and considering the difficulty in identifying
\nconsistently outperforming stocks, the short position in Euro Stoxx\u00ae 50 Index Futures helps beta-hedge the
\naforementioned stock-picking strategy and can compensate for adverse market movements.<\/quote> <\/p>\n
\ncreated with the idea of leveraging on the long-term potential of certain quality criteria to the benefit of future
\nperformance. The Solactive European Quality Market Neutral Index refines this index concept by adding a
\nhedging strategy that can appeal to investors that want to avoid directional market exposure<\/em>\u201d. <\/p>\n
\nBanking, said: \u201cThe launch of the Solactive European Quality Market Neutral Index, in collaboration with
\nSolactive, is testament to Natixis\u2019 commitment in offering innovative equity solutions to our clients by providing
\nsmart access to a dynamic basket of quality companies, which will prove beneficial during sustained periods of
\nmarket sluggishness. The launch of this index adds to Natixis\u2019 new generation of indices and will enable us to
\nexpand the range of investment solutions to both our retail and institutional clients.<\/em>\u201d<\/p>\nThe Solactive European Quality Market Neutral Index is provided as Price Return denominated in EUR. The
\nindex is composed of 50 equally-weighted European stocks, with a minimum of 1 and a maximum of 7
\ncompanies per sector included in the index.<\/quote>
\n The composition of the index is readjusted yearly and the short
\nexposure to Euro Stoxx\u00ae 50 Index Futures is determined on a monthly basis. The index is based on 100 at the
\nclose of trading on the start date of 8th of January 2001. <\/p>\n","protected":false},"excerpt":{"rendered":"