The Indxx US Fallen Knives Index is designed to track the performance of companies listed in the United States that have generated negative returns in the recent past, but are candidates for likely revival in the future, on account of their sound financial health.The index has been backtested to August 31, 2012 and has a live calculation date of April 27, 2020.
Index Characteristics
Base Date | 08/31/2012 |
No. of Constituents | 49 |
Dividend Yield * |
0.50% |
52 Week High/Low ** |
5653/3020 |
Company Name | Weight(%) |
---|---|
Gds Holdings Adr Rep 8 Ord | 5.28% |
Grocery Outlet Holding Ord | 5.17% |
Sarepta Therapeutics Ord | 4.83% |
Las Vegas Sands Ord | 4.75% |
Haemonetics Ord | 4.50% |
Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
---|---|---|---|---|---|
Beta 1 |
0.78 | 0.89 | 0.90 | 0.93 | 0.97 |
Correlation 1 |
0.70 | 0.94 | 0.92 | 0.85 | 0.77 |
Returns 2 |
-12.38% | -19.31% | -37.96% | 9.50% | 13.67% |
Standard Deviation | 46.80% | 43.82% | 35.46% | 30.56% | 22.95% |