Stoxx develops optimised European sector indices with Source

The range of equity indices takes into account the ability to borrow a stock in the stock lending market, which is an important component in allowing active trading in the underlying index constituents. The Optimised Supersector indices will initially comprise stocks in the Dow Jones Stoxx 600 index, with stocks from Iceland and Greece then removed. Up to 60 stocks with the lowest liquidity are also removed from the index. The remaining stocks are ranked by average daily turnover value, which highlights how much a stock is trading in order to rank it by liquidity, and the availability...