VDAX

E549685

VDAX is a German volatility index that measures the expected fluctuation range of the DAX stock market over a specified period, similar in concept to the VIX for the U.S. market.

All labels observed (1)

Label Occurrences
VDAX canonical 2

How this entity was disambiguated

Statements (42)

Predicate Object
instanceOf financial index ⓘ
market indicator ⓘ
volatility index ⓘ
assetClass equities ⓘ
basedOn DAX options ⓘ
category stock market index ⓘ
volatility measure ⓘ
country Germany ⓘ
dataType real-time index ⓘ
describes expected fluctuation range of the DAX ⓘ
dimension percentage ⓘ
exchangeTradedProductsLinked structured products ⓘ
volatility derivatives ⓘ
hasAbbreviation VDAX ⓘ
indicatorType forward-looking volatility indicator ⓘ
isCalculatedFrom implied volatilities ⓘ
option prices ⓘ
isPartOf European volatility indices universe ⓘ
isUsedBy institutional investors ⓘ
portfolio managers ⓘ
risk managers ⓘ
traders ⓘ
languageOfName German ⓘ
market German equity market ⓘ
measures expected volatility of the DAX index ⓘ
reflects implied volatility of DAX options ⓘ
investor fear and uncertainty in German equities ⓘ
region Europe ⓘ
relatedTo DAX ⓘ
German stock market ⓘ
equity derivatives ⓘ
riskMeasureType market risk ⓘ
similarTo EURO STOXX 50 Volatility Index (VSTOXX) ⓘ
VIX ⓘ
subjectArea derivatives ⓘ
finance ⓘ
quantitative finance ⓘ
timeHorizon short- to medium-term expected volatility ⓘ
underlyingIndex DAX ⓘ
usedFor hedging equity portfolios linked to DAX ⓘ
measuring market risk sentiment in Germany ⓘ
volatility trading strategies ⓘ

How these facts were elicited

Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

FWB → hasIndex → VDAX ⓘ
VDAX → hasAbbreviation → VDAX ⓘ