Stats › Active, passive and flows › Autocalls
The Swedish regulator's autocall figures are a simulation, and in the bad cases the note loses more than the shares
| Measure | Note | Alternative | Basis |
|---|---|---|---|
| Return where the period ends below the start level | -23.98% | -22.88% holding the shares | 18,016 simulated outcomes |
| Total cost | 6.9% over the term | 0.38% a year for a median index fund | Supervisor's measurement |
| Cost a year, over a 2.16 year average term | 3.2% | 0.38% | Same |
| Average realised term, one issuer's 217 matured autocalls | 1.5 years | Not applicable | Issuer's own brochure |
The supervisor's figures come from a simulation that rolls actually issued contracts forward from every start date in about twenty years of daily prices. They are not measured investor returns. The supervisor reports no significance statistic of any kind.
The supervisor rolled 51 issued autocall contracts forward from every start date over twenty years of prices, giving 186,446 simulated outcomes. In the outcomes that ran to maturity below the starting level, the note returned minus 23.98 per cent against minus 22.88 for the shares.
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