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Statistik › Aktivt, passivt och flöden › Autocalls

The Swedish regulator's autocall figures are a simulation, and in the bad cases the note loses more than the shares

MåttAnmärkningAlternativeUnderlag
Return where the period ends below the start level-23.98%-22.88% holding the shares18,016 simulated outcomes
Total cost6.9% over the term0.38% a year for a median index fundSupervisor's measurement
Cost a year, over a 2.16 year average term3.2%0.38%Samma
Average realised term, one issuer's 217 matured autocalls1.5 yearsInte tillämpligtIssuer'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.

186,446Simulated outcomes in the study
51Contracts rolled forward
-23.98% then -22.88%Return in the downside subset, note then shares
6.9%, or 3.2% a yearTotal cost of a Swedish autocall

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