Absa Capital, the Barclays-affiliated corporate and investment banking division of Absa Bank Limited, is marketing Black Chips Protector and Black Chips Accelerator, two structured notes offering South African investors exposure to the Barclays Black Chips index.

"We have seen a strong flight to quality driven by the uncertain global and local economic environment," said Ryan Sydow (pictured), head of retail distribution at Absa Capital. "The Barclays Black Chips index seeks to pick out the best stocks from across Western Europe, North America and Asia."

The launch, said the bank, responds to investor demand to access financially robust offshore shares via a single rand-denominated term investment with a choice of capital protection levels.

The Barclays Black Chips index employs quantitative measures to ensure that investors participate in so-called 'black chips' - an enhancement of the high quality stocks known as 'blue chips.'

The companies included in the Black Chips index are selected from a global basket based on their financial robustness, liquidity, debt to earnings levels and the amount of dividends they distribute. The index follows a specific investment mechanism defined in advance, is governed by transparent rules and is adjusted every three months to identify a new portfolio of quality stocks.

The specific selection of mechanisms seeks to identify quality stocks through the use of fundamental accounting metrics such as the price earnings ratio and the return on equity ratio.

"Based on these metrics, the mechanism removes the stocks showing least quality compared to their peers and avoids an explicit bias towards undervalued stocks," said Vladimir Nedeljkovic, head of investments at Absa Capital.