The SGI US Earnings Momentum Index (USD – Net Total Return) aims to track the performance of an earnings momentum strategy applied to US stocks. The Index is part of the SGI Equity Risk Premia range.
The Index is composed of a hypothetical Underlying Basket of US stocks, determined on a monthly basis according to a systematic earnings momentum scoring methodology.
The earnings momentum scoring methodology aims to select the shares that experienced an increase of their earnings revisions.
The SGI US Earnings Momentum Index (USD – Net Total Return) Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.