The Lyxor AM - Growing and Dynamic Europe Index is designed to capture the performance of a leveraged equally weighted basket of shares advised by Lyxor Asset Management net of a synthetic dividend.
The composition of the Index may be reviewed on a monthly basis by the Index Advisor (i.e. Lyxor AM). The Index Advisor ranks European equities based on a combination of scores such as growth, value, low Beta and sustainability indicators; and each equity allocation will be determined following an equal weight methodology. The objective of such methodology is to obtain a diversified portfolio.
The Lyxor AM - Growing and Dynamic Europe Index is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. The [S&P IP] is the exclusive property of S&P Dow Jones Indices, its affiliates and/or their third party licensor(s) and has been licensed for use by [SG] in connection with the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); [[Third party licensor trademark] is a trademark of [third party licensor;] and, these trademarks have been licensed to S&P Dow Jones Indices.] “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by [SG]. Neither S&P Dow Jones Indices, SPFS, Dow Jones, [nor] any of their affiliates [nor their third party licensors] sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.