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SGI US Momentum Index

Index level: 3628.14 as of 04/11/2017

Main characteristics

Bloomberg code SGEPMBU
Inception date 01/19/2016
Return type Net Return
Currency USD
Calculated by S&P Dow Jones

Objective

TheThe SGI US Momentum Index aims to get an exposure to stocks which have recently well performed and embedded in S&P 500 Index universe.

Mechanism

The Momentum scoring is based upon : The 11-month residual Return lagged by 1-month   


The SGI US Momentum Index began publishing on January 19th, 2016. Therefore, all data for the Index for the period prior to January 19th, 2016 represent S&P Dow Jones ("S&P DJ"s) application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to January 19th, 2016 consistent with the Index methodology. Results prior to January 19th, 2016 may have been different had the Index actually been in existence. The SGI US Momentum Index  (the “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 maintain and calculate 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”); and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.

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