Standard & Poor's World Dynamic Strategy Index reflects the performance of an investment strategy that attempts to predict the relative performance of the U.S., European & Japanese equity markets for the forthcoming quarter. It is a quantitative, rules-based model that uses the leading macroeconomic indicators, stock market momentum, and fundamental valuation metrics.
Index construction is attained using the following criteria:
Leading Economic Indicator Score
Stock Market Returns Score
Final Score and Rank
Price/Earnings Adjustment Factor
Index Governance and Policy
This index is maintained by the S&P Index Committee, whose members include Standard & Poor's economists and index analysts. It follows a set of published guidelines and policies that provide the transparent methodologies used to maintain the index.
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