The Standard & Poor’s X-Alpha USD Excess Return Strategy Index measures the performance of a rules-based, quantitative investment strategy that reflects the relative performance of growth and value indices to associated benchmarks for four geographic areas, the Eurozone, the USA, Japan and the United Kingdom. Growth stocks are identified from a high short term earnings momentum perspective, and value stocks are identified using low price-earnings ratio or high dividend yields. The Standard & Poor’s X-Alpha USD Excess Return Strategy Index uses a methodology based on Deutsche Bank’s proprietary “X-Alpha Model.”
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