QSG Indexes
QSG’s financial services include offering the following international indices: QSG Developed International Opportunities Index, QSG Developed International Value Index, QSG Developed International Growth Index, QSG Asia-Pacific Opportunities Index, QSG Active Europe Index, QSG Active Australia Index, QSG Active Canada Index, QSG Active France Index, QSG Active Germany Index, QSG Active UK Index, QSG Active Italy Index, and QSG Active Japanese Equity Index.
The QSG Indices are designed to objectively select and report securities within a particular market segment that have the greatest potential for capital appreciation. QSG’s index methodology evaluates companies, using a proprietary multi-factor model based on the following measures of expected outperformance: sales, income, growth in sales, growth in income, expected growth, and operating efficiency. The companies are then ranked and sorted based on their cumulative scores. Component stocks for the QSG Indexes are selected from among the companies with the highest-ranking cumulative score (“Model Score”) within each respective universe.
QSG Developed International Opportunities Index
Index Description
The QSG Developed International Opportunities Index is a liquidity-adjusted market capitalization index designed to select and report the 250 equity securities with the highest likelihood of future outperformance from a broader universe of the 1,200 largest stocks (by liquidity-adjusted market capitalization) traded across all ex-US and Canada developed markets: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Greece, Hong Kong, Ireland, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom. The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
Constituents List
QSG Developed International Value Index
Index Description
The QSG Developed International Value Index is a liquidity-adjusted market capitalization index designed to select and report the 250 equity securities that are currently the most undervalued from a broader universe of the 1,200 largest stocks (by liquidity-adjusted market capitalization) traded across all ex-US and Canada developed markets: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Greece, Hong Kong, Ireland, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom. Stocks are divided between value and growth universes through a series of earnings and valuation screenings. The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of outperformance: relative book value, operating efficiency, capital structure, and long-term earnings strength.
QSG Developed International Growth Index
Index Description
The QSG Developed International Growth Index is a liquidity-adjusted market capitalization index designed to select and report the 250 equity securities with the highest likelihood of future earnings growth from a broader universe of the 1,200 largest stocks (by liquidity-adjusted market capitalization) traded across all ex-US and Canada developed markets: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Greece, Hong Kong, Ireland, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United Kingdom. Stocks are divided between value and growth universes through a series of earnings and valuation screenings. The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of outperformance: sales, income, growth in sales, growth in income, expected growth, and operating efficiency.
QSG Asia-Pacific Opportunities Index
Index Description
The QSG Asia-Pacific Opportunities Index is a liquidity-adjusted market capitalization index designed to select and report the 125 most undervalued equity securities from a broader universe of the 2,000 largest Asia-Pacific companies (by liquidity adjusted market capitalization), not including Japan: Australia, Hong-Kong, New Zealand, and Singapore. The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
Constituents List
QSG Active Europe Index
Index Description
The QSG Active Europe Index is a liquidity-adjusted market capitalization index designed to select and report the 250 equity securities with the highest likelihood of future outperformance from a broader universe of the 1,000 largest European companies (by liquidity-adjusted market capitalization) domiciled in following 16 developed market countries: Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland, and the United Kingdom. The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
Constituents List
QSG Active Australia Index
Index Description
The QSG Active Australia Index is a liquidity-adjusted market capitalization index designed to select and report the 125 equity securities with highest likelihood of future outperformance from a broader universe of the 500 largest Australian companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
QSG Active Canada Index
Index Description
The QSG Active Canada Index is a liquidity-adjusted market capitalization index designed to select and report the 125 equity securities with highest likelihood of future outperformance from a broader universe of the 500 largest Canadian companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
QSG Active France Index
Index Description
The QSG Active France Index is a liquidity-adjusted market capitalization index designed to select and report the 80 equity securities with highest likelihood of future outperformance from a broader universe of the 300 largest French companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
QSG Active Germany Index
Index Description
The QSG Active Germany Index is a liquidity-adjusted market capitalization index designed to select and report the 125 equity securities with highest likelihood of future outperformance from a broader universe of the 500 largest German companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
QSG Active UK Index
Index Description
The QSG Active UK Index is a liquidity-adjusted market capitalization index designed to select and report the 125 equity securities with highest likelihood of future outperformance from a broader universe of the 500 largest United Kingdom companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
QSG Active Italy Index
Index Description
The QSG Active Italy Index is a liquidity-adjusted market capitalization index designed to select and report the 32 equity securities with highest likelihood of future outperformance from a broader universe of the 150 largest Italian companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
QSG Active Japanese Equity Index
Index Description
The QSG Active Japanese Equity Index is a liquidity-adjusted market capitalization index designed to select and report the 250 equity securities with highest likelihood of future outperformance from a broader universe of the 1,000 largest Japanese companies (by liquidity-adjusted market capitalization). The equity securities are selected and weighted using a proprietary multi-factor model based on the following measures of expected outperformance: balance sheet strength, capital structure, leverage, earnings growth, earnings quality, and price momentum.
The Indices presented are for comparative purposes only and an investor cannot invest
directly in an Index. The QSG Indexes are designed to identify companies from the
universe of international stocks with potentially superior risk-return profiles
as determined by the Quantitative Services Group LLC.
An investor cannot invest directly in an index. QSG’s only relationship to
PowerShares is QSG’s licensing to PowerShares certain QSG trademarks, Indices
and trade names, which is composed by QSG without regard to PowerShares, any product
or any investor. The QSG Active Indexes were created by, and is a trademark of,
the Quantitative Services Group LLC and has been licensed for use by the American
Stock Exchange LLC. Index Products traded on the Amex that are based on the Index
are not sponsored by QSG and QSG does not guarantee the accuracy or completeness
of the Index, or the results to be obtained by any person from the use of the Index
or the trading of Index Provider Index products.