Don't Short the Winners Launching GS Europe ex Winners

Goldman Sachs has launched the GSXEXWIN index, a systematic European equity hedge that excludes high-momentum winners. The product aims to provide a lower-volatility alternative to the STOXX 600.

Key Takeaways

• 1.The report introduces GSXEXWIN, a new basket designed to systematically exclude high-momentum winners from a broad European equity hedge.
• 2.GSXEXWIN offers lower volatility than the STOXX 600 and provides a more stable, less crowded alternative to traditional Low Momentum hedges.

Table of Contents

• Sector Exposure:
• Country Exposure:
• Factor Exposure ($10m Notional):

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