SGI European Profitability Index

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Main characteristics

Bloomberg Code SGEPPBE
Inception Date 16/10/2015
Return Type Net Return
Currency EUR
Calculated By Solactive


The SGI European Profitability Index aims to track a basket of profitable stocks embedded in STOXX Europe 600 Index.


The SGI European Profitability Index is based on a 5 step selection methodology applied to the shares comprising the Stoxx Europe 600 index, corrected from stocks with an average daily volume  below 3 millions euros. The stocks are ranked according to 12-months Trailing profitability ratios (ROE, ROA, ROIC and GPOA) relative to the sector. The 120 most profitable stocks are selected and equally weighted in the index. The rebalancing frequency is quarterly, smoothed on 5 business days.

The SGI European Profitability Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.