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SGI World Quality Ex-Overvalued Index

Index level: 3766.14 as of 06/03/2019

Main characteristics

Bloomberg Code SGEPQXBW
Inception Date 31/10/2015
Return Type Net Return
Currency EUR
Calculated By Solactive


The SGI World Quality Ex-Overvalued Index aims to get an exposure to high quality stocks embedded in the MSCI World Index with a value filter in order to avoid overvalued ones.


The SGI World Quality Ex-Overvalued Index is based on a 5 step selection methodology applied to the shares comprising the MSCI World Index corrected from stocks with an average daily volume below 3 million euros. The stocks are ranked according to value (valuation ratios: PB, PE, FY 1 PE, EVEBITDA, PFCF) and quality (Piotroski score, Merton's Distance to default) scorings (quality scoring weighs for 5/7 and value scoring weighs for 2/7). The 350 high quality stocks avoiding the most expensive ones are selected and equally weighted in the index. The rebalancing frequency is quarterly, smoothed on 5 business days.

SGI World Quality Ex-Overvalued 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.