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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SGI Global Value Beta Hedged Index aims to replicate a long position in the SG Global Value Beta Net Total Return Index ( Index), beta-hedged with a short position in MSCI World Net Total Return Euro Index, i.e. the Benchmark. The Value Beta strategy aims to track a portfolio of companies selected on their cheap prices and their ability to provide a high price appreciation stream to their owners in the future, according to a model developed by SG’s Quant Research Department.
The Index takes long position in the SG Global Quality value Net Total Return Index, beta-hedged with a short position in MSCI World Net Total Return Euro Index. The short exposure to the Benchmark is determined on a monthly basis through linear regression of the SG Global Value Beta Net Total Return Index vs. the MSCI World Net Total Return Euro Index. The regression is performed on 3-day returns over a period of 120 calculation dates. The exposure to the Benchmark is constrained to be greater than -150% and lower than -50%.