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SGI European ESG Low Volatility

Index level: 198.83 as of 19/11/2018

Main characteristics

Bloomberg Code SGEPLGE
Inception Date 26/09/2017
Return Type Net Return
Currency EUR
Calculated By Solactive

Objective

The SGI European ESG Low Volatility Index aims to get an exposure to stocks with a low historical volatility embedded in the Solactive Europe 675 Index, and selected on an innovative ESG (Environmental, Social and Governance) consensus rating based on Grizzly expertise.

Grizzly Responsible Investment is an independent ESG research firm with an innovative approach based on responsible investment consensus.

Mechanism

The SGI European ESG Low Volatility Index is based on a 6 steps selection methodology applied to the stocks comprising the Solactive Europe 675 Index, corrected from stocks with an average daily volume below EUR 3 millions. The 120 lowest volatility stocks are ranked according to their Daily Volatility over the last 6 months. The 100 top stocks are selected according to the Grizzly ratings and equally weighted in the index. The rebalancing frequency is quarterly, smoothed on 5-business days.


The SGI European ESG Low Volatility 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.

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