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SG Japan Machine Learning Short Equity Index

Index level: 133.33 as of 13/11/2019

Main characteristics

Bloomberg Code SGEPMLJS
Inception Date 08/03/2019
Return Type Total Return
Currency JPY
Calculated By Singapore Exchange Limited

Objective

The SG Japan Machine Learning Short Equity Index aims to track the performance of a basket of Japanese stocks selected based on a machine learning algorithm developed by the Quant Research Department of Société Générale.

 

Mechanism

The Index is composed of a hypothetical basket of Japanese stocks, determined systematically on a monthly basis according to a machine learning algorithm.

 


The SG Japan Machine Learning Short Equity Index, is the property of Société Générale. Singapore Exchange Limited and its affiliates (collectively, the “ SGX Group Companies”) each expressly excludes any guarantee, warranty, condition, term, undertaking or representation of any kind, express or implied, statutory or otherwise, in relation to the Custom Indices, the methodology and the components of a Custom Index which may include, but is not limited to, constituent level data such as futures prices, shares outstanding, investable weight factor, and fundamental data such as price/earnings ratios and/or other financial ratio, including calculation of the Custom Indices (“ Underlying Data”) or values of the Custom Indices (“ Index Values”). In no event whatsoever shall any of the SGX Group Companies be liable or responsible for any damages or loss of any kind, even if they have been advised of the possibility of such damages or loss, whether in contract, tort (including negligence), strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss or any kind (including but not limited to loss of profit, loss of reputation, loss of opportunity, or lost time or goodwill), suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values;

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