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Main characteristics

Bloomberg Code SGEPPBU
Inception Date 19/01/2016
Return Type Net Return
Currency USD
Calculated By S&P Dow Jones

Objective

The SGI US Profitability Index aims to track a basket of profitable stocks embedded in S&P 500 Index.

Mechanism

The SGI US Profitability Index is based on a 5 step selection methodology applied to the shares comprising the S&P 500 Index, corrected from stocks with an average daily volume below USD 3 millions. The stocks are ranked according to 12-months trailing profitability ratios (ROE, ROA, ROIC and GPOA) relative to the sector. The 100 most profitable stocks are selected and equally weighted in the index. The rebalancing frequency is quarterly, smoothed on 5-business days.

The SGI US Pofitability Index (the “Index”)  is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to calculate the Index. S&P® is a registered trademark of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); and, these trademarks have been licensed to S&P Dow Jones Indices.] “Calculated by S&P Dow Jones Indices” and its related stylized mark(s) have been licensed for use by [SG]. Neither S&P Dow Jones Indices, SPFS, Dow Jones, nor any of their affiliates sponsor and promote the Index and none shall be liable for any errors or omissions in calculating the Index.