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SGI European Size Hedged Index

Index level: 1273.67 as of 19/10/2017

Main characteristics

Bloomberg Code SGEPSAE
Inception Date 16/10/2015
Return Type Net Return
Currency EUR
CALCULATED_BY Solactive

Objective

The SGI European Size Hedged Index aims to outperform its benchmark by getting an exposure to small cap stocks which tend to outperform blue chips. Those stocks are embedded in STOXX Europe 600 Index.

Mechanism

The SGI European Size Hedged Index aims to replicate a long position in the SGI European Size Index, hedged with a short position in the Stoxx Europe 600 (the benchmark). The SGI European Size Index is based on a 5 step selection methodology applied to the shares comprising the Stoxx Europe 600 index, corrected from stocks with an average daily volume  below 3 millions euros. The stocks are ranked according to their market capitalization. The 120 smallest cap stocks are selected and equally weighted in the index. The rebalancing frequency is quarterly smoothed on 5 business days.

The SGI European Size Hedged 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.