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SG US Strong Balance Sheet Beta Hedged Index (USD - Excess Return)

Index level: 174.99 as of 29/05/2020

Main characteristics

Bloomberg Code SGEPSBSB
Inception Date 05/06/2019
Return Type Excess Return
Currency USD
Calculated By Singapore Exchange Limited

Objective

The SG US Strong Balance Sheet Beta Hedged Index aims to provide a hypothetical exposure to comparative performance of a synthetic long position on the MSCI USA Select Strong Balance Sheet Index against the performance of a synthetic short position on the SGI Futures Series.

Mechanism

The Index is composed of a long position in the Select Strong Balance Sheet Index, hedged with a short position in the SGI Futures Series. The Index aims use the short exposure as a beta hedge of the long exposure.


The SG US Strong Balance Sheet Beta Hedgeg Index is the property of the Customer Singapore Exchange Limited and its affiliates 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 or values of the Custom Indices. 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, strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss of any kind, suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.

 

 

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