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Main characteristics

Bloomberg Code SGEPSBU
Inception Date 19/01/2016
Return Type Net Return
Currency USD
CALCULATED_BY S&P Dow Jones

Objective

The SGI US Size Index aims to get an exposure to small cap stocks which tend to outperform blue chips. Those stocks are embedded in S&P 500 Index.

Mechanism

The SGI US Size 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 their market capitalization. The 100 smallest cap stocks are selected and equally weighted in the index. The rebalancing frequency is quarterly, smoothed on 5-business days.

The SGI US Size 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.