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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 property of Société Générale, 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.