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Main characteristics

Bloomberg Code SGEQD
Inception Date 16/10/2015
Return Type Net Return
Currency EUR
Calculated By Solactive

Objective

The SG European Quality Defensive Index aims to track a portfolio of European companies selected solely on the basis of their ability to provide high quality revenue and to prove resilient in a market of declining earnings expectations in the usual defensive sectors (Consumer Staples, Utilities, Communications & Healthcare), according to a model developed by SG’s Quant Research Department.

Mechanism

The Index is reviewed quarterly according to a fully systematic model, which selects high-quality and defensive stocks by implementing a proven methodology developed by SG’s Equity Quant Research. The best 50 defensive stocks are selected according to a score based on the Piotroski’s nine quality factors and the distance to default methodology (Merton’s model).

SG European Quality Defensive 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.
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