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The SGI Diversified ERP Long Index

Index level: 4729.62 as of 19/09/2019

Main characteristics

Bloomberg Code SGIXERPL
Inception Date 01/12/2016
Return Type Total Return
Currency EUR
Calculated By Solactive

Objective

The SGI Diversified ERP Long Index aims to provide an exposure to the performance of a long basket of SG Equity Risk Premia indices. The index includes four factors: Quality, Value, Profitability and Momentum. 

Mechanism

The index is composed of a diversified basket of long only SG Equity Risk Premia relying on solid investment rationales. The underlying basket is rebalanced on a monthly basis according to an inverse-volatility methodology based on the 1-year volatility.


The SGI Diversified ERP Long 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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