There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
Thanks to the search parameters offered by the sgindex.com website, you can filter the indices by asset class, category or region.
To find an index on the sgindex.com website, you can either enter the name of the index, its ticker or a theme word related to the index in the search bar.
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For more detailed information about an index, please contact your Societe Generale contact person.
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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SGI Fed Model US is based on an equity-bond relative valuation model including:
- An equity valuation indicator, given by the earnings to price (E/P). The higher the E/P, the more attractive the equity valuation is.
- A bond valuation indicator, given by the nominal bond yield (BY). The allocation is determined according to the average historical difference between the inverse of the 12-month-forward price-to-earnings forecast and the market price of the generic 10-year Treasury bond.
- When the average spread is equal to or greater than 0.3%, the SGI Fed Model is fully exposed to equity market.
- When the average spread is equal to or less than -0.3%, the SGI Fed Model is fully exposed to the bond market.
- When the average spread is between -0.3% and 0.3% the SGI Fed Model is exposed to both equity and bond markets, with the allocation based on a linear function of the average spread.