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.
To recover your password, simply go to the login section and click on “Forgot your password?” An email will be sent to your email address with a new temporary password.
For more detailed information about an index, please contact your Societe Generale contact person.
To add an index to your favorites, simply click on the star icon to add this product to your favorites.
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 US Delta Cap Mean Reversion Index aims to generate positive performance from potential mean-reversion patterns in the levels of the S&P 500 index by capturing the spread between its daily and biweekly variance, while capping the absolute value of the performance of the Index over the performance of the Underlying Index (the “delta”) realized the day before at 200%.
The SGI US Delta Cap Mean Reversion Index combines three different mechanisms:
- The Index takes long positions in the daily variance and short positions in the bi-weekly variance of the S&P 500 Index;
- The Long/Short positions in the variance are rolled only on Tuesdays, Wednesdays and Thursdays of each week over a two-week period;
- Every day, the ratio between the performance of the Index and the performance of the S&P 500 Index called the ‘’delta’’ is floored at -200% and capped at 200%.