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 Vol Target BRIC index aims to outperform the S&P BRIC 40 (TR) index benchmark through an allocation between risky and non-risky assets. The index takes profit of the relation between bear markets and rising volatility observed in BRIC markets.
The Index systematically varies its exposure to its three components depending on the annualized 20-day historical volatility of the Underlying Index (the Historical Volatility”) relative to a target volatility of 18% (the Target Volatility):
- When the Historical Volatility exceeds the Target Volatility, the Index is less than 100% exposed to the Underlying Index and will be exposed, in whole or in part, to the Hypothetical Deposit. The greater the excess of the Historical Volatility over the Target Volatility, the greater the exposure of the Index to the Hypothetical Deposit, and the lesser the exposure of the Index to the Underlying Index. In this case, the Index is not exposed to the Hypothetical Borrowing.
- When the Historical Volatility is less than the Target Volatility, the Index is more than 100% exposed to the Underlying Index, subject to a maximum of 200% exposure. This leveraged exposure to the Underlying Index is deemed financed by the Hypothetical Borrowing. The greater the excess of the Target Volatility over the Historical Volatility, the greater the exposure of the Index to the Underlying Index and the Hypothetical Borrowing. The Hypothetical Borrowing will have a negative impact on performance of the Index. In this case, the Index is not exposed to the Hypothetical Deposit.