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Main characteristics

Bloomberg Code SGIXWILS
Inception Date 01/03/2007
Return Type Excess Return
Currency EUR
CALCULATED_BY S&P Dow Jones

Objective

SGI WISE Long/short seeks to deliver a return uncorrelated to the european market, using long and short positions on stocks.

Mechanism

Every month, the WISE model computes a score for every pan-European stock that complies with a market capitalization threshold of 3 billion euros. This score is based on a set of value and momentum factors that have been selected for their robustness in predicting out performers and underperformers in the past. The long portfolio represents the most attractive decile of the scoring universe while the short portfolio represents the lowest decile


The SGI WISE Long/Short (EUR - ER) (The “Index”) is the property of SG, which has contracted with S&P Opco, LLC (a subsidiary of S&P Dow Jones Indices LLC) (“S&P Dow Jones Indices”) to maintain and calculate the Index. S&P® is a registered trademarks of Standard & Poor’s Financial Services LLC (“SPFS”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”) and these trademarks have been licensed to S&P Dow Jones Indices. “Calculated by S&P Dow Jones Indices Custom” and its related stylized mark(s) are service marks of S&P Dow Jones Indices and have been sublicensed for certain purposes by SG. Neither S&P Dow Jones Indices, SPFS, Dow Jones nor any of their affiliates shall be liable for any errors or omissions in calculating the Index.
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