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Main characteristics

Bloomberg Code SGIXWIT
Inception Date 02/06/2009
Return Type Net Return
Currency EUR
CALCULATED_BY S&P Dow Jones

Objective

SGI WISE Top aims at outperforming the European equities market by picking Euro Stoxx 600 members that exhibit high Value and Momentum style according to the WISE Model.The index is rebalanced on a monthly basis using a series of 8 criteria. The Index aggregates last 12 selections to make a diversified yet representative selection of European equities.

Mechanism

Each month, the members of the Euro Stoxx 600 are screened by the Quantitative Research Team of Société Générale using 8 criteria that represent Value and Momentum styles: the 8 scores are summed and determine the WISE Top Score for each stock. The Top 10% stocks make the selection for the month. The Index is the aggregation of the last 12 selections with a liquidity threshold, as the scores were designed to exhibit best predictive quality on a 12-month time horizon.


 The SGI WISE Top 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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