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Main characteristics

Bloomberg Code SGIXWUT
Inception Date 01/02/2008
Return Type Net Return
Currency USD
CALCULATED_BY S&P Dow Jones

Objective

SGI WISE US Top aims at outperforming the US equities market by picking S&P 500 members that exhibit high Value and Momentum style according to the WISE US Model.
The index is rebalanced on a monthly basis using a series of 12 criteria. The Index aggregates last 12 selections to make a diversified yet representative selection of US equities.

Mechanism

Each month, the members of the S&P 500 are screened by the Quantitative Research Team of Société Générale using 12 criteria that represent Value and Momentum styles: the 12 scores are summed and determine the WISE US 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 US Top (USD - TR) (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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