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About SG Index
Main characteristics
| Bloomberg Code | SGQINH |
|---|---|
| Inception Date | 04/08/2014 |
| Return Type | Excess Return |
| Currency | EUR |
| Calculated By |
|
Objective
The SGI Global Quality Income Beta Hedged aims to replicate a long position in the SG Global Quality Income Net Total Return Index ( Index), beta-hedged with a short position in MSCI World Net Total Return Euro Index, i.e. the Benchmark.
The Quality Income strategy aims to track a portfolio of companies selected solely on the basis of their ability to provide a high quality income stream to their owners, according to a model developed by SG’s Quant Research Department.
Mechanism
The Index takes a long position in the SG Global Quality Income Net Total Return Index, beta-hedged with a short position in MSCI World Net Total Return Euro Index. The short exposure to the Benchmark is determined on a monthly basis through linear regression of the SG Global Quality Income Net Total Return Index vs. the MSCI World Net Total Return Euro Index. The regression is performed on 3-day returns over a period of 120 calculation dates.The exposure to the Benchmark is constrained to be greater than -150% and lower than -50%.
SGI Global Quality Income Beta Hedged Index (the “Index”) is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.