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SG Japan Equity Quality Income Premium 5% VT Index

Index level: 961.75 as of 16/11/2018

Main characteristics

Bloomberg Code SGQJEBAP
Inception Date 18/01/2018
Return Type Excess Return
Currency JPY
Calculated By Singapore Exchange Limited

Objective

The SG Japan Equity Quality Income Premium 5% VT Index aims to provide an exposure to the excess performance of SG Japan Quality Income Beta Adjusted Index over the TOPIX Gross Total Return Index

Mechanism

The index is long in the Quality Income Beta Adjusted Index and short on the TOPIX Gross Total Return Index.  When the volatility of the Underlying Basket exceeds 5%, the Exposure will generally be less than 100% (subject to a minimum Exposure of 0%). When the volatility of the Underlying Basket falls below 5%, the Exposure will generally be greater than 100% (subject to a maximum Exposure of 150%). 


The SG Japan Equity Quality Income Premium 5% VT Index (“Custom Index”), is the property of Société Générale. Singapore Exchange Limited and its affiliates (the “ SGX Group Companies”) each expressly excludes any guarantee, warranty, condition, term, undertaking or representation of any kind, express or implied, statutory or otherwise, in relation to the Custom Indices, the methodology and the components of a Custom Index which may include, but is not limited to, constituent level data such as futures prices, shares outstanding, investable weight factor, and fundamental data such as price/earnings ratios and/or other financial ratio, including calculation of the Custom Indices (“ Underlying Data”) or values of the Custom Indices (“ Index Values”). In no event whatsoever shall any of the SGX Group Companies be liable or responsible for any damages or loss of any kind, even if they have been advised of the possibility of such damages or loss, whether in contract, tort (including negligence), strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss or any kind (including but not limited to loss of profit, loss of reputation, loss of opportunity, or lost time or goodwill), suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.

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