There are several information displayed on sgindex.com about SGI indices, such as the description, the mechanism and the performances of our indices.
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The SG Index range of indices covers a wide scope of assets, including equities, interest rates, credit, commodities, and foreign exchange, which are either structured as cross-asset allocations or single-asset strategies. SG Index allows your to:
- Access the full range of flagship indices in Equity,Foreign Exchange, Credit, Rates and Cross Assets.
- Use user-friendly interface that helps you to find the information that you need on a specific index (launch date, performance, documentation...).
- Access all struvtured indices aiming to provide an adequate trade-off between liquidity and performance.
You can find your favorite indices in the \"My Space\" section by clicking on the Account icon.
The SG Global Value Beta Index aims to track the performance of a global basket of listed shares which exhibit a positive value bias. The methodology consists of ranking stocks based on their global sector relative valuation metrics, as not only has this demonstrated better risk-adjusted returns, but it also makes more intuitive sense to compare companies within the same sector.
The stocks are chosen from a universe of global developed market companies with a free float market capitalization of US$1bn or more at today’s price, and where average daily volume has exceeded US$3mn over the past six months. Stocks are ranked relative to their sector peers on the basis of valuation. The value are calculated using the equal-weighted quintile score of a set of five traditional value factors, which have all been associated with positive returns in academic literature: Book to Price Factor, Earnings to Price Factor, One Year forward Earnings to Price Factor, EBITDA to Enterprise Value Factor, Free Cash Flow to Price Factor. After that the index consists of an equal-weighted basket of the cheapest 200 stocks based on the above value score.