SGI US Value Index

Index level: 5923.540 as of 01/27/2023

Main characteristics

Bloomberg code SGEPVBU
Inception date 01/19/2016
Return type Net Return
Currency USD
Calculated by S&P Dow Jones


The SGI US Value Index aims to get an exposure to undervalued stocks embedded in the S&P 500 Index.


The Value scoring is based upon (relative to sector) : 

   •   The Book to Price ratio (PB)

   •   The Earnings to Price ratio (PE)

   •  The One Year Forward Earnings to Price ratio (FY1 PE)

   •  The EBITDA to Enterprise Value ratio (EVEBITDA)*

   •  The Free Cash Flow to Price ratio (PFCF)*

                                                                  *Not calculated for financials


The SGI US Value Index began publishing on January 19th, 2016. Therefore, all data for the Index for the period prior to January 19th, 2016 represent S&P Dow Jones ("S&P DJ"s) application of the Index methodology in order to reconstruct hypothetical historical data for the period prior to January 19th, 2016 consistent with the Index methodology. Results prior to January 19th, 2016 may have been different had the Index actually been in existence. The SGI US Value Index (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 trademark 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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