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About SG Index
Main characteristics
| Bloomberg code | SGXQIN01 |
|---|---|
| Inception date | 09/13/2020 |
| Return type | -- |
| Currency | USD |
| Calculated by |
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Objective
The SG Sentiment Indicator is a tool devised in the Cross-asset Quant Research team to measure market sentiment by looking at the short-term dynamics of six risk-related variables across different asset classes. It ranges between 0 and 1, with values above 0.70 indicating a risk-seeking market and values below 0.35 indicating a risk-averse market.
The SGI Sentiment Indicator described herein is the sole and exclusive 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 SGI Index(es). 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 SGI Index(es).