SG Sentiment Indicator

Index level: 0.740 as of 01/27/2023

Main characteristics

Bloomberg code SGXQIN01
Inception date 09/13/2020
Return type --
Currency USD
Calculated by S&P Dow Jones

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).

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