Société Générale Indices    
 

All SGI indices are fully investable and replicable by delta one products such as certificates or ETFs. They can also be linked to leveraged and structured products for more complex indexation and payoffs.

SGI WISE Japan Top Net Total Return Index

The SGI WISE Japan Top tracks the performance of a selection of 6 portfolios of Japan shares picked according to the "WISE Model', a proprietary model developed by the Equity Cross Asset Research Department of Société Générale.

PDF   SGI WISE JP Top Net Summary

SGI WISE Japan Bottom Gross Return Index

The SGI WISE Japan Bottom tracks the performance of a selection of 6 portfolios of Japan shares picked according to the "WISE Model', a proprietary model developed by the Equity Cross Asset Research Department of Société Générale.

PDF   SGI WISE JP Bottom Gross Summary

SGI WISE Japan Long/Short

The SGI WISE Japan Long/Short provides the excess return of (i) a long investment in the SGI WISE Japan Top Net Total Return Index and (ii) a short investment in the SGI WISE Japan Bottom Gross Return Index.

PDF   SGI WISE JP Long/Short Summary

SGI Wise Japan Vol Target 10%

The SGI Wise Japan Vol Target 10% is designed to produce a more stable return than the SGI Wise Japan Long/Short, an index that tracks the performance of long and short holdings in Japanese stocks.

PDF   SGI Wise Japan Vol Target 10%

SGI Emerging DLS

The SGI Emerging DLS Index aims to capture the relative value of sovereign debt issued by emerging countries vs. developed ones via a dynamic exposure to a long/short basket. This outperformance is captured using a long position on emerging markets bond funds vs. a short position on sovereign bond indices from UK, US and Eurozone, while dynamically managing risk with a volatility target mechanism.

PDF   Index Rules Summary - Emerging DLS EUR

PDF   Index Rules Summary - Emerging DLS USD


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Index Name Index Level
Japan Bottom
Gross Return Index
2,906
Japan Long/Short 956.25
Japan Top Net
Total Return Index
2,879