SGI EFS 130/30 Europe Index

Index level: 141.008 as of 20/08/2021

Main characteristics

Bloomberg Code SGIEFSEU
Inception Date 04/09/2012
Return Type Net Return
Currency EUR
Calculated By S&P Dow Jones


The SGI EFS 130/30 Europe Index aims to track the performance of a long/short basket of European liquid stocks using the Equal Factor Sensitivity methodology.


The model identifies and ranks the main independent risk factors of the Equity market. Consequently, the model chooses weights based on the allocation of the same amount of variance to each risk factor, together with taking into account usual portfolio management constraints (130/30, monthly rebalancing…)

The SGI EFS 130/30 Europe 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 trademarks 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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