SG US Machine Learning Short Equity Index

Index level: 369.940 as of 30/01/2023

Main characteristics

Bloomberg Code SGEPMLUS
Inception Date 08/03/2019
Return Type Total Return
Currency USD
Calculated By Solactive


The SG US Machine Learning Short Equity Index aims to track the performance of a basket of US stocks selected based on a machine learning algorithm developed by the Quant Research Department of Société Générale.



The Index is composed of a hypothetical basket of US stocks , determined systematically on a monthly basis according to a machine learning algorithm.


The SG US Machine Learning Short Equity Index i is the exclusive property of Societe Generale. Societe Generale has signed a contract with Solactive AG wherein Solactive AG undertakes to calculate and maintain the Index. The Index is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Level at any time or in any other respect.

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