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SGI US Strong vs Weak Balance Sheet Index

Index level: 184.499 as of 02/12/2021

Main characteristics

Bloomberg Code SGEPSBSZ
Inception Date 03/09/2021
Return Type Excess Return
Currency USD
Calculated By Singapore Exchange Limited

Objective

The SGI US Strong vs Weak Balance Sheet Index aims to provide a hypothetical exposure to comparative performance of a synthetic long position on the MSCI USA Select Strong Balance Sheet Index against the performance of a synthetic short position on the SGI Futures Series - US Small Cap Equity Index (SGIXRTY1).

Mechanism

The Index is composed of a long position in the Select Strong Balance Sheet Index, hedged with a short position in the SGI Futures Series - US Small Cap Equity Index (SGIXRTY1). The Index aims use the short exposure as a beta hedge of the long exposure.


The  SGI US Strong vs Weak Balance Sheet Index is the property of the Customer Singapore Exchange Limited and its affiliates each expressly excludes any guarantee, warranty, condition, term, undertaking or representation of any kind, express or implied, statutory or otherwise, in relation to the Custom Indices, the methodology and the components of a Custom Index which may include, but is not limited to, constituent level data such as futures prices, shares outstanding, investable weight factor, and fundamental data such as price/earnings ratios and/or other financial ratio, including calculation of the Custom indices or values of the Custom Indices. In no event whatsoever shall any of the SGX Group Companies be liable or responsible for any damages or loss of any kind, even if they have been advised of the possibility of such damages or loss, whether in contract, tort, strict liability or otherwise and whether direct, indirect, special, incidental, punitive, consequential, economic loss of any kind, suffered or incurred by any person from the use or reliance of the Custom Indices, Underlying Data or Index Values.

 

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