You have to validate the disclaimer to access this website.

SGI European ESG Pure Factor Index

Index level: 316.318 as of 02/12/2021

Main characteristics

Bloomberg Code SGPFESGE
Inception Date 20/04/2020
Return Type Total Return
Currency EUR
Calculated By Solactive

Objective

The SGI European ESG Pure Factor Index (the “ Index”) aims to track the performance of a basket of European stocks (each, a “ Basket Component” and together the “Underlying Basket”) selected based on a systematic methodology developed by the Index Sponsor. The methodology is based on an optimization framework that takes into account (a) factors exposure constraints  (b) countries exposure constraints (c) sectors exposures  constraints (d) liquidity constraints and (c) Environmental, Social and corporate Governance (ESG) constraints.

 

The Index is calculated and published by Solactive AG (the “ Index Calculation Agent”) and is sponsored by Société Générale (the “ Index Sponsor”).

 

Mechanism

The Index is composed of a hypothetical basket of European stocks, determined according to a systematic methodology which aims to maximize the ESG exposure of the basket and to have a better factor exposure than the benchmark (the “Index Universe”) while excluding certain stocks based on Environmental, Social and corporate Governance (ESG) criteria using data from Sustainalytics.  


The SGI European ESG Pure Factor Index (the “Index”) 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.

Login to add this product to your favorites