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Societe Generale Equity Strategy Indices

Published in Strategy Indices

Societe Generale Index (“SGI”) compromises a range of proprietary indices developed by Societe Generale (“SG”) which are calculated and maintained by leading index calculation agents, such as Standard and Poor’s. The SGI range of indices is designed to reflect various markets and investment strategies, combining the trading and market expertise of SG Global Markets with the rules-based and transparent methodology of accessible indices.

The SG Strong Balance Sheet 250 Index (the “Index”) aims to capture the performance of a basket of 248 US stocks, whose company exhibits a healthy balance sheet according to the “Merton distance to default” framework. 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.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 249 companies and 1 index, SG Strong Balance Sheet 250 B Index.

Some of the data items available include:

  • Net banking income, Operating expenses, Earnings Per Share (EPS), NPL ratio, Segment assets, Net Tangible Asset Value per Share (EUR), Solvency ratio, Leverage ratio,
  • Risk-weighted assets, Hedge of currency risk, Book value of shares held, Liquidity Coverage Ratio, Loss Given Default, Net Stable Funding Ratio, Probability of Default, Backed Securities, Value at Risk, etc.

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