SPI ESG Multi und Single Premia Indizes

Die SPI ESG Multi Premia Indexfamilie umfasst sieben SPI ESG Single Premia Indizes und einen SPI ESG Multi Premia Index.

Das Ziel der Indices ist eine Diversifikation über mehrere Renditequellen. Sieben Single Premia Indizes werden auf der Basis des SPI ESG berechnet. Jeder SPI ESG Single Premia Index besteht aus den 30 Titeln, welche entsprechend der definierten statistischen Faktoren die Renditequelle am besten abbilden. Die 30 Titel werden so gewichtet, dass jeder Titel in gleichem Masse zum Gesamtrisiko (Volatilität) des jeweiligen Index beiträgt. Der SPI ESG Multi Premia Index kombiniert die sieben SPI ESG Single Premia Indizes. Diese werden im SPI ESG Multi Premia Index ebenfalls entsprechend einem ausgeglichenen Risikobeitrag (Tracking Error) gewichtet.

 

Lanciert am 29. Mär. 2021
Historie verfügbar seit 1. Jul. 2010

Key Product Information

  • Methodology Rulebook Governing Equity and Real Estate Indices, Englisch

    This document is an integral part of the Swiss Index Rules.

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  • Factsheet: SPI ESG Value Premium Total Return, Englisch

    The SPI ESG Value Premium Total Return identifies the most undervalued equity instruments of the Swiss ESG equity market based on a statistical pattern.

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  • Factsheet: SPI ESG Value Premium Price, Englisch

    The SPI ESG Value Premium Price identifies the most undervalued equity instruments of the Swiss ESG equity market based on a statistical pattern.

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  • Factsheet: SPI ESG Size Premium Total Return, Englisch

    The SPI ESG Size Premium Total Return identifies the smallest equity instruments of the Swiss ESG equity market applying a statistical pattern.

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  • Factsheet: SPI ESG Size Premium Price, Englisch

    The SPI ESG Size Premium Price identifies the smallest equity instruments of the Swiss ESG equity market applying a statistical pattern.

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  • Factsheet: SPI ESG Reversal Premium Total Return, Englisch

    The SPI ESG Reversal Premium Total Return identifies equity instruments of the Swiss ESG equity market expecting a trend reversal based on a statistical pattern.

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  • Factsheet: SPI ESG Reversal Premium Price, Englisch

    The SPI ESG Reversal Premium Price identifies equity instruments of the Swiss ESG equity market expecting a trend reversal based on a statistical pattern.

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  • Factsheet: SPI ESG Residual Momentum Premium Total Return, Englisch

    The SPI ESG Residual Momentum Premium Total Return identifies equity instruments of the Swiss ESG equity market following an instrument specific trend based on a statistical pattern.

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  • Factsheet: SPI ESG Residual Momentum Premium Price, Englisch

    The SPI ESG Residual Momentum Premium Price identifies equity instruments of the Swiss ESG equity market following an instrument specific trend based on a statistical pattern.

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  • Factsheet: SPI ESG Quality Premium Total Return, Englisch

    The SPI ESG Quality Premium Total Return identifies the most profitable equity instruments of the Swiss ESG equity market based on a statistical pattern.

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  • Factsheet: SPI ESG Quality Premium Price, Englisch

    The SPI ESG Quality Premium Price identifies the most profitable equity instruments of the Swiss ESG equity market based on a statistical pattern.

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  • Factsheet: SPI ESG Multi Premia Total Return, Englisch

    The SPI ESG Multi Premia Total Return follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI ESG.

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  • Factsheet: SPI ESG Multi Premia Price, Englisch

    The SPI ESG Multi Premia Price follows a smart beta strategy to outperform the Swiss equity market based on statistical patterns. Seven single-premium indices are calculated on the basis of the SPI ESG.

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  • Factsheet: SPI ESG Momentum Premium Total Return, Englisch

    The SPI ESG Momentum Premium Total Return identifies equity instruments of the Swiss ESG equity market following a systematic trend based on a statistical pattern.

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  • Factsheet: SPI ESG Momentum Premium Price, Englisch

    The SPI ESG Momentum Premium Price identifies equity instruments of the Swiss ESG equity market following a systematic trend based on a statistical pattern.

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  • Factsheet: SPI ESG Low Risk Premium Total Return, Englisch

    The SPI ESG Low Risk Premium Total Return identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern.

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  • Factsheet: SPI ESG Low Risk Premium Price, Englisch

    The SPI ESG Low Risk Premium Price identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern.

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Performance

 

Historische Indexdaten

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