SPI Multi/Single Premia

About the SPI Multi/Single Premia

The SPI Multi Premia index family comprises seven SPI Single Premia indices and one SPI Multi Premia index with the goal of diversification over several sources of return. The underlying securities universe is based on the SPI.

The composition of the SPI Single Premia indices is determined by selecting the 60 largest and most liquid securities from the SPI and reviewing them for specific factors.

Each one of the seven SPI Single Premia indices then includes those 30 securities which have the best values in terms of a specific factor. The 30 selected securities are weighted in such a way that each security contributes to the total risk of the index in question in equal measure.

The SPI Multi Premia index combines the seven SPI Single Premia indices and allows for a wide and diversified absorption of factor premiums.

Launched on 13 Sep 2016
History available since 31 Dec 2003

Key Product Information

    Swiss Index

    Methodology Rulebook Governing Equity and Real Estate Indices

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    SPI Value Premium® CHF (Total Return)

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

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    SPI Value Premium® CHF (Price)

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

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    SPI Size Premium® CHF (Total Return)

    The SPI Size Premium® CHF (Total Return) identifies the smallest equity instruments of the Swiss equity market applying a statistical pattern.

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    SPI Size Premium® CHF (Price)

    The SPI Size Premium® CHF (Price) identifies the smallest equity instruments of the Swiss equity market applying a statistical pattern.

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    SPI Reversal Premium® CHF (Total Return)

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

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    SPI Reversal Premium® CHF (Price)

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

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    SPI Residual Momentum Premium® CHF (Total Return)

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

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    SPI Residual Momentum Premium® CHF (Price)

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

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    SPI Quality Premium® CHF (Total Return)

    The SPI Quality Premium® CHF (Total Return) identifies the most profitable equity instruments of the Swiss market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

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    SPI Quality Premium® CHF (Price)

    The SPI Quality Premium® CHF (Price) identifies the most profitable equity instruments of the Swiss market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

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    SPI Multi Premia® CHF (Total Return)

    The SPI Multi Premia® CHF (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.

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    SPI Multi Premia® CHF (Price)

    The SPI Multi Premia® CHF (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.

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    SPI Momentum Premium® CHF (Total Return)

    The SPI Momentum Premium® CHF (Total Return) identifies equity instruments of the Swiss equity market following a systematic trend based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

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    SPI Momentum Premium® CHF (Price)

    The SPI Momentum Premium® CHF (Price) identifies equity instruments of the Swiss equity market following a systematic trend based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

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    SPI Low Risk Premium® CHF (Total Return)

    The SPI Low Risk Premium® CHF (Total Return) identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

    Open document

    SPI Low Risk Premium® CHF (Price)

    The SPI Low Risk Premium® CHF (Price) identifies equity instruments with the lowest risk of the Swiss equity market based on a statistical pattern. The index is a variable component index with a limit of 30 shares.

    Open document

Daily Performance

 

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For index compositions, the ordinary adjustments of SPI Multi Premia weight factors, visit our closed user group site.

Go to Closed User Group

Get More Information about the SPI Multi/Single Premia

More in-depth information about the SPI Multi/Single Premia index family is available on our marketing page.

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How You Will Benefit

Highly Diversified

High diversification potential via multiple factor premiums

Easy to Invest

Enables investment in seven statistically significant sources of return

Robust Return

Robust expected excess return in various market phases

 

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    Contact the Index Business Support Team to discuss how you can use the Swiss Indices to support your investment strategy or for any queries related to licensing or permissioning of index data.

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    Contact us for any technical questions related to Swiss Indices. We are happy to help you from 8:00 am to 6:30 pm CET on trading days.
     

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SPI® Multi Premia® Indices are registered or pending trademarks of the SIX Swiss Exchange. Licensing is subject to a fee.