SPI ESG Multi and Single Premia Indices
The SPI ESG Multi Premia index family comprises seven SPI ESG Single Premia indices and one SPI ESG Multi Premia index.
The goal of the indices is the diversification over several sources of return. Seven Single Premium indices are calculated on the basis of the SPI ESG. Each one of the SPI ESG Single Premia indices consists of 30 instruments depending on the statistical factor exposure towards a specific source of return. The 30 instruments are weighted in such a way that each security contributes to the total risk (volatility) of the index in question in equal measure. The SPI ESG Multi Premia index combines the seven SPI ESG Single Premia indices and weights them aswell by equal contribution to risk (tracking error).
Launched on 29 Mar 2021
History available since 1 Jul 2010
Key Product Information
Historical Index Data
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For index composition documents visit our closed user group site.
All Indices Calculated by SIX