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
Historical Index Data
See All Available Documents
For index compositions, the ordinary adjustments of SPI Multi Premia weight factors, visit our closed user group site.
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.
How You Will Benefit
High diversification potential via multiple factor premiums
Easy to Invest
Enables investment in seven statistically significant sources of return
Robust expected excess return in various market phases