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SPI Multi Premia® Index Family


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.

Product Information

Downloads

Index information
DescriptionDownload
Rulebook governing Equity and Real Estate Indices
SPI Multi Premia Factsheet
Ordinary adjustments of SPI Multi Premia weight factors
All indices calculated by SIX

Historical index values
Description
 SPISZSPIMTPSPIVPSPILPSPIMPSPIQPSPIRVSPIRP
Historical closing prices

Legal notice

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