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

  • Methodology Rulebook Governing Equity and Real Estate Indices, Anglais

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

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  • Factsheet: SPI Value Premium® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Value Premium® CHF (Price), Anglais

    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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  • Factsheet: SPI Size Premium® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Size Premium® CHF (Price), Anglais

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

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  • Factsheet: SPI Reversal Premium® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Reversal Premium® CHF (Price), Anglais

    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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  • Factsheet: SPI Residual Momentum Premium® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Residual Momentum Premium® CHF (Price), Anglais

    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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  • Factsheet: SPI Quality Premium® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Quality Premium® CHF (Price), Anglais

    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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  • Factsheet: SPI Multi Premia® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Multi Premia® CHF (Price), Anglais

    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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  • Factsheet: SPI Momentum Premium® CHF (Total Return), Anglais

    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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  • Factsheet: SPI Momentum Premium® CHF (Price), Anglais

    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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  • Factsheet: SPI Low Risk Premium® CHF (Total Return), Anglais

    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.

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  • Factsheet: SPI Low Risk Premium® CHF (Price), Anglais

    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.

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Daily Performance

 

Historical Index Data

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

 

  • Any Questions? We Are Happy to Help!

    • +41 58 399 2600
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SPI® Multi Premia® Indices are registered or pending trademarks of the SIX Swiss Exchange. Licensing is subject to a fee.