About the SPI ESG Multi and Single Premia Indices
The SPI ESG Multi Premia Index family includes seven SPI ESG Single Premia Indices and one SPI ESG Multi Premia Index.
The primary objective of these indices is diversification across multiple sources of return. The seven SPI ESG Single Premia Indices are derived from the SPI ESG, which is the sustainable broad benchmark for the Swiss equity market. Each of these indices comprises 30 instruments, selected based on their statistical factor exposure to specific sources of return. The weights assigned to these 30 instruments ensure that each security contributes equally to the total risk (volatility) of the respective index.
The seven sources of return are:
- Value (cheap stocks)
- Size (small stocks)
- Momentum (systematic trends)
- Residual momentum (stock-specific trends)
- Reversal (trend reversal)
- Low risk (safe stocks)
- Quality (profitable stocks)
The SPI ESG Multi Premia Index combines the seven SPI ESG Single Premia Indices, with equal consideration given to risk contribution (tracking error).
The index is calculated end-of-day, and the composition of the SPI ESG Multi Premia Index is reviewed once a year in September. The index was launched on March 29, 2021, with a base date of July 1, 2010. At that time, it was standardized at a base value of 100.
Want to offer financial products based on the SPI ESG Multi Premia Index family or get access to full data?
Get in TouchPerformance
Factsheets
Explore our factsheets to gain in-depth insights into our indices at SIX. Find detailed descriptions, key figures, the methodology and much more. Statistical factsheets are available on the SIX Index Data Center.
Interested in Seeing the Full Picture?
For current and historic index compositions, selection lists, index preview and review information as well as historical index values, please visit the SIX Index Data Center.
Additional Information
The use of SPI ESG Multi Premia Indices and their registered trademarks as well as the access to restricted index data are governed by a licensing agreement. To request for an index data license, please get in touch with us.
Learn More
-
Get Access to the Indices from SIX
Do you want to include indices in your investment strategy? SIX provides constituent level data including weights, selection lists, index preview and review information to allow you to track index changes and corporate actions for all index participants.
-
SIX Indices Newsletters
Subscribe to the SIX Indices Newsletter Service for current information on asset classes, new developments, products and events.
All SIX Indices and BME Indices are the intellectual property (including registered trademarks) of SIX or BME. SIX and BME provide no warranty of any kind and exclude all liability (whether in negligence or otherwise) with respect to their usage. The use of SIX Indices and BME Indices and their pending or registered trademarks (®) as well as access to restrictive index data is governed by a license agreement. Information on licensing and the format of the disclaimer can be found on the SIX and BME website.