SLI

More About the SLI

The SLI Swiss Leader index comprises the SMI shares plus the 10 largest stocks in the SMIM. In other words, it includes the 30 largest and most liquid securities in the Swiss equity market.

Since 02.07.2007, the SLI has been calculated and published in real time. To facilitate comparability with other indices, the SLI was calculated back to the end of 1999. The SLI was standardised at 1000 index points as of 30 December 1999. Unlike the other indices, the SLI has an upper weighting limit. The four largest stocks are capped at 9%. Where necessary, the index weighting of the other securities is limited to 4.5%.

The SLI was launched as an alternative to the blue chip SMI index. The SMI has the disadvantage that the five largest stocks have a combined index weighting of about 70%, so price fluctuations in those shares have a disproportionate impact on the index. The capping factor in the SLI increases the weighting of the smaller stocks, so the price risk is more widely diversified. Moreover, as a result of the capping factor, the SLI fulfils the regulatory requirements of Switzerland, the EU and the USA, thereby allowing new markets and investor groups to be accessed.

Because the weightings change continuously, SIX Swiss Exchange calculates and adjusts the capping factor every three months.

Launched on 30 Dec 1999
History available since 2 Jul 2007

Key Product Information

    Swiss Leader Index Total Return

    The Swiss Leader Index Total Return measures the development of the extended Swiss Blue Chip equity market. The 30 largest and most liquid equity instruments traded at SIX are selected as components.

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    Swiss Leader Index Price Index

    The Swiss Leader Index Price Index measures the development of the extended Swiss Blue Chip equity market. The 30 largest and most liquid equity instruments traded at SIX are selected as components. The index composition is fixed to 30 shares which are generally free float market capitalisation weighted.

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    Swiss Index

    Methodology Rulebook Governing Equity and Real Estate Indices

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Daily Performance

 

Historical Index Data

See All Available Documents

For index composition documents, the equity index selection list, ordinary adjustments of SLI capping factors and capping selection list 9%, visit our closed user group site.

Go to Closed User Group

How You Will Benefit

Real Alternative Blue-Chip

Includes the 30 largest and most liquid stocks of the Swiss equity market, a true alternative to cover Swiss blue chips

Highly Diversified

Improved stock- and sector-specific diversification as a result of the capping of larger constituents

Easy to Invest

Often used for index-based products such as ETFs, index funds or passive institutional mandates

 

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