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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.
This document is an integral part of the Swiss Index Rules.
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.
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.
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.
SIX currently provides over 1500 indices and we are continuously expanding our offer.
Includes the 30 largest and most liquid stocks of the Swiss equity market, a true alternative to cover Swiss blue chips
Improved stock- and sector-specific diversification as a result of the capping of larger constituents
Often used for index-based products such as ETFs, index funds or passive institutional mandates
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SLI® is a registered or pending trademark of the SIX Swiss Exchange. Licensing is subject to a fee.