SIX Broad & Blue-Chip Indices

The SIX Broad & Blue-Chip Indices are part of the SIX Global Equity Indices suite. These indices have a fixed number of components that aim to capture the most representative companies of geographic or economic agglomerations from regional to country level.

The review frequencies are set individually and the index components are typically weighted by free-float market capitalization, although some indices are offered as price weighted.

The calculation is performed in USD, EUR and CHF, plus local currency for country indices, while the dissemination occurs both end-of-day and intraday delayed. All indices are available as Price Return, Net Return, and Gross Return versions. 

Depending on the individual index, criteria that capture the companies’ size or liquidity may apply, as well as buffers to limit the fluctuation of components at the lower end of the selection spectrum, and capping mechanisms to limit the risk of concentration.