SIX Group
Benchmark Statement for the Nordic Index Family
Pages
12
Time to read
19 mins
Publication
Language
English
Pages
12
Time to read
19 mins
Publication
Language
English
This document is a Benchmark Statement for the Nordic Index Family, specifically detailing the SIX SRI Sweden Index GI (SIXSESRIGI). It outlines the index's construction, which reflects the market performance of companies listed on the Nasdaq Stockholm Exchange while adhering to social, environmental, and ethical criteria. The statement provides information on the index's inception date, the methodology used for its calculation, and the criteria for inclusion and exclusion of companies based on sustainability standards. It also discusses potential limitations related to data availability and the reliability of the benchmark methodology in the face of market changes. The document describes the controls and rules governing the exercise of expert judgment in benchmark calculations, emphasizing the importance of transparency and compliance with regulatory frameworks. Additionally, it details the procedures for reviewing and approving changes to the benchmark methodology, ensuring that it accurately represents the economic realities it aims to measure.