Summary
The STOXX Europe Sharpe Ratio 50 index includes stocks from the STOXX Europe 600 that have the highest Sharpe ratios. The index excludes those with low dividend yields and low liquidity, selects 50 companies with the highest one-year Sharpe ratios and weights them according to the inverse of their one-year volatility (subject to a 10% cap). To calculate the one-year Sharpe ratio, the
GC Pooling 12 months is used as risk-free asset.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXESRL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269069701
Last Value
200.45
+1.84 (+0.93%)
As of
CETWeek to Week Change
4.05%
52 Week Change
19.81%
Year to Date Change
9.63%
Daily Low
198.89
Daily High
201.55
52 Week Low
151.88 — 25 Oct 2023
52 Week High
200.58 — 15 May 2024
Top 10 Components
ING GRP | NL |
CAIXABANK | ES |
BNP PARIBAS | FR |
NATWEST GROUP | GB |
BANKINTER | ES |
RIO TINTO | GB |
OMV | AT |
AEDIFICA | BE |
TRAVIS PERKINS | GB |
COVIVIO | FR |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$628.58
+3.50
1Y Return
22.07%
1Y Volatility
0.10%
STOXX® Europe 600
€523.83
+2.18
1Y Return
12.25%
1Y Volatility
0.10%
STOXX® USA 500
$404.3
+1.96
1Y Return
27.42%
1Y Volatility
0.12%
EURO STOXX 50®
€5093.29
+13.00
1Y Return
18.00%
1Y Volatility
0.12%
DAX
€18835.95
+119.53
1Y Return
18.34%
1Y Volatility
0.11%