Summary
The STOXX North America Sharpe Ratio 50 index includes stocks from the STOXX North America 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
SXNSRL
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269111818
Last Value
268.65
+1.39 (+0.52%)
As of CET
Week to Week Change
-0.16%
52 Week Change
9.75%
Daily Low
267.31
Daily High
269.42
52 Week Low
229.17 — 13 Feb 2024
52 Week High
293.06 — 25 Nov 2024
Top 10 Components
| KINDER MORGAN | US |
| Williams Cos. | US |
| Manulife Financial Corp. | CA |
| AT&T Inc. | US |
| Simon Property Group Inc. | US |
| State Street Corp. | US |
| ONEOK Inc. | US |
| ESSEX PROPERTY TST. | US |
| Dominion Energy | US |
| Kimco Realty Corp. | US |
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Low
High
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