Summary
The STOXX Asia/Pacific Sharpe Ratio 50 index includes stocks from the STOXX Asia/Pacific 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
SXASRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269111859
Bloomberg ID
BBG00882JWN3
Last Value
195.33
+0.17 (+0.09%)
As of
CETWeek to Week Change
0.28%
52 Week Change
6.66%
Year to Date Change
-1.09%
Daily Low
194.41
Daily High
195.33
52 Week Low
174.75 — 30 Oct 2023
52 Week High
197.48 — 2 Jan 2024
Top 10 Components
WH GROUP | HK |
JAPAN HOTEL REIT INV. | JP |
CK INFRASTRUCTURE HOLDINGS | HK |
Rio Tinto Ltd. | AU |
AGL Energy Ltd. | AU |
KEPPEL | SG |
JB Hi-Fi Ltd. | AU |
INVINCIBLE INVESTMENT | JP |
Henderson Land Development Co. | HK |
VENTIA SERVICES GROUP | AU |
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