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
SXNSRP
Calculation
Realtime
Dissemination Period
09:00-22:30 CET
ISIN
CH0269069750
Bloomberg
SXNSRP INDEX
Last Value
336
-2.04 (-0.60%)
As of CET
Week to Week Change
-2.98%
52 Week Change
10.47%
Year to Date Change
-5.46%
Daily Low
333.86
Daily High
340.73
52 Week Low
302.21 — 14 Mar 2024
52 Week High
379.96 — 22 Nov 2024
Top 10 Components
| AT&T Inc. | US |
| ABBVIE | US |
| KINDER MORGAN | US |
| Gilead Sciences Inc. | US |
| Williams Cos. | US |
| ESSEX PROPERTY TST. | US |
| FNF Group | US |
| Manulife Financial Corp. | CA |
| Entergy Corp. | US |
| Simon Property Group Inc. | US |
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Low
High
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