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
09:00-18:00 CET
ISIN
CH0269069750
Bloomberg ID
BBG00882JWM4
Last Value
318.54
+0.67 (+0.21%)
As of
CETWeek to Week Change
0.38%
52 Week Change
24.89%
Year to Date Change
4.77%
Daily Low
317.03
Daily High
319.96
52 Week Low
255.06 — 16 May 2023
52 Week High
321.43 — 28 Mar 2024
Top 10 Components
NextEra Energy Inc. | US |
ESSEX PROPERTY TST. | US |
Eastman Chemical Co. | US |
ONEOK Inc. | US |
Prudential Financial Inc. | US |
Citigroup Inc. | US |
International Paper Co. | US |
FNF Group | US |
Ventas Inc. | US |
ConocoPhillips | US |
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Low
High
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