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
SXASRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269111883
Last Value
444.95
-6.67 (-1.48%)
As of
CETWeek to Week Change
-1.30%
52 Week Change
8.58%
Year to Date Change
-1.35%
Daily Low
444.95
Daily High
444.95
52 Week Low
398.05 — 30 Oct 2023
52 Week High
458.13 — 20 May 2024
Top 10 Components
VENTIA SERVICES GROUP | AU |
Bank of Queensland Ltd. | AU |
JB Hi-Fi Ltd. | AU |
Santos Ltd. | AU |
Astellas Pharma Inc. | JP |
SCENTRE GROUP | AU |
Endeavour Group | AU |
VICINITY CENTRES | AU |
Harvey Norman Holdings Ltd. | AU |
DEXUS | AU |
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