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
SXNSRGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269111826
Last Value
799.49
+5.98 (+0.75%)
As of CET
Week to Week Change
2.43%
52 Week Change
24.95%
Year to Date Change
0.75%
Daily Low
799.49
Daily High
799.49
52 Week Low
622.8 — 18 Jan 2024
52 Week High
844.1 — 22 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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