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
SXASRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269111941
Last Value
511.07
-0.11 (-0.02%)
As of CET
Week to Week Change
0.04%
52 Week Change
15.80%
Year to Date Change
5.86%
Daily Low
511.07
Daily High
511.07
52 Week Low
425.81 — 30 Oct 2023
52 Week High
525.0599 — 7 Oct 2024
Top 10 Components
| VENTIA SERVICES GROUP | AU |
| Origin Energy Ltd. | AU |
| SCENTRE GROUP | AU |
| Bank of Queensland Ltd. | AU |
| CK INFRASTRUCTURE HOLDINGS | HK |
| WH GROUP | HK |
| INVINCIBLE INVESTMENT | JP |
| Hang Seng Bank Ltd. | HK |
| SWIRE PROPERTIES | HK |
| Henderson Land Development Co. | HK |
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