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
498.99
-1.14 (-0.23%)
As of CET
Week to Week Change
-1.17%
52 Week Change
4.25%
Year to Date Change
-2.05%
Daily Low
498.99
Daily High
498.99
52 Week Low
449.92 — 5 Aug 2024
52 Week High
525.0599 — 7 Oct 2024
Top 10 Components
| Westpac Banking Corp. | AU |
| Bendigo & Adelaide Bank Ltd. | AU |
| SCENTRE GROUP | AU |
| Origin Energy Ltd. | AU |
| VICINITY CENTRES | AU |
| Bank of Queensland Ltd. | AU |
| CK INFRASTRUCTURE HOLDINGS | HK |
| Stockland | AU |
| AGL Energy Ltd. | AU |
| KEPPEL DC REIT UNIT | SG |
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