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
SXASRL
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269111925
Last Value
156.25
+1.07 (+0.69%)
As of CET
Week to Week Change
0.53%
52 Week Change
9.40%
Year to Date Change
-1.72%
Daily Low
154.8
Daily High
156.25
52 Week Low
138.7 — 13 Nov 2023
52 Week High
167.27 — 27 Sep 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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