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
149.73
-0.10 (-0.07%)
As of CET
Week to Week Change
0.20%
52 Week Change
-4.98%
Year to Date Change
0.19%
Daily Low
148.84
Daily High
149.85
52 Week Low
144.4 — 5 Aug 2024
52 Week High
167.27 — 27 Sep 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 |
| Harvey Norman Holdings Ltd. | AU |
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