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
SXASRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269111859
Bloomberg
SXASRP INDEX
Last Value
194.67
+0.87 (+0.45%)
As of
CETWeek to Week Change
1.81%
52 Week Change
5.72%
Year to Date Change
-1.42%
Daily Low
193.68
Daily High
195.68
52 Week Low
174.75 — 30 Oct 2023
52 Week High
197.48 — 2 Jan 2024
Top 10 Components
VENTIA SERVICES GROUP | AU |
JB Hi-Fi Ltd. | AU |
Astellas Pharma Inc. | JP |
VICINITY CENTRES | AU |
Bank of Queensland Ltd. | AU |
KEPPEL DC REIT UNIT | SG |
GPT Group | AU |
SCENTRE GROUP | AU |
Harvey Norman Holdings Ltd. | AU |
Stockland | AU |
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