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
179.02
+2.66 (+1.51%)
As of
CETWeek to Week Change
3.22%
52 Week Change
-4.56%
Year to Date Change
-9.45%
Daily Low
178.06
Daily High
185.11
52 Week Low
168.34 — 8 Apr 2025
52 Week High
205.01 — 7 Oct 2024
Top 10 Components
Singapore Telecommunications L | SG |
Origin Energy Ltd. | AU |
Japan Tobacco Inc. | JP |
CHALLENGER | AU |
GPT Group | AU |
Harvey Norman Holdings Ltd. | AU |
AGL Energy Ltd. | AU |
Bendigo & Adelaide Bank Ltd. | AU |
DEXUS | AU |
Link Real Estate Investment Tr | HK |
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