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
SXASRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269111883
Last Value
469.34
-1.71 (-0.36%)
As of CET
Week to Week Change
0.22%
52 Week Change
3.88%
Year to Date Change
-0.88%
Daily Low
469.34
Daily High
469.34
52 Week Low
419.3399 — 5 Aug 2024
52 Week High
488.46 — 7 Oct 2024
Top 10 Components
| Singapore Telecommunications L | SG |
| Origin Energy Ltd. | AU |
| GPT Group | AU |
| Japan Tobacco Inc. | JP |
| Harvey Norman Holdings Ltd. | AU |
| AGL Energy Ltd. | AU |
| Bendigo & Adelaide Bank Ltd. | AU |
| DEXUS | AU |
| CHALLENGER | AU |
| WH GROUP | HK |
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