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
SXASRV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269115959
Last Value
373.01
-2.75 (-0.73%)
As of CET
Week to Week Change
0.73%
52 Week Change
18.03%
Year to Date Change
2.72%
Daily Low
373.01
Daily High
373.01
52 Week Low
316.0299 — 13 Nov 2023
52 Week High
398.13 — 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 |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€316.09
-3.72
1Y Return
15.64%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€814.22
+8.48
1Y Return
40.22%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$458.08
-0.88
1Y Return
61.68%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$446.15
-0.99
1Y Return
59.05%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€199.26
-1.79
1Y Return
11.98%
1Y Volatility
0.11%