Summary
The STOXX Europe Sharpe Ratio 50 index includes stocks from the STOXX Europe 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
SXESRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069719
Bloomberg ID
BBG0080TW182
Last Value
653.26
+6.43 (+0.99%)
As of CET
Week to Week Change
2.32%
52 Week Change
24.66%
Year to Date Change
11.40%
Daily Low
653.26
Daily High
653.26
52 Week Low
499.47 — 25 Oct 2023
52 Week High
653.26 — 10 May 2024
Top 10 Components
| ING GRP | NL |
| CAIXABANK | ES |
| NATWEST GROUP | GB |
| BANKINTER | ES |
| BNP PARIBAS | FR |
| AEDIFICA | BE |
| RIO TINTO | GB |
| OMV | AT |
| COVIVIO | FR |
| LAND SECURITIES | GB |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$622.61
+0.15
1Y Return
20.91%
1Y Volatility
0.10%
STOXX® Europe 600
€520.86
+0.10
1Y Return
11.61%
1Y Volatility
0.10%
STOXX® USA 500
$402.34
-0.22
1Y Return
26.80%
1Y Volatility
0.12%
EURO STOXX 50®
€5078.96
-6.12
1Y Return
17.67%
1Y Volatility
0.12%
DAX
€18742.22
-30.63
1Y Return
17.75%
1Y Volatility
0.11%