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
SXESRGV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069784
Last Value
512.67
-3.50 (-0.68%)
As of CET
Week to Week Change
-0.14%
52 Week Change
28.92%
Year to Date Change
8.59%
Daily Low
512.67
Daily High
512.67
52 Week Low
396.35 — 1 Nov 2023
52 Week High
547.53 — 27 Sep 2024
Top 10 Components
| DAIMLER TRUCK | DE |
| TELE2 B | SE |
| TELIA COMPANY | SE |
| JULIUS BAER GRP | CH |
| CAIXABANK | ES |
| RUBIS | FR |
| BAWAG GROUP AG | AT |
| SKANDINAVISKA ENSKILDA BK A | SE |
| TAYLOR WIMPEY | GB |
| BCO BILBAO VIZCAYA ARGENTARIA | ES |
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Low
High
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