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
SXESRP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0269069594
Bloomberg ID
BBG0080TW146
Last Value
246.93
+2.43 (+0.99%)
As of CET
Week to Week Change
2.21%
52 Week Change
19.49%
Year to Date Change
8.73%
Daily Low
245.37
Daily High
248
52 Week Low
195.01 — 25 Oct 2023
52 Week High
246.93 — 10 May 2024
Top 10 Components
| ING GRP | NL |
| CAIXABANK | ES |
| BNP PARIBAS | FR |
| NATWEST GROUP | GB |
| BANKINTER | ES |
| RIO TINTO | GB |
| OMV | AT |
| AEDIFICA | BE |
| TRAVIS PERKINS | GB |
| COVIVIO | FR |
Zoom
Low
High
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