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Indices

STOXX® Europe Sharpe Ratio 50

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.

Symbol
SXESRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069669
Bloomberg ID
BBG0080TW155
Last Value
555.09 +5.47 (+1.00%)
As of 05:50 pm CET
Week to Week Change
2.29%
52 Week Change
25.21%
Year to Date Change
10.96%
Daily Low
555.09
Daily High
555.09
52 Week Low
426.4825 Oct 2023
52 Week High
555.0910 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
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