Summary
The STOXX North America Sharpe Ratio 50 index includes stocks from the STOXX North America 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
SXNSRR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0269069776
Last Value
665.55
-6.57 (-0.98%)
As of
CETWeek to Week Change
-1.07%
52 Week Change
22.63%
Year to Date Change
0.84%
Daily Low
665.55
Daily High
665.55
52 Week Low
524.77 — 13 Feb 2024
52 Week High
703.08 — 22 Nov 2024
Top 10 Components
KINDER MORGAN | US |
Williams Cos. | US |
AT&T Inc. | US |
Simon Property Group Inc. | US |
Manulife Financial Corp. | CA |
Entergy Corp. | US |
ESSEX PROPERTY TST. | US |
State Street Corp. | US |
ABBVIE | US |
FNF Group | US |
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