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
SXNSRGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0269111867
Last Value
525.79
+5.64 (+1.08%)
As of CET
Week to Week Change
0.14%
52 Week Change
15.55%
Year to Date Change
0.38%
Daily Low
525.79
Daily High
525.79
52 Week Low
417.31 — 31 May 2023
52 Week High
552.82 — 28 Mar 2024
Top 10 Components
| ONEOK Inc. | US |
| ConocoPhillips | US |
| Pioneer Natural Resources Co. | US |
| Eastman Chemical Co. | US |
| Citigroup Inc. | US |
| FNF Group | US |
| NextEra Energy Inc. | US |
| Prudential Financial Inc. | US |
| Suncor Energy Inc. | CA |
| DIAMONDBACK ENERGY | US |
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Low
High
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