Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

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
SXESRGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069719
Bloomberg ID
BBG0080TW182
Last Value
620.26 +0.55 (+0.09%)
As of 05:50 pm CET
Daily Low
620.26
Daily High
620.26

Top 10 Components

CAIXABANK ES
ING GRP NL
BANKINTER ES
BNP PARIBAS FR
RIO TINTO GB
NATWEST GROUP GB
AEDIFICA BE
OMV AT
ASR NEDERLAND NV NL
VOESTALPINE AT
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High