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
SXESRR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0269069669
Bloomberg ID
BBG0080TW155
Last Value
489.51
-5.46 (-1.10%)
As of CET
Week to Week Change
-0.71%
52 Week Change
3.68%
Year to Date Change
-2.14%
Daily Low
489.51
Daily High
489.51
52 Week Low
410.15 — 24 Mar 2023
52 Week High
501.33 — 27 Dec 2023
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 |
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Low
High
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