• S-Network Global Indexes, Inc.
  • Posted June 8, 2017

37 Additions and 37 Deletions in S-Network Large-Cap Sharpe Ratio Index Quarterly Reconstitution

New York, NY, Thursday, June 8, 2017 — The S-Network Large-Cap Sharpe Ratio IndexSM (TICKER: SHRPX) will add 37 constituents and drop 37 constituents in its quarterly reconstitution, effective 6:00 PM (EST) Sunday, June 18, 2017, maintaining the number of index components at 50.

 

 The additions to SHRPX are: McDonald’s Corp (TICKER: MCD UN), Amazon.com Inc (TICKER: AMZN UQ), Marriott Intl A (TICKER: MAR UQ), Expedia (TICKER: EXPE UQ), Wynn Resorts Ltd (TICKER: WYNN UQ), Coca-Cola Co (TICKER: KO UN), Wal-Mart Stores (TICKER: WMT UN), Estee Lauder Cos. A (TICKER: EL UN), Constellation Brands Inc A (TICKER: STZ UN), Cabot Oil & Gas A (TICKER: COG UN), The Williams Companies Inc (TICKER: WMB UN), Exxon Mobil Corp (TICKER: XOM UN), Chesapeake Energy Corp (TICKER: CHK UN), Aon plc (TICKER: AON UN), S&P Global Inc (TICKER: SPGI UN), CBOE Holdings Inc (TICKER: CBOE UQ), Willis Towers Watson PLC (TICKER: WLTW UQ), Intuitive Surgical Inc (TICKER: ISRG UQ), Mettler-Toledo Intl (TICKER: MTD UN), Varian Medical Systems Inc (TICKER: VAR UN), PerkinElmer Inc (TICKER: PKI UN), 3M Co (TICKER: MMM UN), AMETEK Inc (TICKER: AME UN), Ingersoll-Rand Plc (TICKER: IR UN), United Technologies Corp (TICKER: UTX UN), Rockwell Collins (TICKER: COL UN), Activision Blizzard Inc (TICKER: ATVI UQ), Lam Research Corp (TICKER: LRCX UQ), PayPal Holdings Inc. (TICKER: PYPL UQ), Applied Materials Inc (TICKER: AMAT UQ), FMC Corp (TICKER: FMC UN), Praxair Inc (TICKER: PX UN), Ecolab Inc (TICKER: ECL UN), Ball Corp (TICKER: BLL UN), Xcel Energy Inc (TICKER: XEL UN), PPL Corp (TICKER: PPL UN), DTE Energy Co (TICKER: DTE UN).

 

 The deletions from SHRPX are: Wyndham Worldwide Corp (TICKER: WYN UN), NetFlix Inc (TICKER: NFLX UQ), Home Depot Inc (TICKER: HD UN), Walt Disney Co (TICKER: DIS UN), TEGNA Inc (TICKER: TGNA UN), Philip Morris International (TICKER: PM UN), Hershey Foods Corp (TICKER: HSY UN), Costco Wholesale Corp (TICKER: COST UQ), Altria Group Inc (TICKER: MO UN), Tesoro Corp (TICKER: TSO UN), Valero Energy Corp (TICKER: VLO UN), National Oilwell Varco Inc (TICKER: NOV UN), Transocean Ltd (TICKER: RIG UN), Allstate Corp (TICKER: ALL UN), Gallagher Arthur J. & Co (TICKER: AJG UN), Torchmark Corp (TICKER: TMK UN), M&T Bank Corp (TICKER: MTB UN), Cooper Companies Inc (TICKER: COO UN), Abbott Laboratories (TICKER: ABT UN), HCA Healthcare Inc (TICKER: HCA UN), Allergan plc (TICKER: AGN UN), Roper Technologies, Inc (TICKER: ROP UN), Honeywell Intl Inc (TICKER: HON UN), Boeing Co (TICKER: BA UN), Republic Services Inc (TICKER: RSG UN), Arconic Inc (TICKER: ARNC UN), Apple Inc. (TICKER: AAPL UQ), Broadcom Limited (TICKER: AVGO UQ), eBay Inc. (TICKER: EBAY UQ), Cisco Systems Inc (TICKER: CSCO UQ), Sherwin-Williams Co (TICKER: SHW UN), Monsanto Co. (TICKER: MON UN), Avery Dennison Corp (TICKER: AVY UN), Dow Chemical (TICKER: DOW UN), Centerpoint Energy Inc (TICKER: CNP UN), Edison Intl (TICKER: EIX UN), NRG Energy (TICKER: NRG UN).

SHRPX is a portfolio of up to fifty stocks derived from the S&P 500. The SHRPX methodology selects the five stocks in each of the 10 GICS sectors (excluding Real Estate) making up the S&P 500 that have the highest Sharpe ratios as of the last business day of the second month of each calendar quarter. SHRPX is rules based and fully transparent, employing a methodology that weights all 50 index constituents equally. SHRPX excludes pass-through securities.

 

More information can be found at shrpx.snetglobalindexes.com.

 

Index: S-Network Large-Cap Sharpe Ratio Price Index TICKER: SHRPX

 

 

Index: S-Network Large-Cap Sharpe Ratio Total Return Index TICKER: SHRPXTR