• S-Network Global Indexes
  • Posted December 8, 2016

43 Additions and 43 Deletions in S-Network Large-Cap Sharpe Ratio Index Quarterly Reconstitution

New York, NY, Thursday, December 8, 2016 — The S-Network Large-Cap Sharpe Ratio IndexSM (TICKER: SHRPX) will add 43 constituents and drop 43 constituents in its quarterly reconstitution, effective 6:00 PM (EST) Sunday, December 18, 2016, maintaining the number of index components at 50.

 

 The additions to SHRPX are: Baker Hughes Inc (TICKER: BHI UN), FMC Technologies Inc (TICKER: FTI UN), Apache Corp (TICKER: APA UN), Anadarko Petroleum Corp (TICKER: APC UN), Halliburton Co (TICKER: HAL UN), Freeport-McMoRan Inc (TICKER: FCX UN), Nucor Corp (TICKER: NUE UN), FMC Corp (TICKER: FMC UN), Martin Marietta Materials (TICKER: MLM UN), LyondellBasell Industries N.V. (TICKER: LYB UN), United Continental Holding Inc (TICKER: UAL UN), Delta Air Lines (TICKER: DAL UN), Quanta Services Inc (TICKER: PWR UN), CSX Corporation (TICKER: CSX UQ), Hunt J.B. Transport Services (TICKER: JBHT UQ), CBS Corp B (TICKER: CBS UN), Darden Restaurants Inc (TICKER: DRI UN), Time Warner Inc (TICKER: TWX UN), Tiffany & Co (TICKER: TIF UN), Kohl’s Corp (TICKER: KSS UN), Reynolds American Inc (TICKER: RAI UN), Walgreens Boots Alliance Inc (TICKER: WBA UQ), Conagra Brands, Inc (TICKER: CAG UN), Kroger Co (TICKER: KR UN), Humana Inc (TICKER: HUM UN), Unitedhealth Group Inc (TICKER: UNH UN), Aetna Inc (TICKER: AET UN), Anthem Inc (TICKER: ANTM UN), Celgene Corp (TICKER: CELG UQ), Comerica Inc (MI) (TICKER: CMA UN), Citizens Financial Group Inc (TICKER: CFG UN), KeyCorp (TICKER: KEY UN), Prudential Financial Inc (TICKER: PRU UN), Goldman Sachs Group Inc (TICKER: GS UN), Linear Technology Corp (TICKER: LLTC UQ), Analog Devices Inc (TICKER: ADI UQ), Western Digital Corp (TICKER: WDC UQ), CSRA Inc (TICKER: CSRA UN), KLA-Tencor Corporation (TICKER: KLAC UQ), Centerpoint Energy Inc (TICKER: CNP UN), DTE Energy Co (TICKER: DTE UN), SCANA Corp (TICKER: SCG UN), Ameren Corp (TICKER: AEE UN).

 

 The deletions from SHRPX are: Ross Stores Inc (TICKER: ROST UQ), Nordstrom Inc (TICKER: JWN UN), Gap Inc (TICKER: GPS UN), Urban Outfitters (TICKER: URBN UQ), News Corp A (TICKER: NWSA UQ), Procter & Gamble (TICKER: PG UN), Costco Wholesale Corp (TICKER: COST UQ), Tyson Foods Inc A (TICKER: TSN UN), General Mills Inc (TICKER: GIS UN), The Williams Companies Inc (TICKER: WMB UN), Marathon Petroleum Corp. (TICKER: MPC UN), Devon Energy Corp (TICKER: DVN UN), Chesapeake Energy Corp (TICKER: CHK UN), Kinder Morgan Inc (TICKER: KMI UN), Morgan Stanley (TICKER: MS UN), Berkshire Hathaway B (TICKER: BRK/B UN), CME Group Inc A (TICKER: CME UQ), Cincinnati Financial Corp (TICKER: CINF UQ), Nasdaq Inc (TICKER: NDAQ UQ), AmerisourceBergen Corp (TICKER: ABC UN), Danaher Corp (TICKER: DHR UN), Varian Medical Systems Inc (TICKER: VAR UN), Waters Corp (TICKER: WAT UN), Edwards Lifesciences Corp (TICKER: EW UN), Raytheon Co (TICKER: RTN UN), Illinois Tool Works Inc (TICKER: ITW UN), Union Pacific Corp (TICKER: UNP UN), Xylem Inc (TICKER: XYL UN), Cintas Corp (TICKER: CTAS UQ), Nvidia Corp (TICKER: NVDA UQ), Harris Corp (TICKER: HRS UN), Applied Materials Inc (TICKER: AMAT UQ), Symantec Corp (TICKER: SYMC UQ), eBay Inc. (TICKER: EBAY UQ), WestRock Co (TICKER: WRK UN), Intl Paper Co (TICKER: IP UN), Air Products & Chemicals Inc (TICKER: APD UN), Praxair Inc (TICKER: PX UN), Newmont Mining Corp (TICKER: NEM UN), AES Corp (TICKER: AES UN), PG&E Corporation (TICKER: PCG UN), Southern Co (TICKER: SO UN), Entergy Corp (TICKER: ETR 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 http://www.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