• S-Network Global Indexes
  • Posted March 13, 2017

43 Additions and 44 Deletions in S-Network Large-Cap Sharpe Ratio Index Quarterly Reconstitution

New York, NY, Monday, March 13, 2017 — The S-Network Large-Cap Sharpe Ratio IndexSM (TICKER: SHRPX) will add 43 constituents and drop 44 constituents in its quarterly reconstitution, effective 6:00 PM (EST) Sunday, March 19, 2017, changing the number of index components to 49.

 

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

 

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

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