Forty Additions/Thirty-nine Deletions in S-Network Large Cap Sharpe Ratio Index Quarterly Reconstitution
New York, NY, March 9, 2016 – The S-Network Large Cap Sharpe Ratio Index (Ticker: SHRPX) will add forty new constituents in its quarterly reconstitution, effective 6:00 PM (EST) Sunday, March 20, 2016. Thirty-nine stocks will be removed, changing the number of index components to 50.
The additions to SHRPX are: Alcoa Inc (TICKER: AA UN); The ADT Corp. (TICKER: ADT UN); Allstate Corp (TICKER: ALL UN); Baxalta Inc (TICKER: BXLT UN); CA Inc (TICKER: CA UQ); CMS Energy Corp (TICKER: CMS UN); CONSOL Energy Inc (TICKER: CNX UN); Cabot Oil & Gas A (TICKER: COG UN); Coach Inc (TICKER: COH UN); Campbell Soup Co (TICKER: CPB UN); Dollar General Corp (TICKER: DG UN); Consolidated Edison Inc (TICKER: ED UN); Edison Intl (TICKER: EIX UN); EMC Corp (TICKER: EMC UN); EQT Corporation (TICKER: EQT UN); Fastenal Co (TICKER: FAST UQ); Freeport-McMoRan Inc (TICKER: FCX UN); First Solar Inc (TICKER: FSLR UQ); Kimberly-Clark (TICKER: KMB UN); Grainger W.W. Inc (TICKER: GWW UN); Intuitive Surgical Inc (TICKER: ISRG UQ); Michael Kors Holdings Ltd (TICKER: KORS UN); Mattel Inc (TICKER: MAT UQ); Marsh & McLennan Companies (TICKER: MMC UN); Nasdaq Inc (TICKER: NDAQ UQ); NextEra Energy Inc (TICKER: NEE UN); Newmont Mining Corp (TICKER: NEM UN); Nielsen Holdings plc (TICKER: NLSN UN); Progressive Corp (TICKER: PGR UN); PayPal Holdings Inc. (TICKER: PYPL UQ); QUALCOMM Inc (TICKER: QCOM UQ); Republic Services Inc (TICKER: RSG UN); Spectra Energy Corp (TICKER: SE UN); Sealed Air Corp (TICKER: SEE UN); Tyson Foods Inc A (TICKER: TSN UN); Unitedhealth Group Inc (TICKER: UNH UN); Urban Outfitters (TICKER: URBN UQ); WEC Energy Group Inc (TICKER: WEC UN); Wal-Mart Stores (TICKER: WMT UN); and Exxon Mobil Corp (TICKER: XOM UN).
The deletions from SHRPX are: Agilent Technologies Inc (TICKER: A UN); Assurant Inc (TICKER: AIZ UN); Amazon.com Inc (TICKER: AMZN UQ); Activision Blizzard Inc (TICKER: ATVI UQ); Avery Dennison Corp (TICKER: AVY UN); BlackRock Inc (TICKER: BLK UN); Clorox Co (TICKER: CLX UN); Costco Wholesale Corp (TICKER: COST UQ); E. I. du Pont de Nemours and Company (TICKER: DD UN); Dow Chemical (TICKER: DOW UN); Dr Pepper Snapple Group (TICKER: DPS UN); Equifax Inc (TICKER: EFX UN); General Electric Co (TICKER: GE UN); General Motors Company (TICKER: GM UN); Home Depot Inc (TICKER: HD UN); Intel Corp (TICKER: INTC UQ); Interpublic Group Cos (TICKER: IPG UN); Johnson & Johnson (TICKER: JNJ UN); Southwest Airlines Co (TICKER: LUV UN); McDonald's Corp (TICKER: MCD UN); Marathon Petroleum Corp. (TICKER: MPC UN); Nisource Inc (TICKER: NI UN); Nvidia Corp (TICKER: NVDA UQ); Paychex Inc (TICKER: PAYX UQ); Pepco Holdings Inc (TICKER: POM UN); PPG Industries Inc (TICKER: PPG UN); PPL Corp (TICKER: PPL UN); Phillips 66 (TICKER: PSX UN); Pioneer Natural Resources (TICKER: PXD UN); Roper Technologies, Inc (TICKER: ROP UN); Raytheon Co (TICKER: RTN UN); SCANA Corp (TICKER: SCG UN); Molson Coors Brewing Co B (TICKER: TAP UN); TECO Energy Inc (TICKER: TE UN); Travelers Cos Inc (TICKER: TRV UN); Tesoro Corp (TICKER: TSO UN); Valero Energy Corp (TICKER: VLO UN); VeriSign Inc (TICKER: VRSN UQ); and Dentsply Intl (TICKER: XRAY UQ).
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 ten GICS sectors that make up the S&P500 which 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.
Index: S-Network Large Cap Sharpe Ratio Price Index TICKER: SHRPX
Index: S-Network Large Cap Sharpe Ratio Total Return Index TICKER: SHRPXTR
S-Network Global Indexes, Inc. is a publisher and developer of proprietary and custom indexes. Founded in 1997, S-Network publishes over 200 indexes, which serve as the underlying portfolios for financial products with approximately USD 7 billion in assets under management. S-Network indexes, which are supported by a state-of-the-art technology platform, are known for their transparency and efficiency. More...
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