• S-Network Global Indexes, Inc.
  • Posted September 7, 2016

Forty-two Additions/Forty-one Deletions in S-Network Large Cap Sharpe Ratio Index Quarterly Reconstitution

New York, NY, September 7, 2016 – The S-Network Large Cap Sharpe Ratio Index (Ticker: SHRPX) will add forty-two new constituents in its quarterly reconstitution, effective 6:00 PM (EST) Sunday, September 18, 2016. Forty-one stocks will be removed, changing the number of index components to 50.

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

The deletions from SHRPX are: Newell Brands Inc (TICKER: NWL UN), Amazon.com Inc (TICKER: AMZN UQ), Ulta Salon Cosmetics & Fragr (TICKER: ULTA UQ), Johnson Controls Inc (TICKER: JCI UN), Lowe's Cos Inc (TICKER: LOW UN), Monster Beverage Corp New (TICKER: MNST UQ), Molson Coors Brewing Co B (TICKER: TAP UN), Archer-Daniels-Midland Co (TICKER: ADM UN), Philip Morris International (TICKER: PM UN), Church & Dwight Co (TICKER: CHD UN), ONEOK Inc (TICKER: OKE UN), Newfield Exploration Co (TICKER: NFX UN), Southwestern Energy Co (TICKER: SWN UN), S&P Global Inc (TICKER: SPGI UN), Marsh & McLennan Companies (TICKER: MMC UN), Gallagher Arthur J. & Co (TICKER: AJG UN), Comerica Inc (MI) (TICKER: CMA UN), Unum Group (TICKER: UNM UN), Zimmer Biomet Holdings Inc (TICKER: ZBH UN), Boston Scientific Corp (TICKER: BSX UN), Agilent Technologies Inc (TICKER: A UN), Bard C.R. Inc (TICKER: BCR UN), DaVita Inc (TICKER: DVA UN), Stanley Black & Decker (TICKER: SWK UN), Dun & Bradstreet Corp (TICKER: DNB UN), Equifax Inc (TICKER: EFX UN), Jacobs Engineering Group Inc (TICKER: JEC UN), Fidelity National Information (TICKER: FIS UN), Accenture plc A (TICKER: ACN UN), Salesforce.com (TICKER: CRM UN), Total System Services Inc (TICKER: TSS UN), Intl Flavors & Fragrances (TICKER: IFF UN), Avery Dennison Corp (TICKER: AVY UN), Nucor Corp (TICKER: NUE UN), Vulcan Materials Co (TICKER: VMC UN), Martin Marietta Materials (TICKER: MLM UN), American Water Works Co Inc (TICKER: AWK UN), Centerpoint Energy Inc (TICKER: CNP UN), Sempra Energy (TICKER: SRE UN), PPL Corp (TICKER: PPL UN), and 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 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.

More information can be found at http://www.snetglobalindexes.com/index

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

 

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

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