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45 Additions and 43 Deletions in S-Network US Equity Large/Mid-Cap Sharpe Ratio Index Quarterly Reconstitution

  • September 12, 2019
  • S-Network Global Indexes

New York, NY, Thursday, September 12, 2019 — The S-Network US Equity Large/Mid-Cap Sharpe Ratio IndexSM (TICKER: SNSHRP) will add 45 constituents and drop 43 constituents in its quarterly reconstitution, effective 6:00 PM (ET) Sunday, September 22, 2019, changing the number of index components to 50.

The additions to SNSHRP are: Altice USA Inc (TICKER: ATUS US), At&T Inc (TICKER: T US), Sirius Xm Holdings Inc (TICKER: SIRI US), News Corp A (TICKER: NWSA US), Bright Horizons Family Solutions Inc (TICKER: BFAM US), Starbucks Corp (TICKER: SBUX US), ROKU INC (TICKER: ROKU US), Home Depot Inc (TICKER: HD US), Yum! Brands Inc (TICKER: YUM US), Boston Beer Inc A (TICKER: SAM US), Costco Wholesale Corp (TICKER: COST US), Casey'S General Stores Inc (TICKER: CASY US), Performance Food Group Co (TICKER: PFGC US), Phillips 66 (TICKER: PSX US), Hollyfrontier Corporation (TICKER: HFC US), Oneok Inc (TICKER: OKE US), Hess Corp (TICKER: HES US), Valero Energy Corp (TICKER: VLO US), Brown & Brown Inc (TICKER: BRO US), Assurant Inc (TICKER: AIZ US), S&P Global Inc (TICKER: SPGI US), Morningstar (TICKER: MORN US), Chemed Corp (TICKER: CHE US), Novocure Ltd (TICKER: NVCR US), Medtronic Plc (TICKER: MDT US), Globus Medical Inc. A (TICKER: GMED US), West Pharmaceutical Services Inc (TICKER: WST US), Generac Holdings Inc (TICKER: GNRC US), Teledyne Technologies Inc (TICKER: TDY US), Verisk Analytics Inc (TICKER: VRSK US), General Dynamics (TICKER: GD US), Unifirst Corp (TICKER: UNF US), Alteryx, Inc. Class A (TICKER: AYX US), KLA Corporation (TICKER: KLAC US), Universal Display Corp (TICKER: OLED US), Western Digital Corp (TICKER: WDC US), Royal Gold Inc (TICKER: RGLD US), Valvoline Inc (TICKER: VVV US), Rpm International Inc. (TICKER: RPM US), Newmarket Corp (TICKER: NEU US), Wec Energy Group Inc (TICKER: WEC US), Entergy Corp (TICKER: ETR US), Avista Corp (TICKER: AVA US), Evergy Inc (TICKER: EVRG US), Cms Energy Corp (TICKER: CMS US).

The deletions from SNSHRP are: Zayo Group Holdings Inc (TICKER: ZAYO US), Liberty Broadband Corp C (TICKER: LBRDK US), Zynga Inc. A (TICKER: ZNGA US), Cable One Inc. (TICKER: CABO US), Carmax Inc (TICKER: KMX US), Servicemaster Global Holdings Inc (TICKER: SERV US), Strategic Education Inc (TICKER: STRA US), Planet Fitness Inc A (TICKER: PLNT US), Nvr Inc (TICKER: NVR US), Tyson Foods Inc A (TICKER: TSN US), Pilgrims Pride Corp (TICKER: PPC US), Mccormick & Co (TICKER: MKC US), Smucker J.M. Co (TICKER: SJM US), Kinder Morgan Inc (TICKER: KMI US), Cvr Energy Inc (TICKER: CVI US), Equitrans Midstream Corp (TICKER: ETRN US), Cabot Oil & Gas A (TICKER: COG US), Wr Berkley Corp (TICKER: WRB US), Rli Corp (TICKER: RLI US), Renaissancere Hldgs (TICKER: RNR US), Erie Indemnity Co A (TICKER: ERIE US), Idexx Laboratories Inc (TICKER: IDXX US), Celgene Corp (TICKER: CELG US), Veeva Systems Inc A (TICKER: VEEV US), Cerner Corp (TICKER: CERN US), Dentsply Sirona Inc (TICKER: XRAY US), Heico Corp (TICKER: HEI US), Kar Auction Services Inc (TICKER: KAR US), Thomson Reuters Corp (TICKER: TRI US), Armstrong World Industries (TICKER: AWI US), Copart Inc (TICKER: CPRT US), Global Payments Inc (TICKER: GPN US), Broadridge Financial Solutions Inc. (TICKER: BR US), Appfolio Inc (TICKER: APPF US), Martin Marietta Materials (TICKER: MLM US), Air Products & Chemicals Inc (TICKER: APD US), Ecolab Inc (TICKER: ECL US), Aptargroup Inc (TICKER: ATR US), American Water Works Co Inc (TICKER: AWK US), Southern Co (TICKER: SO US), Sempra Energy (TICKER: SRE US), Hawaiian Electric Industries (TICKER: HE US), South Jersey Industries Inc (TICKER: SJI US).

SNSHRP is a portfolio of up to fifty stocks derived from the S-Network US Equity Large/Mid-Cap 1000 Index (SN1000). The SNSHRP methodology selects the five stocks in each of the 10 GICS sectors (excluding Real Estate) making up the SN1000 that have the highest Sharpe ratios as of the last business day of the second month of each calendar quarter. SNSHRP is rules based and fully transparent, employing a methodology that weights all 50 index constituents equally. SNSHRP excludes pass-through securities.

 

More information can be found at sharperatioindex.com.

 

Index: S-Network Large/Mid-Cap Sharpe Ratio Price Index TICKER: SNSHRP

 

Index: S-Network Large/Mid-Cap Sharpe Ratio Total Return Index TICKER: SNSHRP

40 Additions and 39 Deletions in S-Network Large-Cap Sharpe Ratio Index Quarterly Reconstitution

  • June 12, 2019
  • S-Network Global Indexes

New York, NY, Wednesday, June 12, 2019 — The S-Network Large-Cap Sharpe Ratio IndexSM (TICKER: SHRPX) will add 40 constituents and drop 39 constituents in its quarterly reconstitution, effective 6:00 PM (ET) Sunday, June 23, 2019, changing the number of index components to 50.

The additions to SHRPX are: Take-Two Interactive Software (TICKER: TTWO US), Walt Disney Co (TICKER: DIS US), Twitter Inc (TICKER: TWTR US), Carmax Inc (TICKER: KMX US), Yum! Brands Inc (TICKER: YUM US), McDonald's Corp (TICKER: MCD US), Starbucks Corp (TICKER: SBUX US), Pulte Group Inc (TICKER: PHM US), Hershey Foods Corp (TICKER: HSY US), McCormick & Co (TICKER: MKC US), Tyson Foods Inc A (TICKER: TSN US), J.M. Smucker Co (TICKER: SJM US), PepsiCo Inc (TICKER: PEP US), Anadarko Petroleum Corp (TICKER: APC US), Cabot Oil & Gas A (TICKER: COG US), Pioneer Natural Resources (TICKER: PXD US), ONEOK Inc (TICKER: OKE US), American Intl Group Inc (TICKER: AIG US), Cboe Global Markets, Inc (TICKER: CBOE US), Cincinnati Financial Corp (TICKER: CINF US), Chubb Limited (TICKER: CB US), Cerner Corp (TICKER: CERN US), IDEXX Laboratories Inc (TICKER: IDXX US), Celgene Corp (TICKER: CELG US), ResMed Inc (TICKER: RMD US), Verisk Analytics Inc (TICKER: VRSK US), Arconic Inc (TICKER: ARNC US), L3 Technologies, Inc (TICKER: LLL US), Harris Corp (TICKER: HRS US), Broadridge Financial Solutions Inc. (TICKER: BR US), Total System Services Inc (TICKER: TSS US), Paychex Inc (TICKER: PAYX US), Mastercard Inc A (TICKER: MA US), Ecolab Inc (TICKER: ECL US), Martin Marietta Materials (TICKER: MLM US), Vulcan Materials Co (TICKER: VMC US), Sempra Energy (TICKER: SRE US), Southern Co (TICKER: SO US), NextEra Energy Inc (TICKER: NEE US), Eversource Energy (TICKER: ES US).

The deletions from SHRPX are: Electronic Arts (TICKER: EA US), NetFlix Inc (TICKER: NFLX US), AutoZone Inc (TICKER: AZO US), Chipotle Mexican Grill Inc. (TICKER: CMG US), eBay Inc. (TICKER: EBAY US), Garmin Ltd (TICKER: GRMN US), Leggett & Platt (TICKER: LEG US), Mondelez International Inc (TICKER: MDLZ US), Coty Inc. (TICKER: COTY US), General Mills Inc (TICKER: GIS US), Estee Lauder Cos. A (TICKER: EL US), Monster Beverage Corp New (TICKER: MNST US), Hess Corp (TICKER: HES US), The Williams Companies Inc (TICKER: WMB US), Devon Energy Corp (TICKER: DVN US), Baker Hughes, a GE company (TICKER: BHGE US), Hartford Finl Services Group (TICKER: HIG US), Progressive Corp (TICKER: PGR US), Synchrony Financial (TICKER: SYF US), Willis Towers Watson PLC (TICKER: WLTW US), Danaher Corp (TICKER: DHR US), Incyte Corp (TICKER: INCY US), Waters Corp (TICKER: WAT US), Regeneron Pharmaceuticals Inc (TICKER: REGN US), TransDigm Group (TICKER: TDG US), General Electric Co (TICKER: GE US), Masco Corp (TICKER: MAS US), Boeing Co (TICKER: BA US), Cadence Design Systems Inc (TICKER: CDNS US), FleetCor Technologies Inc (TICKER: FLT US), Keysight Technologies Inc (TICKER: KEYS US), Xilinx Inc (TICKER: XLNX US), Linde plc (TICKER: LIN US), Avery Dennison Corp (TICKER: AVY US), Sealed Air Corp (TICKER: SEE US), Entergy Corp (TICKER: ETR US), FirstEnergy Corp (TICKER: FE US), Centerpoint Energy Inc (TICKER: CNP US), AES Corp (TICKER: AES 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 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

September 12, 2019
45 Additions and 43 Deletions in S-Network US Equity Large/Mid-Cap Sharpe Ratio Index Quarterly Reconstitution

June 12, 2019
40 Additions and 39 Deletions in S-Network Large-Cap Sharpe Ratio Index Quarterly Reconstitution