- S-Network Global Indexes Inc.

Transcription

- S-Network Global Indexes Inc.
Joseph LaCorte
S-Network Global Indexes
267 Fifth Avenue
New York, NY 10016
Phone: (646) 467-7927
http://www.snetglobalindexes.com/index
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

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