iSTOXX® Northern Trust Emerging Markets Low Volatility Climate ESG
The iSTOXX Northern Trust Emerging Markets Low Volatility Climate ESG Index is designed to track a high-quality universe of companies that exhibit lower overall absolute volatility and to achieve climate and sustainability targets. It is based on the iSTOXX Northern Trust Emerging Markets Index and uses the proprietary Northern Trust Quality™ factor to identify companies that exhibit strength in profitability, management expertise and cash flow. The weighting of each constituent security is determined through an optimization process that is designed to reduce total variance and transaction costs. Measurement of the climate and sustainability targets are via Northern Trust ESG Scores, Northern Trust ESG Exclusion Flags and ISS ESG carbon data.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
|Dissemination period||00:00 CET-22:15 CET|
|Free Float Mcap||---|
|Daily change (absolute)|
|Week to week change|
|52 week change|
|Year to date change|
|52 week low|
|52 week high|
** Chart displays Closing High and Closing Low