Summary
The EURO STOXX ESG-X & Ex Nuclear Power Single Factor Indices are constructed on the EURO STOXX® Index with standardized ESG exclusion screens applied for Global Compact Principles, Controversial Weapons, Thermal Coal, Nuclear Power and Tobacco Producers. The objective is to extract the following factor risk premia: Value (Earnings Yield and Value), Quality (Leverage and Profitability) and Medium-term Momentum, while controlling for risk and focusing on tradability. The weighting is determined by a single-factor optimization process.
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Details
Symbol
SXEXMMEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297666
Bloomberg ID
BBG00N55MKW8
Last Value
373.74
-1.14 (-0.30%)
As of
CETWeek to Week Change
-1.70%
52 Week Change
15.96%
Year to Date Change
6.26%
Daily Low
372.37
Daily High
379.15
52 Week Low
310.93 — 20 Oct 2023
52 Week High
382.87 — 28 Mar 2024
Top 10 Components
BE SEMICONDUCTOR | NL |
L'OREAL | FR |
UNICREDIT | IT |
BEIERSDORF | DE |
ING GRP | NL |
LVMH MOET HENNESSY | FR |
SAP | DE |
SAINT GOBAIN | FR |
DEUTSCHE POST | DE |
ASM INTERNATIONAL | NL |
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