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-fac
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXEXQLEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297724
Bloomberg ID
BBG00N55MKR4
Last Value
338.67
+4.51 (+1.35%)
As of
CETWeek to Week Change
1.49%
52 Week Change
15.79%
Year to Date Change
9.17%
Daily Low
335.37
Daily High
339.4
52 Week Low
274.67 — 27 Oct 2023
52 Week High
338.68 — 27 Mar 2024
Top 10 Components
L'OREAL | FR |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
BEIERSDORF | DE |
SAP | DE |
HERMES INTERNATIONAL | FR |
HENKEL PREF | DE |
DEUTSCHE POST | DE |
MERCK | DE |
SANOFI | FR |
SCHNEIDER ELECTRIC | FR |
Zoom
Low
High
Featured indices
EURO STOXX 50®
€4890.61
-30.61
1Y Return
13.87%
1Y Volatility
0.12%
DAX
€17905.58
-26.59
1Y Return
13.85%
1Y Volatility
0.11%
MDAX
€26255.46
-8.93
1Y Return
-4.37%
1Y Volatility
0.15%
SDAX
€14340.21
+42.78
1Y Return
4.87%
1Y Volatility
0.15%
TecDAX
€2407.18
-6.53
1Y Return
-1.40%
1Y Volatility
0.15%