The EURO iSTOXX ESG-X & Ex Nuclear Power Multi Factor Index is 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 diversify across the factors of Profitability, Earnings Yield, Leverage, Value and Low Volatility (accomplished through the minimum variance objective), with the weighting determined by a multi-factor optimization process.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Top 10 Components
|L'OREAL||Consumer Products and Services||FR|
|AHOLD DELHAIZE||Personal Care, Drug and Grocery Stores||NL|
|STELLANTIS||Automobiles and Parts||IT|
|HERMES INTERNATIONAL||Consumer Products and Services||FR|
|DEUTSCHE POST||Industrial Goods and Services||DE|
|KONE B||Industrial Goods and Services||FI|