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
327.3
-2.04 (-0.62%)
As of CET
Week to Week Change
-0.62%
52 Week Change
25.55%
Year to Date Change
12.43%
Daily Low
325.92
Daily High
329.19
52 Week Low
256.72 — 29 Sep 2022
52 Week High
342.22 — 31 Jul 2023
Top 10 Components
| L'OREAL | Consumer Products and Services | FR |
| BE SEMICONDUCTOR | Technology | NL |
| ING GRP | Banks | NL |
| LVMH MOET HENNESSY | Consumer Products and Services | FR |
| UNICREDIT | Banks | IT |
| DEUTSCHE POST | Industrial Goods and Services | DE |
| MERCK | Health Care | DE |
| KPN | Telecommunications | NL |
| SAP | Technology | DE |
| DEUTSCHE TELEKOM | Telecommunications | DE |
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Low
High
Featured indices
STOXX® International Equity Factor
€278.06
+0.05
1Y Return
11.43%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€577.8
+2.14
1Y Return
5.69%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€177.93
-1.21
1Y Return
12.03%
1Y Volatility
0.15%