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Indices

EURO STOXX® ESG-X & Ex Nuclear Power Momentum

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.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

Symbol
SXEXMMEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297666
Bloomberg ID
BBG00N55MKW8
Last Value
311.83 +0.33 (+0.11%)
As of 05:50 pm CET
Week to Week Change
-0.01%
52 Week Change
0.13%
Year to Date Change
7.12%
Daily Low
310.47
Daily High
312.56
52 Week Low
256.72 — 29 Sep 2022
52 Week High
323.79 — 2 Feb 2022
Data
Factsheet

Top 10 Components

L'OREAL Consumer Products and Services FR
TENARIS Energy IT
AIXTRON Technology DE
ING GRP Banks NL
LVMH MOET HENNESSY Consumer Products and Services FR
MERCK Health Care DE
DEUTSCHE POST Industrial Goods and Services DE
SAINT GOBAIN Construction and Materials FR
DEUTSCHE TELEKOM Telecommunications DE
SAP Technology DE
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
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Low
High

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