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
311.83
+0.33 (+0.11%)
As of
CETWeek 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
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 |
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Low
High
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