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
SXEXVLEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297773
Bloomberg ID
BBG00N55MKY6
Last Value
285.48
-1.64 (-0.57%)
As of CET
Week to Week Change
-0.66%
52 Week Change
22.48%
Year to Date Change
8.95%
Daily Low
284.2
Daily High
286.95
52 Week Low
227.85 — 29 Sep 2022
52 Week High
299.5899 — 28 Jul 2023
Top 10 Components
| L'OREAL | Consumer Products and Services | FR |
| VEOLIA ENVIRONNEMENT | Utilities | FR |
| STELLANTIS | Automobiles and Parts | IT |
| SAP | Technology | DE |
| DEUTSCHE POST | Industrial Goods and Services | DE |
| SANOFI | Health Care | FR |
| BEIERSDORF | Personal Care, Drug and Grocery Stores | DE |
| DEUTSCHE TELEKOM | Telecommunications | DE |
| MERCK | Health Care | DE |
| TELEFONICA | Telecommunications | ES |
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Low
High
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1Y Volatility
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