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
SXEXVLEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297773
Bloomberg ID
BBG00N55MKY6
Last Value
279.23
-0.04 (-0.01%)
As of CET
Week to Week Change
0.49%
52 Week Change
-2.61%
Year to Date Change
6.57%
Daily Low
276.87
Daily High
279.42
52 Week Low
227.85 — 29 Sep 2022
52 Week High
291.43 — 2 Feb 2022
Top 10 Components
| L'OREAL | Consumer Products and Services | FR |
| ARCELORMITTAL | Basic Resources | LU |
| MERCK | Health Care | DE |
| DEUTSCHE POST | Industrial Goods and Services | DE |
| DEUTSCHE TELEKOM | Telecommunications | DE |
| SAP | Technology | DE |
| BEIERSDORF | Personal Care, Drug and Grocery Stores | DE |
| SANOFI | Health Care | FR |
| ANHEUSER-BUSCH INBEV | Food, Beverage and Tobacco | BE |
| BNP PARIBAS | Banks | FR |
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Low
High
Featured indices
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€278.98
-0.02
1Y Return
-4.81%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
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1Y Return
-6.94%
1Y Volatility
0.24%
STOXX® Global 1800 Ax Momentum
$262.71
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1Y Return
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1Y Volatility
0.24%
STOXX® Global 1800 ESG-X Ax Momentum
$270.28
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1Y Return
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1Y Volatility
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STOXX® Europe 600 Ax Size
€188.68
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1Y Return
-10.57%
1Y Volatility
0.22%