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
279.23
-0.04 (-0.01%)
As of
CETWeek 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
STOXX® International Equity Factor
€278.98
-0.02
1Y Return
-4.81%
1Y Volatility
0.13%
STOXX® U.S. Equity Factor
€532.17
+5.47
1Y Return
-6.94%
1Y Volatility
0.24%
STOXX® Global 1800 Ax Momentum
$262.71
+0.31
1Y Return
-7.51%
1Y Volatility
0.24%
STOXX® Global 1800 ESG-X Ax Momentum
$270.28
+0.72
1Y Return
-9.52%
1Y Volatility
0.25%
STOXX® Europe 600 Ax Size
€188.68
+1.01
1Y Return
-10.57%
1Y Volatility
0.22%