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.
Top 10 Components
|L'OREAL||Consumer Products and Services||FR|
|LVMH MOET HENNESSY||Consumer Products and Services||FR|
|DEUTSCHE POST||Industrial Goods and Services||DE|
|SAINT GOBAIN||Construction and Materials||FR|