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
SXEXMMEN
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297815
Bloomberg ID
BBG00N55MKS3
Last Value
343.06
-0.22 (-0.06%)
As of
CETWeek to Week Change
-0.82%
52 Week Change
14.40%
Year to Date Change
5.68%
Daily Low
342.65
Daily High
344.42
52 Week Low
287.0299 — 20 Oct 2023
52 Week High
353.29 — 28 Mar 2024
Top 10 Components
BE SEMICONDUCTOR | NL |
L'OREAL | FR |
UNICREDIT | IT |
BEIERSDORF | DE |
ING GRP | NL |
LVMH MOET HENNESSY | FR |
SAP | DE |
SAINT GOBAIN | FR |
DEUTSCHE POST | DE |
ASM INTERNATIONAL | NL |
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