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FACTOR & STRATEGY INDICES
EURO STOXX ESG-X & Ex Nuclear Power Momentum
Index Description
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
Key facts
- 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 screens are based on responsible policies and aim to reduce reputational and idiosyncratic risks.
- Screening provided by award-winning ESG data provider Sustainalytics.
- 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.
- Optimization provided by award-winning partner Axioma.
- The weighting is determined by a single-factor optimization process.
- Suitable as underlying for passive funds, ETFs, structured products and listed derivatives.
Descriptive Statistics
Index | Market Cap (EUR bn) | Components (EUR bn) | Component weight (%) | Turnover (%) | |||||
---|---|---|---|---|---|---|---|---|---|
Full | Free-float | Mean | Median | Largest | Smallest | Largest | Smallest | Last 12 monts | |
EURO STOXX ESG-X & Ex Nuclear Power Momentum | N/A | 103.3 | 1.5 | 0.7 | 7.6 | 0.0 | 7.4 | 0.0 | 31.0 |
EURO STOXX | 7,776.9 | 5,615.7 | 19.0 | 7.1 | 356.5 | 1.1 | 6.3 | 0.0 | 3.8 |
Supersector weighting (top 10)
Banks | 16.6 |
---|---|
Technology | 16.5 |
Consumer Products and Services | 13.4 |
Industrial Goods and Services | 8.0 |
Health Care | 7.3 |
Utilities | 5.8 |
Construction and Materials | 5.4 |
Personal Care, Drug and Grocery Stores | 5.2 |
Telecommunications | 4.7 |
Energy | 3.7 |
Country weighting
France | 30.6 |
---|---|
Germany | 26.3 |
Netherlands | 17.8 |
Italy | 13.2 |
Spain | 7.7 |
Belgium | 2.6 |
Finland | 1.4 |
Austria | 0.5 |
Ireland | 0.0 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
EURO STOXX ESG-X & Ex Nuclear Power Momentum | 3.5 | 8.6 | 19.7 | 31.1 | 66.0 | N/A | N/A | 20.2 | 9.6 | 10.8 |
EURO STOXX | 4.5 | 10.0 | 16.6 | 28.8 | 58.3 | N/A | N/A | 17.1 | 8.9 | 9.7 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO STOXX ESG-X & Ex Nuclear Power Momentum | N/A | N/A | 11.2 | 16.4 | 19.0 | N/A | N/A | 1.4 | 0.5 | 0.5 |
EURO STOXX | N/A | N/A | 11.0 | 16.8 | 19.6 | N/A | N/A | 1.1 | 0.4 | 0.5 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO STOXX ESG-X & Ex Nuclear Power Momentum | 0.9 | 0.9 | 1.0 | 1.0 | 1.0 | 5.4 | 4.3 | 3.4 | 4.1 | 4.5 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO STOXX ESG-X & Ex Nuclear Power Momentum | 1.3 | 1.0 | 1.0 | 1.0 | 0.9 | -2.3 | -1.3 | 0.8 | 0.1 | 0.2 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Net Return), all data as of March 29, 2024
FACTOR & STRATEGY INDICES
EURO STOXX ESG-X & Ex Nuclear Power Momentum
Fundamentals
Index | Price/earnings incl. negative | Price/earnings excl. negative | Price/book | Dividend yield (%)3 | Price/sales | Price/cash flow | ||
---|---|---|---|---|---|---|---|---|
Trailing | Projected | Trailing | Projected | Trailing | Trailing | Trailing | ||
EURO STOXX ESG-X & Ex Nuclear Power Momentum | 15.3 | 13.7 | 14.9 | 14.9 | 1.9 | 2.9 | 1.4 | 21.2 |
EURO STOXX | 17.3 | 13.6 | 15.1 | 15.1 | 1.8 | 2.9 | 1.2 | 26.7 |
Performance and annual returns
EURO STOXX ESG-X & Ex Nuclear Power Momentum | |
---|---|
1548806400000 | 196.86 |
1548892800000 | 197.1399 |
1548979200000 | 197.71 |
1549238400000 | 197.88 |
1549324800000 | 201.72 |
1549411200000 | 202.8 |
1549497600000 | 199.86 |
1549584000000 | 198.69 |
1549843200000 | 200.54 |
1549929600000 | 201.73 |
1550016000000 | 202.81 |
1550102400000 | 201.57 |
1550188800000 | 204.11 |
1550448000000 | 204.77 |
1550534400000 | 204.32 |
1550620800000 | 205.31 |
1550707200000 | 205.11 |
1550793600000 | 205.3 |
1551052800000 | 205.37 |
1551139200000 | 205.81 |
1551225600000 | 204.82 |
1551312000000 | 205.43 |
1551398400000 | 207.59 |
1551657600000 | 207.88 |
1551744000000 | 207.93 |
1551830400000 | 206.98 |
1551916800000 | 207.04 |
1552003200000 | 206.1399 |
1552262400000 | 207.56 |
1552348800000 | 208.1399 |
1552435200000 | 209.08 |
1552521600000 | 210.65 |
1552608000000 | 212.26 |
1552867200000 | 212.78 |
1552953600000 | 214.61 |
1553040000000 | 212.64 |
1553126400000 | 212.89 |
1553212800000 | 209.73 |
1553472000000 | 209.78 |
1553558400000 | 211.32 |
1553644800000 | 211.89 |
1553731200000 | 211.32 |
1553817600000 | 212.81 |
1554076800000 | 214.94 |
1554163200000 | 215.64 |
1554249600000 | 217.54 |
1554336000000 | 217.53 |
1554422400000 | 217.82 |
1554681600000 | 217.39 |
1554768000000 | 215.82 |
1554854400000 | 216.69 |
1554940800000 | 217.05 |
1555027200000 | 217.44 |
1555286400000 | 217.99 |
1555372800000 | 218.07 |
1555459200000 | 218.33 |
1555545600000 | 218.13 |
1555977600000 | 219.5 |
1556064000000 | 219.45 |
1556150400000 | 218.96 |
1556236800000 | 219.49 |
1556496000000 | 219.61 |
1556582400000 | 219.88 |
1556668800000 | 219.88 |
1556755200000 | 218.4 |
1556841600000 | 219.21 |
1557100800000 | 216.82 |
1557187200000 | 214.81 |
1557273600000 | 215.06 |
1557360000000 | 211.5 |
1557446400000 | 212.1 |
1557705600000 | 209.89 |
1557792000000 | 212.26 |
1557878400000 | 213.31 |
1557964800000 | 216.79 |
1558051200000 | 216.21 |
1558310400000 | 213.77 |
1558396800000 | 215.07 |
1558483200000 | 215.03 |
1558569600000 | 211.61 |
1558656000000 | 212.27 |
1558915200000 | 213.53 |
1559001600000 | 212.6 |
1559088000000 | 209.28 |
1559174400000 | 210.69 |
1559260800000 | 208.41 |
1559520000000 | 209.28 |
1559606400000 | 210.46 |
1559692800000 | 211.32 |
1559779200000 | 211.36 |
1559865600000 | 213.76 |
1560124800000 | 214.27 |
1560211200000 | 215.59 |
1560297600000 | 215.21 |
1560384000000 | 215.4 |
1560470400000 | 214.58 |
1560729600000 | 214.21 |
1560816000000 | 218.49 |
1560902400000 | 218.24 |
1560988800000 | 218.32 |
1561075200000 | 217.95 |
1561334400000 | 217.93 |
1561420800000 | 217.01 |
1561507200000 | 216.84 |
1561593600000 | 216.86 |
1561680000000 | 218.21 |
1561939200000 | 219.71 |
1562025600000 | 220.83 |
1562112000000 | 223.13 |
1562198400000 | 223.06 |
1562284800000 | 221.25 |
1562544000000 | 221.07 |
1562630400000 | 220.46 |
1562716800000 | 220.16 |
1562803200000 | 219.92 |
1562889600000 | 220.18 |
1563148800000 | 220.65 |
1563235200000 | 221.4 |
1563321600000 | 220.42 |
1563408000000 | 219.16 |
1563494400000 | 219.5 |
1563753600000 | 220.36 |
1563840000000 | 222.45 |
1563926400000 | 222.63 |
1564012800000 | 221.79 |
1564099200000 | 221.39 |
1564358400000 | 221.6 |
1564444800000 | 218 |
1564531200000 | 218.19 |
1564617600000 | 219.71 |
1564704000000 | 214.09 |
1564963200000 | 209.76 |
1565049600000 | 209.22 |
1565136000000 | 210.27 |
1565222400000 | 213.86 |
1565308800000 | 211.72 |
1565568000000 | 211.21 |
1565654400000 | 211.87 |
1565740800000 | 207.82 |
1565827200000 | 207.11 |
1565913600000 | 209.49 |
1566172800000 | 212 |
1566259200000 | 210.19 |
1566345600000 | 213.19 |
1566432000000 | 211.4 |
1566518400000 | 209.3899 |
1566777600000 | 209.99 |
1566864000000 | 212.05 |
1566950400000 | 211.53 |
1567036800000 | 213.68 |
1567123200000 | 214.89 |
1567382400000 | 215.88 |
1567468800000 | 215.16 |
1567555200000 | 217.25 |
1567641600000 | 218.16 |
1567728000000 | 218.28 |
1567987200000 | 217.21 |
1568073600000 | 216.74 |
1568160000000 | 217.83 |
1568246400000 | 219.56 |
1568332800000 | 218.74 |
1568592000000 | 217.33 |
1568678400000 | 218.37 |
1568764800000 | 218.8 |
1568851200000 | 219.9 |
1568937600000 | 221.27 |
1569196800000 | 219.38 |
1569283200000 | 219.4 |
1569369600000 | 218.03 |
1569456000000 | 219.98 |
1569542400000 | 221.04 |
1569801600000 | 222.13 |
1569888000000 | 218.94 |
1569974400000 | 212.63 |
1570060800000 | 212.82 |
1570147200000 | 215 |
1570406400000 | 216.54 |
1570492800000 | 214.37 |
1570579200000 | 215.86 |
1570665600000 | 217.24 |
1570752000000 | 220.77 |
1571011200000 | 220.52 |
1571097600000 | 222.6 |
1571184000000 | 222.81 |
1571270400000 | 222.87 |
1571356800000 | 221.93 |
1571616000000 | 222.22 |
1571702400000 | 222.78 |
1571788800000 | 222.64 |
1571875200000 | 224.14 |
1571961600000 | 224.93 |
1572220800000 | 225.23 |
1572307200000 | 224.92 |
1572393600000 | 226.98 |
1572480000000 | 226.55 |
1572566400000 | 227.34 |
1572825600000 | 229.3 |
1572912000000 | 229.6 |
1572998400000 | 229.85 |
1573084800000 | 230.16 |
1573171200000 | 229.87 |
1573430400000 | 229.83 |
1573516800000 | 231.07 |
1573603200000 | 230.45 |
1573689600000 | 229.62 |
1573776000000 | 231.16 |
1574035200000 | 231.01 |
1574121600000 | 231.13 |
1574208000000 | 230.31 |
1574294400000 | 229.03 |
1574380800000 | 229.32 |
1574640000000 | 230.48 |
1574726400000 | 230.94 |
1574812800000 | 231.28 |
1574899200000 | 230.96 |
1574985600000 | 230.98 |
1575244800000 | 226.53 |
1575331200000 | 225.78 |
1575417600000 | 228.1 |
1575504000000 | 227.65 |
1575590400000 | 229.84 |
1575849600000 | 228.72 |
1575936000000 | 228.49 |
1576022400000 | 228.83 |
1576108800000 | 229.36 |
1576195200000 | 230.34 |
1576454400000 | 233.1 |
1576540800000 | 232.5 |
1576627200000 | 232.47 |
1576713600000 | 232.69 |
1576800000000 | 234.88 |
1577059200000 | 234.91 |
1577145600000 | 234.94 |
1577404800000 | 235.57 |
1577664000000 | 233.41 |
1577750400000 | 232.76 |
1577923200000 | 235.55 |
1578009600000 | 235.03 |
1578268800000 | 233.99 |
1578355200000 | 234.39 |
1578441600000 | 235.02 |
1578528000000 | 236.26 |
1578614400000 | 236.57 |
1578873600000 | 236.35 |
1578960000000 | 237.11 |
1579046400000 | 238.61 |
1579132800000 | 239.5 |
1579219200000 | 241.61 |
1579478400000 | 241.56 |
1579564800000 | 240.71 |
1579651200000 | 240.31 |
1579737600000 | 238.43 |
1579824000000 | 240.68 |
1580083200000 | 234.11 |
1580169600000 | 236.44 |
1580256000000 | 237.45 |
1580342400000 | 234.99 |
1580428800000 | 231.93 |
1580688000000 | 233.11 |
1580774400000 | 236.87 |
1580860800000 | 239.52 |
1580947200000 | 241.09 |
1581033600000 | 241.23 |
1581292800000 | 240.97 |
1581379200000 | 243.1 |
1581465600000 | 245.21 |
1581552000000 | 245.58 |
1581638400000 | 245.41 |
1581897600000 | 245.99 |
1581984000000 | 244.55 |
1582070400000 | 246.91 |
1582156800000 | 243.09 |
1582243200000 | 241.84 |
1582502400000 | 232.21 |
1582588800000 | 227.84 |
1582675200000 | 229.31 |
1582761600000 | 220.94 |
1582848000000 | 213.53 |
1583107200000 | 214.1 |
1583193600000 | 216.41 |
1583280000000 | 219.3 |
1583366400000 | 216.69 |
1583452800000 | 208.77 |
1583712000000 | 191.98 |
1583798400000 | 188.79 |
1583884800000 | 187.26 |
1583971200000 | 164.73 |
1584057600000 | 168.03 |
1584316800000 | 158.6699 |
1584403200000 | 163.41 |
1584489600000 | 156.49 |
1584576000000 | 162.13 |
1584662400000 | 167.6 |
1584921600000 | 163.4 |
1585008000000 | 176.51 |
1585094400000 | 182.6 |
1585180800000 | 186.48 |
1585267200000 | 179.13 |
1585526400000 | 180.04 |
1585612800000 | 182.1 |
1585699200000 | 175.75 |
1585785600000 | 176.77 |
1585872000000 | 174.85 |
1586131200000 | 181.58 |
1586217600000 | 184.6399 |
1586304000000 | 184.4199 |
1586390400000 | 187.34 |
1586822400000 | 189.16 |
1586908800000 | 183.44 |
1586995200000 | 184.56 |
1587081600000 | 188.35 |
1587340800000 | 190.22 |
1587427200000 | 183.73 |
1587513600000 | 186.87 |
1587600000000 | 187.54 |
1587686400000 | 186.07 |
1587945600000 | 189.76 |
1588032000000 | 192.8 |
1588118400000 | 196.1699 |
1588204800000 | 193.52 |
1588291200000 | 193.52 |
1588550400000 | 186.76 |
1588636800000 | 191.24 |
1588723200000 | 189.54 |
1588809600000 | 192.99 |
1588896000000 | 194.94 |
1589155200000 | 193.87 |
1589241600000 | 194.6699 |
1589328000000 | 190.57 |
1589414400000 | 186.56 |
1589500800000 | 187.1 |
1589760000000 | 194.62 |
1589846400000 | 193 |
1589932800000 | 195.88 |
1590019200000 | 194.1699 |
1590105600000 | 194.9199 |
1590364800000 | 198.18 |
1590451200000 | 199.6699 |
1590537600000 | 201.23 |
1590624000000 | 205.13 |
1590710400000 | 202.99 |
1590969600000 | 204.4199 |
1591056000000 | 208.3 |
1591142400000 | 214.59 |
1591228800000 | 213.91 |
1591315200000 | 219.35 |
1591574400000 | 217.67 |
1591660800000 | 215.86 |
1591747200000 | 214.62 |
1591833600000 | 206.7 |
1591920000000 | 206.99 |
1592179200000 | 206.29 |
1592265600000 | 212.92 |
1592352000000 | 214.59 |
1592438400000 | 213.68 |
1592524800000 | 214.95 |
1592784000000 | 213.73 |
1592870400000 | 217.71 |
1592956800000 | 211.81 |
1593043200000 | 214.11 |
1593129600000 | 213.53 |
1593388800000 | 214.88 |
1593475200000 | 215.73 |
1593561600000 | 217.06 |
1593648000000 | 222.2 |
1593734400000 | 221.56 |
1593993600000 | 225.07 |
1594080000000 | 223.53 |
1594166400000 | 221.65 |
1594252800000 | 220.89 |
1594339200000 | 222.43 |
1594598400000 | 224.91 |
1594684800000 | 222.52 |
1594771200000 | 226.08 |
1594857600000 | 225.73 |
1594944000000 | 225.92 |
1595203200000 | 227.79 |
1595289600000 | 228.06 |
1595376000000 | 226.41 |
1595462400000 | 227.52 |
1595548800000 | 222.29 |
1595808000000 | 222.15 |
1595894400000 | 222.82 |
1595980800000 | 222.85 |
1596067200000 | 217.1 |
1596153600000 | 216.26 |
1596412800000 | 220.46 |
1596499200000 | 219.76 |
1596585600000 | 220.83 |
1596672000000 | 219.5 |
1596758400000 | 221 |
1597017600000 | 220.43 |
1597104000000 | 223.56 |
1597190400000 | 226.14 |
1597276800000 | 225.79 |
1597363200000 | 222.56 |
1597622400000 | 223.77 |
1597708800000 | 222.62 |
1597795200000 | 223.44 |
1597881600000 | 220.94 |
1597968000000 | 219.54 |
1598227200000 | 223.32 |
1598313600000 | 223.36 |
1598400000000 | 225.43 |
1598486400000 | 223.12 |
1598572800000 | 222.24 |
1598832000000 | 220.64 |
1598918400000 | 221.29 |
1599004800000 | 225.02 |
1599091200000 | 221.2 |
1599177600000 | 217.42 |
1599436800000 | 221.84 |
1599523200000 | 218.69 |
1599609600000 | 222.61 |
1599696000000 | 221.88 |
1599782400000 | 222.09 |
1600041600000 | 222.67 |
1600128000000 | 224.23 |
1600214400000 | 224.55 |
1600300800000 | 223.6 |
1600387200000 | 222.37 |
1600646400000 | 215.7 |
1600732800000 | 216.9 |
1600819200000 | 218.7 |
1600905600000 | 217.11 |
1600992000000 | 216.01 |
1601251200000 | 220.72 |
1601337600000 | 220.63 |
1601424000000 | 219.67 |
1601510400000 | 221.74 |
1601596800000 | 221.13 |
1601856000000 | 223.15 |
1601942400000 | 223.23 |
1602028800000 | 224.23 |
1602115200000 | 225.47 |
1602201600000 | 227.39 |
1602460800000 | 229.1 |
1602547200000 | 228.44 |
1602633600000 | 229.13 |
1602720000000 | 224.26 |
1602806400000 | 227.22 |
1603065600000 | 226.53 |
1603152000000 | 225.68 |
1603238400000 | 222.27 |
1603324800000 | 222.09 |
1603411200000 | 222.9 |
1603670400000 | 218.13 |
1603756800000 | 216.77 |
1603843200000 | 210.54 |
1603929600000 | 211.31 |
1604016000000 | 210.25 |
1604275200000 | 214.04 |
1604361600000 | 219.14 |
1604448000000 | 224.81 |
1604534400000 | 228.07 |
1604620800000 | 227.08 |
1604880000000 | 231.59 |
1604966400000 | 231.98 |
1605052800000 | 234.79 |
1605139200000 | 233.88 |
1605225600000 | 233.46 |
1605484800000 | 234.13 |
1605571200000 | 233.86 |
1605657600000 | 234.47 |
1605744000000 | 234.02 |
1605830400000 | 235.7 |
1606089600000 | 234.04 |
1606176000000 | 235.31 |
1606262400000 | 236.48 |
1606348800000 | 237.48 |
1606435200000 | 239.92 |
1606694400000 | 239.07 |
1606780800000 | 239.7 |
1606867200000 | 239.02 |
1606953600000 | 238.46 |
1607040000000 | 239.36 |
1607299200000 | 238.51 |
1607385600000 | 238.65 |
1607472000000 | 239.36 |
1607558400000 | 239.98 |
1607644800000 | 238.76 |
1607904000000 | 240.82 |
1607990400000 | 240.68 |
1608076800000 | 243.9 |
1608163200000 | 244.92 |
1608249600000 | 244.73 |
1608508800000 | 239.32 |
1608595200000 | 242.64 |
1608681600000 | 244.12 |
1608768000000 | 244.46 |
1609113600000 | 247.29 |
1609200000000 | 248.3 |
1609286400000 | 247.89 |
1609372800000 | 246.86 |
1609718400000 | 249.85 |
1609804800000 | 250.05 |
1609891200000 | 252.49 |
1609977600000 | 254.33 |
1610064000000 | 255.65 |
1610323200000 | 253.38 |
1610409600000 | 253.72 |
1610496000000 | 254.35 |
1610582400000 | 256.25 |
1610668800000 | 253.15 |
1610928000000 | 254.66 |
1611014400000 | 253.85 |
1611100800000 | 254.9 |
1611187200000 | 255.98 |
1611273600000 | 254.66 |
1611532800000 | 252.77 |
1611619200000 | 254.38 |
1611705600000 | 248.85 |
1611792000000 | 250.11 |
1611878400000 | 245.86 |
1612137600000 | 249.52 |
1612224000000 | 252.51 |
1612310400000 | 254.55 |
1612396800000 | 255.21 |
1612483200000 | 256.57 |
1612742400000 | 257.33 |
1612828800000 | 257.44 |
1612915200000 | 256.15 |
1613001600000 | 259.27 |
1613088000000 | 261.74 |
1613347200000 | 264.11 |
1613433600000 | 263.72 |
1613520000000 | 260.23 |
1613606400000 | 258.14 |
1613692800000 | 260.2 |
1613952000000 | 256.71 |
1614038400000 | 254.34 |
1614124800000 | 254.34 |
1614211200000 | 253.7 |
1614297600000 | 251.03 |
1614556800000 | 254.82 |
1614643200000 | 254.26 |
1614729600000 | 253.19 |
1614816000000 | 252.17 |
1614902400000 | 250.12 |
1615161600000 | 255.39 |
1615248000000 | 258.3 |
1615334400000 | 259.2799 |
1615420800000 | 262.12 |
1615507200000 | 261.45 |
1615766400000 | 262.17 |
1615852800000 | 264.96 |
1615939200000 | 263.9 |
1616025600000 | 265.24 |
1616112000000 | 263.73 |
1616371200000 | 265 |
1616457600000 | 264.96 |
1616544000000 | 264.46 |
1616630400000 | 264.49 |
1616716800000 | 267.12 |
1616976000000 | 267 |
1617062400000 | 268.69 |
1617148800000 | 269.4 |
1617235200000 | 271.23 |
1617667200000 | 274.11 |
1617753600000 | 273.46 |
1617840000000 | 275.5 |
1617926400000 | 276.57 |
1618185600000 | 275.3399 |
1618272000000 | 277.29 |
1618358400000 | 277.06 |
1618444800000 | 278.32 |
1618531200000 | 280.7 |
1618790400000 | 279.86 |
1618876800000 | 275.54 |
1618963200000 | 276.74 |
1619049600000 | 279.39 |
1619136000000 | 279.68 |
1619395200000 | 279.74 |
1619481600000 | 279.48 |
1619568000000 | 280.93 |
1619654400000 | 280.0299 |
1619740800000 | 278.46 |
1620000000000 | 280.2799 |
1620086400000 | 274.51 |
1620172800000 | 280.3399 |
1620259200000 | 279.8 |
1620345600000 | 282.77 |
1620604800000 | 281.76 |
1620691200000 | 276.12 |
1620777600000 | 274.7799 |
1620864000000 | 275.66 |
1620950400000 | 278.74 |
1621209600000 | 279.37 |
1621296000000 | 280.93 |
1621382400000 | 276.91 |
1621468800000 | 281.65 |
1621555200000 | 283.13 |
1621814400000 | 283.95 |
1621900800000 | 286.1 |
1621987200000 | 286.26 |
1622073600000 | 287.18 |
1622160000000 | 288.74 |
1622419200000 | 287.01 |
1622505600000 | 289.73 |
1622592000000 | 289.79 |
1622678400000 | 290.44 |
1622764800000 | 292.12 |
1623024000000 | 293.46 |
1623110400000 | 293.5299 |
1623196800000 | 293.15 |
1623283200000 | 293.44 |
1623369600000 | 295.26 |
1623628800000 | 296.35 |
1623715200000 | 296.41 |
1623801600000 | 296.29 |
1623888000000 | 296.43 |
1623974400000 | 292.54 |
1624233600000 | 294.29 |
1624320000000 | 295.46 |
1624406400000 | 292.69 |
1624492800000 | 297.23 |
1624579200000 | 297.12 |
1624838400000 | 296.12 |
1624924800000 | 298.79 |
1625011200000 | 295.27 |
1625097600000 | 296.2 |
1625184000000 | 297.13 |
1625443200000 | 297.99 |
1625529600000 | 296.88 |
1625616000000 | 299.87 |
1625702400000 | 293.62 |
1625788800000 | 297.46 |
1626048000000 | 299.89 |
1626134400000 | 300.08 |
1626220800000 | 300.47 |
1626307200000 | 298.33 |
1626393600000 | 296.25 |
1626652800000 | 290.43 |
1626739200000 | 291.7 |
1626825600000 | 296.64 |
1626912000000 | 299.35 |
1626998400000 | 303.86 |
1627257600000 | 304.18 |
1627344000000 | 300.65 |
1627430400000 | 302.41 |
1627516800000 | 303.25 |
1627603200000 | 301.27 |
1627862400000 | 303 |
1627948800000 | 304.43 |
1628035200000 | 306.72 |
1628121600000 | 308.2 |
1628208000000 | 308.32 |
1628467200000 | 308.68 |
1628553600000 | 309.04 |
1628640000000 | 309.43 |
1628726400000 | 310.68 |
1628812800000 | 311.67 |
1629072000000 | 310.16 |
1629158400000 | 310.04 |
1629244800000 | 311.37 |
1629331200000 | 307.44 |
1629417600000 | 309.2 |
1629676800000 | 311.27 |
1629763200000 | 311.12 |
1629849600000 | 311.51 |
1629936000000 | 309.92 |
1630022400000 | 311.48 |
1630281600000 | 312.44 |
1630368000000 | 311.05 |
1630454400000 | 313.14 |
1630540800000 | 314.07 |
1630627200000 | 312.23 |
1630886400000 | 314.48 |
1630972800000 | 314.02 |
1631059200000 | 311.15 |
1631145600000 | 311.99 |
1631232000000 | 311.99 |
1631491200000 | 312.16 |
1631577600000 | 312.7 |
1631664000000 | 310.1 |
1631750400000 | 310.07 |
1631836800000 | 307.31 |
1632096000000 | 300.21 |
1632182400000 | 303.31 |
1632268800000 | 304.5 |
1632355200000 | 307.56 |
1632441600000 | 303.86 |
1632700800000 | 301.56 |
1632787200000 | 295.01 |
1632873600000 | 297.24 |
1632960000000 | 295.61 |
1633046400000 | 292.65 |
1633305600000 | 290.55 |
1633392000000 | 294.79 |
1633478400000 | 290.94 |
1633564800000 | 296.19 |
1633651200000 | 294.97 |
1633910400000 | 294.18 |
1633996800000 | 294.13 |
1634083200000 | 297.64 |
1634169600000 | 301.41 |
1634256000000 | 303.2 |
1634515200000 | 301.85 |
1634601600000 | 302.76 |
1634688000000 | 304.12 |
1634774400000 | 304.48 |
1634860800000 | 306.62 |
1635120000000 | 307.66 |
1635206400000 | 309.85 |
1635292800000 | 309.8399 |
1635379200000 | 311.69 |
1635465600000 | 311.44 |
1635724800000 | 315.01 |
1635811200000 | 316.82 |
1635897600000 | 317.29 |
1635984000000 | 319.55 |
1636070400000 | 317.41 |
1636329600000 | 317.79 |
1636416000000 | 317.46 |
1636502400000 | 316.3399 |
1636588800000 | 318.1 |
1636675200000 | 319.69 |
1636934400000 | 321.37 |
1637020800000 | 321.46 |
1637107200000 | 322.67 |
1637193600000 | 322.23 |
1637280000000 | 321.88 |
1637539200000 | 320.92 |
1637625600000 | 315.18 |
1637712000000 | 314.76 |
1637798400000 | 315.98 |
1637884800000 | 307.74 |
1638144000000 | 308.52 |
1638230400000 | 305.29 |
1638316800000 | 309.94 |
1638403200000 | 303.75 |
1638489600000 | 302.29 |
1638748800000 | 304.48 |
1638835200000 | 314.38 |
1638921600000 | 312.16 |
1639008000000 | 311.42 |
1639094400000 | 310.05 |
1639353600000 | 309.2 |
1639440000000 | 306.69 |
1639526400000 | 308.36 |
1639612800000 | 310.47 |
1639699200000 | 307.1 |
1639958400000 | 304.79 |
1640044800000 | 308.86 |
1640131200000 | 312.2 |
1640217600000 | 314.65 |
1640304000000 | 314.39 |
1640563200000 | 316.18 |
1640649600000 | 318.73 |
1640736000000 | 317.44 |
1640822400000 | 317.8399 |
1640908800000 | 316.93 |
1641168000000 | 318.63 |
1641254400000 | 319.64 |
1641340800000 | 319.43 |
1641427200000 | 314.19 |
1641513600000 | 312.87 |
1641772800000 | 306.89 |
1641859200000 | 309.68 |
1641945600000 | 312.35 |
1642032000000 | 312.23 |
1642118400000 | 308.62 |
1642377600000 | 310.8399 |
1642464000000 | 307.39 |
1642550400000 | 307.45 |
1642636800000 | 308.62 |
1642723200000 | 302.58 |
1642982400000 | 291.41 |
1643068800000 | 292.06 |
1643155200000 | 296.38 |
1643241600000 | 297.3399 |
1643328000000 | 294.18 |
1643587200000 | 297.62 |
1643673600000 | 301.18 |
1643760000000 | 302.97 |
1643846400000 | 297.56 |
1643932800000 | 293.5899 |
1644192000000 | 294.94 |
1644278400000 | 294.76 |
1644364800000 | 299.48 |
1644451200000 | 297.05 |
1644537600000 | 292.8 |
1644796800000 | 285.91 |
1644883200000 | 291.38 |
1644969600000 | 290.8399 |
1645056000000 | 289.41 |
1645142400000 | 286.89 |
1645401600000 | 280.5899 |
1645488000000 | 281.17 |
1645574400000 | 279.24 |
1645660800000 | 269.81 |
1645747200000 | 280.36 |
1646006400000 | 279.3 |
1646092800000 | 269.96 |
1646179200000 | 271.61 |
1646265600000 | 267.79 |
1646352000000 | 257.15 |
1646611200000 | 254.17 |
1646697600000 | 251.67 |
1646784000000 | 269.5299 |
1646870400000 | 261.81 |
1646956800000 | 263.2 |
1647216000000 | 267.91 |
1647302400000 | 268.25 |
1647388800000 | 278.3399 |
1647475200000 | 279.06 |
1647561600000 | 280.95 |
1647820800000 | 280.94 |
1647907200000 | 283.57 |
1647993600000 | 280.72 |
1648080000000 | 279.81 |
1648166400000 | 280.32 |
1648425600000 | 282.11 |
1648512000000 | 288.4 |
1648598400000 | 286.75 |
1648684800000 | 283.67 |
1648771200000 | 284.2 |
1649030400000 | 285.8399 |
1649116800000 | 285.76 |
1649203200000 | 280.79 |
1649289600000 | 280.77 |
1649376000000 | 284.86 |
1649635200000 | 282.95 |
1649721600000 | 282.73 |
1649808000000 | 284.12 |
1649894400000 | 285.97 |
1650326400000 | 283.74 |
1650412800000 | 287.41 |
1650499200000 | 290.26 |
1650585600000 | 284.49 |
1650844800000 | 279.12 |
1650931200000 | 277 |
1651017600000 | 278.5899 |
1651104000000 | 280.88 |
1651190400000 | 282.6 |
1651449600000 | 277.8399 |
1651536000000 | 280.66 |
1651622400000 | 278.04 |
1651708800000 | 276.06 |
1651795200000 | 269.91 |
1652054400000 | 263.31 |
1652140800000 | 265.51 |
1652227200000 | 271.07 |
1652313600000 | 268.19 |
1652400000000 | 274.95 |
1652659200000 | 274.87 |
1652745600000 | 277.54 |
1652832000000 | 273.52 |
1652918400000 | 270.95 |
1653004800000 | 272.42 |
1653264000000 | 276.39 |
1653350400000 | 273.05 |
1653436800000 | 274.64 |
1653523200000 | 277.13 |
1653609600000 | 280.6 |
1653868800000 | 283.43 |
1653955200000 | 281.07 |
1654041600000 | 278.23 |
1654128000000 | 281.19 |
1654214400000 | 280.0299 |
1654473600000 | 282.93 |
1654560000000 | 281.21 |
1654646400000 | 278.74 |
1654732800000 | 274.12 |
1654819200000 | 266 |
1655078400000 | 259.89 |
1655164800000 | 257.73 |
1655251200000 | 261.75 |
1655337600000 | 254.82 |
1655424000000 | 254.8 |
1655683200000 | 257.12 |
1655769600000 | 259.18 |
1655856000000 | 257.2799 |
1655942400000 | 254.53 |
1656028800000 | 261.2799 |
1656288000000 | 261.62 |
1656374400000 | 262.61 |
1656460800000 | 259.5899 |
1656547200000 | 255.57 |
1656633600000 | 254.95 |
1656892800000 | 254.59 |
1656979200000 | 248.91 |
1657065600000 | 252.29 |
1657152000000 | 256.67 |
1657238400000 | 258.02 |
1657497600000 | 256.2799 |
1657584000000 | 257.11 |
1657670400000 | 254.99 |
1657756800000 | 250.3 |
1657843200000 | 254.79 |
1658102400000 | 256.33 |
1658188800000 | 260.68 |
1658275200000 | 260.22 |
1658361600000 | 262.96 |
1658448000000 | 262.51 |
1658707200000 | 263.14 |
1658793600000 | 262.26 |
1658880000000 | 264.14 |
1658966400000 | 267 |
1659052800000 | 271.46 |
1659312000000 | 271.15 |
1659398400000 | 270.26 |
1659484800000 | 272.19 |
1659571200000 | 273.73 |
1659657600000 | 272.44 |
1659916800000 | 273.51 |
1660003200000 | 271.1 |
1660089600000 | 272.87 |
1660176000000 | 273.76 |
1660262400000 | 273.96 |
1660521600000 | 275.5899 |
1660608000000 | 276.43 |
1660694400000 | 274 |
1660780800000 | 274.97 |
1660867200000 | 271.95 |
1661126400000 | 267.31 |
1661212800000 | 266.58 |
1661299200000 | 267.58 |
1661385600000 | 268.94 |
1661472000000 | 264.49 |
1661731200000 | 262.54 |
1661817600000 | 260.87 |
1661904000000 | 259.1 |
1661990400000 | 255.28 |
1662076800000 | 261.3 |
1662336000000 | 257.37 |
1662422400000 | 257.86 |
1662508800000 | 258.1 |
1662595200000 | 258.82 |
1662681600000 | 263.47 |
1662940800000 | 268 |
1663027200000 | 264.36 |
1663113600000 | 262.43 |
1663200000000 | 260.71 |
1663286400000 | 255.98 |
1663545600000 | 256.06 |
1663632000000 | 253.7 |
1663718400000 | 255.5 |
1663804800000 | 250.37 |
1663891200000 | 243.19 |
1664150400000 | 242.46 |
1664236800000 | 242.04 |
1664323200000 | 242.22 |
1664409600000 | 238.75 |
1664496000000 | 242.3 |
1664755200000 | 245.38 |
1664841600000 | 254.15 |
1664928000000 | 251.23 |
1665014400000 | 250.96 |
1665100800000 | 247.33 |
1665360000000 | 246.31 |
1665446400000 | 244.74 |
1665532800000 | 242.47 |
1665619200000 | 244.7 |
1665705600000 | 245.45 |
1665964800000 | 249.69 |
1666051200000 | 251.36 |
1666137600000 | 250.93 |
1666224000000 | 252.84 |
1666310400000 | 250.74 |
1666569600000 | 255.01 |
1666656000000 | 258.68 |
1666742400000 | 259.99 |
1666828800000 | 258.61 |
1666915200000 | 258.14 |
1667174400000 | 258.8 |
1667260800000 | 260.38 |
1667347200000 | 258.49 |
1667433600000 | 256.99 |
1667520000000 | 262.94 |
1667779200000 | 264.16 |
1667865600000 | 266.07 |
1667952000000 | 265.4 |
1668038400000 | 271.68 |
1668124800000 | 272.29 |
1668384000000 | 274.35 |
1668470400000 | 275.44 |
1668556800000 | 272.87 |
1668643200000 | 271.26 |
1668729600000 | 273.62 |
1668988800000 | 272.33 |
1669075200000 | 274.87 |
1669161600000 | 274.83 |
1669248000000 | 276.99 |
1669334400000 | 277.24 |
1669593600000 | 275.15 |
1669680000000 | 274.95 |
1669766400000 | 277.3399 |
1669852800000 | 279.05 |
1669939200000 | 278.62 |
1670198400000 | 276.2799 |
1670284800000 | 275.51 |
1670371200000 | 272.85 |
1670457600000 | 272.71 |
1670544000000 | 275.19 |
1670803200000 | 274.07 |
1670889600000 | 278.12 |
1670976000000 | 278.19 |
1671062400000 | 269.42 |
1671148800000 | 267.14 |
1671408000000 | 267.04 |
1671494400000 | 266.31 |
1671580800000 | 271.0299 |
1671667200000 | 268.43 |
1671753600000 | 268.13 |
1672099200000 | 268.92 |
1672185600000 | 267.74 |
1672272000000 | 270.15 |
1672358400000 | 266.01 |
1672617600000 | 270.56 |
1672704000000 | 271.91 |
1672790400000 | 275.67 |
1672876800000 | 276.33 |
1672963200000 | 279.77 |
1673222400000 | 282.63 |
1673308800000 | 281.33 |
1673395200000 | 284.56 |
1673481600000 | 285.83 |
1673568000000 | 287.57 |
1673827200000 | 288.47 |
1673913600000 | 289.83 |
1674000000000 | 290.83 |
1674086400000 | 285.22 |
1674172800000 | 287.05 |
1674432000000 | 289.45 |
1674518400000 | 289.75 |
1674604800000 | 287.85 |
1674691200000 | 288.96 |
1674777600000 | 289.49 |
1675036800000 | 288.3 |
1675123200000 | 288.55 |
1675209600000 | 288.31 |
1675296000000 | 290.79 |
1675382400000 | 291.58 |
1675641600000 | 288.6 |
1675728000000 | 287.81 |
1675814400000 | 288.64 |
1675900800000 | 290.94 |
1675987200000 | 288.77 |
1676246400000 | 291.08 |
1676332800000 | 292.15 |
1676419200000 | 293.15 |
1676505600000 | 296.04 |
1676592000000 | 294.35 |
1676851200000 | 293.54 |
1676937600000 | 293.23 |
1677024000000 | 291.75 |
1677110400000 | 293.17 |
1677196800000 | 289.63 |
1677456000000 | 293.44 |
1677542400000 | 294.04 |
1677628800000 | 293.3 |
1677715200000 | 293.79 |
1677801600000 | 297.38 |
1678060800000 | 298.91 |
1678147200000 | 296.72 |
1678233600000 | 296.76 |
1678320000000 | 294.88 |
1678406400000 | 291.35 |
1678665600000 | 282.85 |
1678752000000 | 287.83 |
1678838400000 | 277.58 |
1678924800000 | 282.54 |
1679011200000 | 278.97 |
1679270400000 | 281.79 |
1679356800000 | 286.98 |
1679443200000 | 287.48 |
1679529600000 | 287.98 |
1679616000000 | 282.9 |
1679875200000 | 286.23 |
1679961600000 | 287.18 |
1680048000000 | 290.55 |
1680134400000 | 293.54 |
1680220800000 | 295.07 |
1680480000000 | 295.81 |
1680566400000 | 296.16 |
1680652800000 | 295.49 |
1680739200000 | 295.74 |
1681171200000 | 297.46 |
1681257600000 | 295.75 |
1681344000000 | 298.1 |
1681430400000 | 299.41 |
1681689600000 | 298.07 |
1681776000000 | 299.87 |
1681862400000 | 300.38 |
1681948800000 | 299.19 |
1682035200000 | 300.94 |
1682294400000 | 301.36 |
1682380800000 | 298.5299 |
1682467200000 | 297.12 |
1682553600000 | 296.85 |
1682640000000 | 297.2799 |
1682899200000 | 297.2799 |
1682985600000 | 293.5299 |
1683072000000 | 294.69 |
1683158400000 | 292.98 |
1683244800000 | 296.8399 |
1683504000000 | 297.61 |
1683590400000 | 296.93 |
1683676800000 | 295.48 |
1683763200000 | 296.61 |
1683849600000 | 297.81 |
1684108800000 | 297.9 |
1684195200000 | 297.54 |
1684281600000 | 297.2 |
1684368000000 | 300.12 |
1684454400000 | 302.21 |
1684713600000 | 302.63 |
1684800000000 | 300.47 |
1684886400000 | 295.32 |
1684972800000 | 294.79 |
1685059200000 | 297.94 |
1685318400000 | 297.52 |
1685404800000 | 294.94 |
1685491200000 | 290.5299 |
1685577600000 | 293.23 |
1685664000000 | 297.04 |
1685923200000 | 295.64 |
1686009600000 | 297.16 |
1686096000000 | 296.7799 |
1686182400000 | 297.85 |
1686268800000 | 297.11 |
1686528000000 | 299.21 |
1686614400000 | 301.39 |
1686700800000 | 303.23 |
1686787200000 | 302.41 |
1686873600000 | 304.83 |
1687132800000 | 302.45 |
1687219200000 | 301.99 |
1687305600000 | 300.69 |
1687392000000 | 299.6 |
1687478400000 | 297.88 |
1687737600000 | 297.81 |
1687824000000 | 298.45 |
1687910400000 | 301.27 |
1687996800000 | 304.08 |
1688083200000 | 307.96 |
1688342400000 | 307.81 |
1688428800000 | 307.3399 |
1688515200000 | 305.02 |
1688601600000 | 297.19 |
1688688000000 | 298.7 |
1688947200000 | 300.33 |
1689033600000 | 302.37 |
1689120000000 | 307.24 |
1689206400000 | 309.71 |
1689292800000 | 310.26 |
1689552000000 | 308.83 |
1689638400000 | 309.26 |
1689724800000 | 309.21 |
1689811200000 | 309.73 |
1689897600000 | 312.21 |
1690156800000 | 311.56 |
1690243200000 | 311.6 |
1690329600000 | 308.8 |
1690416000000 | 315.82 |
1690502400000 | 315.93 |
1690761600000 | 316.05 |
1690848000000 | 312.79 |
1690934400000 | 308.63 |
1691020800000 | 307.32 |
1691107200000 | 309.2 |
1691366400000 | 309.73 |
1691452800000 | 306.24 |
1691539200000 | 308.16 |
1691625600000 | 313.29 |
1691712000000 | 309.35 |
1691971200000 | 310.31 |
1692057600000 | 307.73 |
1692144000000 | 307.12 |
1692230400000 | 303.91 |
1692316800000 | 303.06 |
1692576000000 | 304.67 |
1692662400000 | 306.21 |
1692748800000 | 306.74 |
1692835200000 | 304.35 |
1692921600000 | 304.91 |
1693180800000 | 308.62 |
1693267200000 | 311.47 |
1693353600000 | 311.44 |
1693440000000 | 309.42 |
1693526400000 | 308.47 |
1693785600000 | 307.91 |
1693872000000 | 307.45 |
1693958400000 | 304.91 |
1694044800000 | 303.15 |
1694131200000 | 304.67 |
1694390400000 | 306.15 |
1694476800000 | 304.12 |
1694563200000 | 303.3 |
1694649600000 | 307.2799 |
1694736000000 | 307.7799 |
1694995200000 | 304.05 |
1695081600000 | 303.87 |
1695168000000 | 306.94 |
1695254400000 | 304.04 |
1695340800000 | 302.16 |
1695600000000 | 299.5 |
1695686400000 | 296.73 |
1695772800000 | 295.8 |
1695859200000 | 297.5299 |
1695945600000 | 298.81 |
1696204800000 | 295.83 |
1696291200000 | 292.66 |
1696377600000 | 292.9 |
1696464000000 | 293.81 |
1696550400000 | 297.2 |
1696809600000 | 294.35 |
1696896000000 | 300.17 |
1696982400000 | 299.21 |
1697068800000 | 298.41 |
1697155200000 | 294.0299 |
1697414400000 | 294.83 |
1697500800000 | 295.23 |
1697587200000 | 292.5 |
1697673600000 | 291.22 |
1697760000000 | 287.0299 |
1698019200000 | 288.45 |
1698105600000 | 290.3 |
1698192000000 | 290.73 |
1698278400000 | 290.45 |
1698364800000 | 288.04 |
1698624000000 | 288.79 |
1698710400000 | 290.87 |
1698796800000 | 293.32 |
1698883200000 | 297.99 |
1698969600000 | 299.76 |
1699228800000 | 298.88 |
1699315200000 | 298.8 |
1699401600000 | 300.77 |
1699488000000 | 303.54 |
1699574400000 | 301.63 |
1699833600000 | 303.89 |
1699920000000 | 307.7 |
1700006400000 | 309.02 |
1700092800000 | 307.51 |
1700179200000 | 310.29 |
1700438400000 | 312.06 |
1700524800000 | 311 |
1700611200000 | 311.68 |
1700697600000 | 312.69 |
1700784000000 | 313.86 |
1701043200000 | 313.32 |
1701129600000 | 312.85 |
1701216000000 | 315.29 |
1701302400000 | 316.27 |
1701388800000 | 318.98 |
1701648000000 | 318.57 |
1701734400000 | 320.63 |
1701820800000 | 321.16 |
1701907200000 | 321 |
1701993600000 | 324.02 |
1702252800000 | 324.7 |
1702339200000 | 324.62 |
1702425600000 | 324.18 |
1702512000000 | 325.0899 |
1702598400000 | 326.06 |
1702857600000 | 324.87 |
1702944000000 | 326.2 |
1703030400000 | 325.26 |
1703116800000 | 324.67 |
1703203200000 | 325.57 |
1703635200000 | 326.1 |
1703721600000 | 325.14 |
1703808000000 | 325.33 |
1704153600000 | 324.61 |
1704240000000 | 320.72 |
1704326400000 | 321.97 |
1704412800000 | 321.45 |
1704672000000 | 322.75 |
1704758400000 | 322.2799 |
1704844800000 | 322.01 |
1704931200000 | 320.42 |
1705017600000 | 322.7 |
1705276800000 | 320.27 |
1705363200000 | 319.54 |
1705449600000 | 318.17 |
1705536000000 | 321.71 |
1705622400000 | 321.48 |
EURO STOXX ESG-X & Ex Nuclear Power Momentum | EURO STOXX | |
---|---|---|
2017 | 16.6975646 | 12.7588749 |
2018 | -10.8477316 | -12.9098612 |
2019 | 25.5996286 | 26.571456 |
2020 | 6.1061066 | 0.2495996 |
2021 | 28.6334178 | 22.8679558 |
2022 | -16.2380673 | -12.4398041 |
2023 | 22.6852024 | 18.8610152 |
2024 | 40.5322101 | 48.4281459 |
Methodology
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. The index is reviewed quarterly.
The EURO STOXX ESG-X & Ex Nuclear Power Single Factor optimization is performed using Axioma's Portfolio Optimization software. This portfolio construction tool includes a Second-Order Cone optimization engine as well as a Branch-and-Bound algorithm for combinatorial problems that has been specialized for financial problems. Risk predictions are made using Axioma's European, Medium-Horizon, Equity Fundamental Factor Risk Model.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH0459297617 | SXEXMMEP | SXEXMMEP INDEX | .SXEXMMEP |
Net Return EUR | CH0459297815 | SXEXMMEN | SXEXMMEN INDEX | .SXEXMMEN |
Gross Return EUR | CH0459297666 | SXEXMMEG | SXEXMMEG INDEX | .SXEXMMEG |
Net Return USD | CH0459297781 | SXEXMMUN | .SXEXMMUN | |
Price USD | CH0459297864 | SXEXMMUP | .SXEXMMUP | |
Gross Return USD | CH0459297633 | SXEXMMUG | .SXEXMMUG |
Quick Facts
Weighting | Optimized |
Cap Factor | 4.5% / 8% / 35% |
No. of components | Variable |
Review frequency | Quarterly |
Calculation/distribution | dayend |
Calculation hours | 18:00:00 18:00:00 |
Base value/base date | 100 as of Mar. 19, 2012 |
History | 100 as of Mar. 19, 2012 |
Inception date | Jan. 30, 2019 |
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet. |
CONTACT DETAILS
- STOXX customer support
- P +41 43 430 7272
- customersupport@stoxx.com
- https://qontigo.com/support/
DISCLAIMER
STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.
BACKTESTED PERFORMANCE
This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.
CUSTOMIZATION
The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.
FACTOR & STRATEGY INDICES
EURO STOXX ESG-X & Ex Nuclear Power Momentum
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
BE SEMICONDUCTOR | Technology | Netherlands | 7.361% |
L'OREAL | Consumer Products and Services | France | 7.311% |
UNICREDIT | Banks | Italy | 6.530% |
UNICREDIT | Banks | Germany | 6.530% |
BEIERSDORF | Personal Care, Drug and Grocery Stores | Germany | 5.193% |
ING GRP | Banks | Netherlands | 4.917% |
LVMH MOET HENNESSY | Consumer Products and Services | France | 4.769% |
SAP | Technology | Germany | 4.229% |
DEUTSCHE POST | Industrial Goods and Services | Germany | 3.463% |
SAINT GOBAIN | Construction and Materials | France | 3.397% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024
CONTACT DETAILS
- STOXX customer support
- P +41 43 430 7272
- customersupport@stoxx.com
- https://stoxx.com/support/
DISCLAIMER
STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.
BACKTESTED PERFORMANCE
This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.
CUSTOMIZATION
The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.