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
SXEXMMUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297633
Last Value
282.71
-3.81 (-1.33%)
As of CET
Week to Week Change
2.26%
52 Week Change
33.38%
Year to Date Change
17.08%
Daily Low
264.65
Daily High
264.65
52 Week Low
194.6 — 27 Sep 2022
52 Week High
293.55 — 14 Jul 2023
Top 10 Components
| L'OREAL | Consumer Products and Services | FR |
| BE SEMICONDUCTOR | Technology | NL |
| ING GRP | Banks | NL |
| LVMH MOET HENNESSY | Consumer Products and Services | FR |
| UNICREDIT | Banks | IT |
| DEUTSCHE POST | Industrial Goods and Services | DE |
| MERCK | Health Care | DE |
| KPN | Telecommunications | NL |
| SAP | Technology | DE |
| SAINT GOBAIN | Construction and Materials | FR |
Zoom
Low
High
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