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
SXEXMMUN
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297781
Last Value
277.15
+3.84 (+1.40%)
As of
CETWeek to Week Change
2.56%
52 Week Change
14.41%
Year to Date Change
1.01%
Daily Low
277.15
Daily High
277.15
52 Week Low
225.86 — 15 Mar 2023
52 Week High
279.7 — 27 Dec 2023
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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