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-fac
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Details
Symbol
SXEXQLUP
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297856
Last Value
157.13
-1.39 (-0.88%)
As of CET
Week to Week Change
0.17%
52 Week Change
19.63%
Year to Date Change
7.83%
Daily Low
160.33
Daily High
160.33
52 Week Low
116.37 — 27 Sep 2022
52 Week High
169.53 — 14 Jul 2023
Top 10 Components
| L'OREAL | Consumer Products and Services | FR |
| BEIERSDORF | Personal Care, Drug and Grocery Stores | DE |
| BCO BILBAO VIZCAYA ARGENTARIA | Banks | ES |
| SAP | Technology | DE |
| ENGIE | Utilities | FR |
| DEUTSCHE POST | Industrial Goods and Services | DE |
| HERMES INTERNATIONAL | Consumer Products and Services | FR |
| HENKEL PREF | Consumer Products and Services | DE |
| SANOFI | Health Care | FR |
| Industria de Diseno Textil SA | Retail | ES |
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Low
High
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€277.72
+0.19
1Y Return
13.06%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
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1Y Return
5.69%
1Y Volatility
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STOXX® Global 1800 Ax Momentum
$273.85
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1Y Volatility
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STOXX® Global 1800 ESG-X Ax Momentum
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1Y Volatility
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STOXX® Europe 600 Ax Size
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1Y Return
12.03%
1Y Volatility
0.15%