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Indices

EURO STOXX® ESG-X & Ex Nuclear Power Value

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
SXEXVLUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297799
Last Value
235.23 -1.23 (-0.52%)
As of 05:50 pm CET
Week to Week Change
-3.52%
52 Week Change
25.39%
Year to Date Change
9.50%
Daily Low
245.06
Daily High
245.06
52 Week Low
170.95 — 29 Sep 2022
52 Week High
253.99 — 28 Jul 2023
Data
Factsheet

Top 10 Components

L'OREAL Consumer Products and Services FR
VEOLIA ENVIRONNEMENT Utilities FR
STELLANTIS Automobiles and Parts IT
SAP Technology DE
DEUTSCHE POST Industrial Goods and Services DE
BEIERSDORF Personal Care, Drug and Grocery Stores DE
SANOFI Health Care FR
DEUTSCHE TELEKOM Telecommunications DE
MERCK Health Care DE
TELEFONICA Telecommunications ES
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High

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