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
SXEXVLUP
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297641
Last Value
160.76
+0.76 (+0.48%)
As of CET
Week to Week Change
0.31%
52 Week Change
19.64%
Year to Date Change
6.64%
Daily Low
158.94
Daily High
158.94
52 Week Low
120.26 — 29 Sep 2022
52 Week High
172.82 — 28 Jul 2023
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 |
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Low
High
Featured indices
STOXX® International Equity Factor
€280.4
-0.22
1Y Return
9.07%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€574.24
+1.64
1Y Return
5.97%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$274.65
-4.06
1Y Return
13.37%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%