Summary
The EURO iSTOXX ESG-X & Ex Nuclear Power Multi Factor Index is 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 diversify across the factors of Profitability, Earnings Yield, Leverage, Value and Low Volatility (accomplished through the minimum variance objective), with the weighting determined by a multi-factor optimization process.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
IXEXMFEN
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297658
Bloomberg
IXEXMFEN INDEX
Last Value
305.73
-3.26 (-1.06%)
As of CET
Week to Week Change
-2.00%
52 Week Change
6.04%
Year to Date Change
5.72%
Daily Low
305.17
Daily High
307.23
52 Week Low
284.13 — 17 Jan 2024
52 Week High
319.24 — 20 May 2024
Top 10 Components
| SAP | DE |
| L'OREAL | FR |
| SANOFI | FR |
| KONE B | FI |
| AHOLD DELHAIZE | NL |
| HERMES INTERNATIONAL | FR |
| ORANGE | FR |
| GRP SOCIETE GENERALE | FR |
| UNIPOL GRUPPO | IT |
| IBERDROLA | ES |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$394.31
+5.52
1Y Return
28.11%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1783.47
-6.42
1Y Return
16.10%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€231.96
-0.70
1Y Return
9.95%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€439.49622
-1.32
1Y Return
-4.35%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$638.48
+0.55
1Y Return
11.42%
1Y Volatility
0.08%