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
SXEXMMEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297666
Bloomberg
SXEXMMEG INDEX
Last Value
383.8
-3.02 (-0.78%)
As of
CETWeek to Week Change
-0.35%
52 Week Change
13.52%
Year to Date Change
9.12%
Daily Low
378.79
Daily High
387.84
52 Week Low
336.93 — 21 Nov 2023
52 Week High
403.16 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
SAP | DE |
L'OREAL | FR |
ING GRP | NL |
SCHNEIDER ELECTRIC | FR |
BEIERSDORF | DE |
SAINT GOBAIN | FR |
DEUTSCHE TELEKOM | DE |
UCB | BE |
LVMH MOET HENNESSY | FR |
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