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
398.13
-2.16 (-0.54%)
As of
CETWeek to Week Change
1.00%
52 Week Change
19.06%
Year to Date Change
13.19%
Daily Low
396.86
Daily High
399.39
52 Week Low
310.93 — 20 Oct 2023
52 Week High
403.16 — 12 Jul 2024
Top 10 Components
BE SEMICONDUCTOR | NL |
UNICREDIT | IT |
L'OREAL | FR |
ING GRP | NL |
BEIERSDORF | DE |
SAP | DE |
SCHNEIDER ELECTRIC | FR |
LVMH MOET HENNESSY | FR |
ASM INTERNATIONAL | NL |
SAINT GOBAIN | FR |
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