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
SXEXMMEN
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297815
Bloomberg
SXEXMMEN INDEX
Last Value
355.54
-2.58 (-0.72%)
As of
CETWeek to Week Change
-0.09%
52 Week Change
15.05%
Year to Date Change
9.53%
Daily Low
354.6
Daily High
357.27
52 Week Low
307.51 — 16 Nov 2023
52 Week High
369.73 — 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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