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
SXEXVLEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297773
Bloomberg
SXEXVLEG INDEX
Last Value
328
-0.44 (-0.13%)
As of
CETWeek to Week Change
-0.20%
52 Week Change
13.17%
Year to Date Change
8.48%
Daily Low
326.36
Daily High
329.2
52 Week Low
268.26 — 27 Oct 2023
52 Week High
339.66 — 20 May 2024
Top 10 Components
L'OREAL | FR |
SAP | DE |
STELLANTIS | IT |
DEUTSCHE POST | DE |
BEIERSDORF | DE |
VEOLIA ENVIRONNEMENT | FR |
MERCK | DE |
SANOFI | FR |
IBERDROLA | ES |
ANHEUSER-BUSCH INBEV | BE |
Zoom
Low
High
Featured indices
EURO STOXX 50®
€4884.43
-7.03
1Y Return
11.78%
1Y Volatility
0.12%
DAX
€18398.43
-38.87
1Y Return
14.10%
1Y Volatility
0.11%
MDAX
€25580.76
+48.79
1Y Return
-8.86%
1Y Volatility
0.15%
SDAX
€14470.33
-36.40
1Y Return
6.16%
1Y Volatility
0.16%
TecDAX
€2458.53
+4.90
1Y Return
3.40%
1Y Volatility
0.15%