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 ID
BBG00N55MKQ5
Last Value
318.51
-0.41 (-0.13%)
As of CET
Week to Week Change
0.88%
52 Week Change
13.51%
Year to Date Change
10.14%
Daily Low
317.63
Daily High
318.82
52 Week Low
265.97 — 27 Oct 2023
52 Week High
318.92 — 16 May 2024
Top 10 Components
| L'OREAL | FR |
| SAP | DE |
| STELLANTIS | IT |
| KONE B | FI |
| BANK OF IRELAND GROUP | IE |
| SANOFI | FR |
| HERMES INTERNATIONAL | FR |
| GRP SOCIETE GENERALE | FR |
| AHOLD DELHAIZE | NL |
| ORANGE | FR |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$359.96
-1.03
1Y Return
53.48%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1658.59
+0.25
1Y Return
15.30%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€233.45
-0.55
1Y Return
14.99%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€509.59836
-0.99
1Y Return
17.59%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$615.96
-0.37
1Y Return
6.28%
1Y Volatility
0.08%