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
SXEXMMEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297666
Bloomberg
SXEXMMEG INDEX
Last Value
387.53
+3.38 (+0.88%)
As of
CETWeek to Week Change
-0.84%
52 Week Change
15.90%
Year to Date Change
10.18%
Daily Low
383.66
Daily High
388.25
52 Week Low
310.93 — 20 Oct 2023
52 Week High
403.16 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
BE SEMICONDUCTOR | NL |
L'OREAL | FR |
ING GRP | NL |
BEIERSDORF | DE |
SAP | DE |
SCHNEIDER ELECTRIC | FR |
LVMH MOET HENNESSY | FR |
SAINT GOBAIN | FR |
ASM INTERNATIONAL | NL |
Zoom
Low
High
Featured indices
EURO STOXX 50®
€4862.5
+51.22
1Y Return
9.33%
1Y Volatility
0.12%
DAX
€18417.55
+118.83
1Y Return
14.17%
1Y Volatility
0.11%
MDAX
€25105.3
+154.16
1Y Return
-11.21%
1Y Volatility
0.15%
SDAX
€14139.62
+107.36
1Y Return
3.44%
1Y Volatility
0.16%
TecDAX
€2442.45
+23.51
1Y Return
1.53%
1Y Volatility
0.15%