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
SXEXMMUG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297633
Last Value
334.89
+1.80 (+0.54%)
As of
CETWeek to Week Change
2.91%
52 Week Change
18.79%
Year to Date Change
11.94%
Daily Low
334.89
Daily High
334.89
52 Week Low
255.88 — 20 Oct 2023
52 Week High
339.63 — 6 Jun 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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