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
315.89
+1.68 (+0.53%)
As of
CETWeek to Week Change
-1.31%
52 Week Change
9.24%
Year to Date Change
4.48%
Daily Low
312.01
Daily High
316.1
52 Week Low
289.18 — 21 Nov 2023
52 Week High
339.66 — 20 May 2024
Top 10 Components
L'OREAL | FR |
SAP | DE |
IBERDROLA | ES |
DEUTSCHE TELEKOM | DE |
VEOLIA ENVIRONNEMENT | FR |
BEIERSDORF | DE |
DEUTSCHE POST | DE |
STELLANTIS | IT |
MERCK | DE |
UNICREDIT | IT |
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