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
SXEXVLEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297807
Bloomberg
SXEXVLEP INDEX
Last Value
203.44
-1.82 (-0.89%)
As of
CETWeek to Week Change
-0.24%
52 Week Change
4.89%
Year to Date Change
0.68%
Daily Low
201.08
Daily High
205.84
52 Week Low
193.51 — 21 Nov 2023
52 Week High
221.95 — 15 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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