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
SXEXVLUP
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297641
Last Value
172.56
-2.63 (-1.50%)
As of
CETWeek to Week Change
-2.39%
52 Week Change
9.04%
Year to Date Change
0.10%
Daily Low
172.56
Daily High
172.56
52 Week Low
156.61 — 10 Nov 2023
52 Week High
187.8899 — 20 May 2024
Top 10 Components
L'OREAL | FR |
SAP | DE |
IBERDROLA | ES |
DEUTSCHE TELEKOM | DE |
BEIERSDORF | DE |
VEOLIA ENVIRONNEMENT | FR |
DEUTSCHE POST | DE |
STELLANTIS | IT |
MERCK | DE |
UCB | BE |
Zoom
Low
High
Featured indices
EURO STOXX 50® - EUR (Price Return)
€4789.98
-9.89
1Y Return
10.00%
1Y Volatility
0.13%
DAX - EUR (Total Return)
€19342.44
-62.76
1Y Return
21.14%
1Y Volatility
0.12%
MDAX - EUR (Total Return)
€26469.47
+289.27
1Y Return
1.36%
1Y Volatility
0.14%
SDAX - EUR (Total Return)
€13387.55
-122.86
1Y Return
2.75%
1Y Volatility
0.16%
TecDAX - EUR (Price Return)
€2485.3
-9.83
1Y Return
6.81%
1Y Volatility
0.14%