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
SXEXMMEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297617
Bloomberg
SXEXMMEP INDEX
Last Value
273.31
+0.87 (+0.32%)
As of
CETWeek to Week Change
0.06%
52 Week Change
17.81%
Year to Date Change
10.08%
Daily Low
272.5
Daily High
273.75
52 Week Low
219.79 — 20 Oct 2023
52 Week High
275.9 — 7 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 |
Zoom
Low
High
Featured indices
EURO STOXX 50®
€4905.26
+13.80
1Y Return
12.26%
1Y Volatility
0.12%
DAX
€18488.67
+51.37
1Y Return
14.65%
1Y Volatility
0.11%
MDAX
€25605.59
+73.62
1Y Return
-8.77%
1Y Volatility
0.15%
SDAX
€14520.36
+13.63
1Y Return
6.52%
1Y Volatility
0.16%
TecDAX
€2458.53
+4.90
1Y Return
3.40%
1Y Volatility
0.15%