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
267.45
-0.13 (-0.05%)
As of
CETWeek to Week Change
-1.48%
52 Week Change
7.69%
Year to Date Change
7.72%
Daily Low
264.16
Daily High
268.08
52 Week Low
243.24 — 17 Jan 2024
52 Week High
276.22 — 12 Jul 2024
Top 10 Components
UNICREDIT | IT |
SAP | DE |
L'OREAL | FR |
SCHNEIDER ELECTRIC | FR |
ING GRP | NL |
BEIERSDORF | DE |
SAINT GOBAIN | FR |
UCB | BE |
DEUTSCHE TELEKOM | DE |
LVMH MOET HENNESSY | FR |
Zoom
Low
High
Featured indices
EURO STOXX 50® - EUR (Price Return)
€4862.28
-16.72
1Y Return
7.54%
1Y Volatility
0.14%
DAX - EUR (Total Return)
€19884.75
-85.11
1Y Return
19.03%
1Y Volatility
0.12%
MDAX - EUR (Total Return)
€25549.77
+121.41
1Y Return
-5.17%
1Y Volatility
0.14%
SDAX - EUR (Total Return)
€13528.84
-62.78
1Y Return
-1.96%
1Y Volatility
0.15%
TecDAX - EUR (Price Return)
€2501.46
-13.95
1Y Return
1.16%
1Y Volatility
0.14%