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Indices

EURO STOXX® ESG-X & Ex Nuclear Power Quality

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-fac

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Symbol
SXEXQLEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297724
Bloomberg
SXEXQLEG INDEX
Last Value
334.08 -0.30 (-0.09%)
As of 05:50 pm CET
Week to Week Change
-1.91%
52 Week Change
7.43%
Year to Date Change
7.69%
Daily Low
330.1
Daily High
334.65
52 Week Low
306.0417 Jan 2024
52 Week High
348.1320 May 2024

Top 10 Components

SAP DE
L'OREAL FR
HERMES INTERNATIONAL FR
BEIERSDORF DE
SCHNEIDER ELECTRIC FR
ERSTE GROUP BANK AT
BCO BILBAO VIZCAYA ARGENTARIA ES
HENKEL PREF DE
DEUTSCHE POST DE
MERCK DE
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