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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Details
Symbol
SXEXQLEG
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297724
Bloomberg
SXEXQLEG INDEX
Last Value
331.32
+1.67 (+0.51%)
As of
CETWeek to Week Change
0.69%
52 Week Change
12.83%
Year to Date Change
6.80%
Daily Low
329.75
Daily High
331.85
52 Week Low
274.67 — 27 Oct 2023
52 Week High
348.13 — 20 May 2024
Top 10 Components
SAP | DE |
L'OREAL | FR |
BEIERSDORF | DE |
HERMES INTERNATIONAL | FR |
BCO BILBAO VIZCAYA ARGENTARIA | ES |
MERCK | DE |
DEUTSCHE POST | DE |
SCHNEIDER ELECTRIC | FR |
SANOFI | FR |
HENKEL PREF | DE |
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