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Indices

EURO STOXX® ESG-X & Ex Nuclear Power Value

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.

Symbol
SXEXVLEP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0459297807
Bloomberg
SXEXVLEP INDEX
Last Value
206.81 -0.47 (-0.23%)
As of 05:50 pm CET
Week to Week Change
-1.84%
52 Week Change
2.44%
Year to Date Change
2.35%
Daily Low
204.43
Daily High
207.13
52 Week Low
197.385 Aug 2024
52 Week High
221.9515 May 2024

Top 10 Components

L'OREAL FR
SAP DE
DEUTSCHE TELEKOM DE
IBERDROLA ES
BEIERSDORF DE
VEOLIA ENVIRONNEMENT FR
DEUTSCHE POST DE
STELLANTIS IT
MERCK DE
HERMES INTERNATIONAL FR
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