Summary
Note: Dissemination of the index is suspended.
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
Top 10 Components
L'OREAL | FR |
SAP | DE |
DEUTSCHE TELEKOM | DE |
BEIERSDORF | DE |
IBERDROLA | ES |
DEUTSCHE POST | DE |
VEOLIA ENVIRONNEMENT | FR |
STELLANTIS | IT |
TOTALENERGIES | FR |
MERCK | DE |