Euronext launches new AEX® ESG Index

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  • AEX® ESG Index is live today and available to index users
  • New index identifies the 25 companies within the AEX® and AMX® indices demonstrating best Environmental, Social and Governance (ESG) practices
  • 4th ESG Index alternative for national blue-chip indices, following successful launch of CAC 40 ESG® Index (France), MIB® ESG Index (Italy) and OBX® ESG Index (Norway)

 

Amsterdam, Brussels, Dublin, Lisbon, Milan, Oslo and Paris – 12 May 2022 – Euronext today announced the launch of the new AEX® ESG Index, which is now live and available to index users.

This index identifies the 25 companies that demonstrate the best Environmental, Social and Governance (ESG) practices from the 50 constituents of the AEX® and AMX® indices. The launch of this sustainable index follows the successful launch of the French CAC 40® ESG Index, the Italian MIB® ESG Index and the Norwegian OBX® ESG Index. In launching this new suite of ESG indices, Euronext is responding to the growing demand for sustainable investment tools from investors and the wider market. ESG assessment of companies is provided by Morningstar Sustainalytics, a leading global provider of ESG research, ratings, and data.

The AEX® ESG index is designed to facilitate the adoption of mainstream ESG investment approaches by institutional and private investors:

  • It reflects a relative ranking for the 25 “Best-in-Class” companies based on ESG Risk Rating criteria assessed by Sustainalytics.
  • It incorporates negative screening and norm-based exclusion filters applied in accordance with the UN Global Compact Principles 1.
  • Its methodology will evolve to integrate new EU regulations and standards as they emerge.
  • The composition of the index is revised quarterly under supervision of the independent scientific committee of the AEX® family.
  • The index methodology is developed in line with the principles of the CAC40® ESG, MIB® ESG and OBX® ESG indices.

The index selection is based on a starting universe of the 50 companies that make up of the AEX® and AMX® indices. From this universe, exclusions are caried out based on Sustainalytics data, and the 25 best scoring companies on ESG Risk rating are selected.

Euronext will offer price return, net return and gross return versions of the index.

The index will follow the same review schedule as the AEX® Family. The ext index review for the AEX® ESG will be in June 2022.

The full details on the composition and methodology for the AEX® ESG can be found at: https://live.euronext.com/product/indices/NLESG0000014-XAMS/market-information 

Index Names and ISIN Codes

Index name

ISIN Code

Base date

Base value

Publication since

AEX ESG

NLESG0000014

31-12-2009

335.33

12-05-2022

AEX ESG NR

NLESG0000022

31-12-2009

335.33

12-05-2022

AEX ESG GR

NLESG0000030

31-12-2009

335.33

12-05-2022

 

AEX ESG Composition (NLESG0000014)

Name

ISIN Code

MIC

ACCELL GROUP

NL0009767532

XAMS

ADYEN

NL0012969182

XAMS

AEGON

NL0000303709

XAMS

AKZO NOBEL

NL0013267909

XAMS

ARCADIS

NL0006237562

XAMS

ASM INTERNATIONAL

NL0000334118

XAMS

ASML HOLDING

NL0010273215

XAMS

ASR NEDERLAND

NL0011872643

XAMS

BE SEMICONDUCTOR

NL0012866412

XAMS

CTP

NL00150006R6

XAMS

FAGRON

BE0003874915

XBRU

HEINEKEN

NL0000009165

XAMS

IMCD

NL0010801007

XAMS

KPN KON

NL0000009082

XAMS

NN GROUP

NL0010773842

XAMS

POSTNL

NL0009739416

XAMS

PROSUS

NL0013654783

XAMS

RANDSTAD NV

NL0000379121

XAMS

RELX

GB00B2B0DG97

XAMS

SBM OFFSHORE

NL0000360618

XAMS

SIGNIFY NV

NL0011821392

XAMS

UMG

NL0015000IY2

XAMS

UNIBAIL-RODAMCO-WE

FR0013326246

XAMS

WDP

BE0974349814

XBRU

WOLTERS KLUWER

NL0000395903

XAMS

 

Notes to Editors:

1 The UN Global Compact principles lay out companies’ fundamental responsibilities in the areas of human rights, labour, environment and anti-corruption. Euronext has endorsed these principles and contributed to the UN Global Compact Sustainable Oceans Business Group, formalising the UN Blue Bond principles.

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About Euronext 
Euronext is the leading pan-European market infrastructure, connecting European economies to global capital markets, to accelerate innovation and sustainable growth. It operates regulated exchanges in Belgium, France, Ireland, Italy, the Netherlands, Norway and Portugal. With close to 2,000 listed issuers and around €6.6 trillion in market capitalisation as of end March 2022, it has an unmatched blue-chip franchise and a strong diverse domestic and international client base. Euronext operates regulated and transparent equity and derivatives markets, one of Europe’s leading electronic fixed income trading markets and is the largest centre for debt and funds listings in the world. Its total product offering includes Equities, FX, Exchange Traded Funds, Warrants & Certificates, Bonds, Derivatives, Commodities and Indices. The Group provides a multi-asset clearing house through Euronext Clearing, and custody and settlement services through Euronext Securities central securities depositories in Denmark, Italy, Norway and Portugal. Euronext also leverages its expertise in running markets by providing technology and managed services to third parties. In addition to its main regulated market, it also operates a number of junior markets, simplifying access to listing for SMEs.  
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