Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SWEMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213340677
Last Value
484.67
-1.92 (-0.39%)
As of
CETWeek to Week Change
-0.02%
52 Week Change
13.16%
Year to Date Change
8.28%
Daily Low
484.67
Daily High
484.67
52 Week Low
427.65 — 21 Nov 2023
52 Week High
505.85 — 2 Sep 2024
Top 10 Components
NOVO NORDISK B | DK |
NOVARTIS | CH |
SAP | DE |
TOTALENERGIES | FR |
INVESTOR B | SE |
DEUTSCHE TELEKOM | DE |
BCO SANTANDER | ES |
ROCHE HLDG P | CH |
ALLIANZ | DE |
INTESA SANPAOLO | IT |
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Low
High
Featured indices
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$710.69
+2.39
1Y Return
26.90%
1Y Volatility
0.10%
STOXX® Europe 600 Banks ESG-X - EUR (Price Return)
€133.38
-0.07
1Y Return
27.95%
1Y Volatility
0.16%
EURO STOXX® Banks ESG-X - EUR (Price Return)
€119.65
-0.56
1Y Return
25.24%
1Y Volatility
0.18%
EURO iSTOXX® 50 ESG NR Decrement 4% - EUR (Price Return)
€170.9
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1Y Return
11.00%
1Y Volatility
0.13%
EURO STOXX® ESG-X Select Dividend 30 - EUR (Price Return)
€106.59
+0.31
1Y Return
7.18%
1Y Volatility
0.12%