Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Risk 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
22:15-22:15 CET
ISIN
CH1213340677
Last Value
496.74
+3.29 (+0.67%)
As of
CETWeek to Week Change
2.60%
52 Week Change
15.96%
Year to Date Change
10.98%
Daily Low
496.74
Daily High
496.74
52 Week Low
404.35 — 27 Oct 2023
52 Week High
496.74 — 10 May 2024
Top 10 Components
NOVO NORDISK B | DK |
NOVARTIS | CH |
TOTALENERGIES | FR |
SAP | DE |
STELLANTIS | IT |
AIR LIQUIDE | FR |
BMW | DE |
DEUTSCHE TELEKOM | DE |
NESTLE | CH |
SIEMENS | DE |
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Low
High
Featured indices
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-5.97
1Y Return
21.34%
1Y Volatility
0.13%
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€212.67
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1Y Return
20.80%
1Y Volatility
0.12%
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1Y Return
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1Y Volatility
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iSTOXX® US ESG 100 Decrement 50
€1214.63
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1Y Return
—
1Y Volatility
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iSTOXX® L&G Emerging Markets Quality
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1Y Return
17.30%
1Y Volatility
0.11%