Summary
The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, 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
SWEMP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213333631
Last Value
264.84
-1.09 (-0.41%)
As of
CETWeek to Week Change
-0.34%
52 Week Change
17.22%
Year to Date Change
9.22%
Daily Low
264.84
Daily High
264.84
52 Week Low
225.93 — 13 Nov 2023
52 Week High
274.58 — 6 Jun 2024
Top 10 Components
SAP | DE |
NOVO NORDISK B | DK |
DEUTSCHE TELEKOM | DE |
UNICREDIT | IT |
INTESA SANPAOLO | IT |
SAFRAN | FR |
SCHNEIDER ELECTRIC | FR |
NOVARTIS | CH |
ASML HLDG | NL |
ALLIANZ | DE |
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Low
High
Featured indices
iSTOXX® L&G UK Multi-Factor - GBP (Net Return)
€453.39
+4.19
1Y Return
15.88%
1Y Volatility
0.09%
ISS STOXX® US Biodiversity Focus SRI - USD (Net Return)
$157.71
+1.49
1Y Return
34.15%
1Y Volatility
0.12%
iSTOXX® L&G North America Low Volatility - USD (Net Return)
$616.79
+2.57
1Y Return
23.32%
1Y Volatility
0.10%
iSTOXX® Europe ESG Select 30 - EUR (Price Return)
€134.27
-0.30
1Y Return
11.90%
1Y Volatility
0.10%
STOXX® Asia/Pacific ESG Leaders 50 - USD (Gross Return)
$227.18
-2.92
1Y Return
14.10%
1Y Volatility
0.16%