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
22:15-22:15 CET
ISIN
CH1213333631
Last Value
267.17
-3.13 (-1.16%)
As of
CETWeek to Week Change
-1.11%
52 Week Change
17.49%
Year to Date Change
10.18%
Daily Low
267.17
Daily High
267.17
52 Week Low
216.59 — 27 Oct 2023
52 Week High
274.58 — 6 Jun 2024
Top 10 Components
NOVO NORDISK B | DK |
SAP | DE |
ASML HLDG | NL |
NOVARTIS | CH |
SAFRAN | FR |
UNICREDIT | IT |
AIR LIQUIDE | FR |
ALLIANZ | DE |
Industria de Diseno Textil SA | ES |
SCHNEIDER ELECTRIC | FR |
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Low
High
Featured indices
iSTOXX® Global ESG Eurozone Leg Equal Weight
€2192.05
-3.88
1Y Return
13.78%
1Y Volatility
0.10%
STOXX® USA Low Carbon Diversification Select 50
$723.37
+7.91
1Y Return
7.30%
1Y Volatility
0.11%
STOXX® USA 900 ESG-X Ax Low Risk
€380.26
-2.01
1Y Return
19.97%
1Y Volatility
0.10%
EURO STOXX® ESG-X & Ex Nuclear Power Momentum
€398.13
-2.16
1Y Return
19.06%
1Y Volatility
0.11%
EURO STOXX® Banks ESG-X
€120.55
+0.78
1Y Return
31.03%
1Y Volatility
0.16%