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
SWJMP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213336808
Last Value
233.94
+2.37 (+1.02%)
As of
CETWeek to Week Change
1.72%
52 Week Change
24.99%
Year to Date Change
17.91%
Daily Low
233.94
Daily High
233.94
52 Week Low
183.03 — 21 Aug 2023
52 Week High
234.48 — 11 Jul 2024
Top 10 Components
Toyota Motor Corp. | JP |
Hitachi Ltd. | JP |
Mitsubishi UFJ Financial Group | JP |
Nintendo Co. Ltd. | JP |
Mitsubishi Corp. | JP |
Disco Corp. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Itochu Corp. | JP |
Sumitomo Mitsui Financial Grou | JP |
SOFTBANK | JP |
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Low
High
Featured indices
iSTOXX® L&G North America Multi-Factor ESG
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+3.42
1Y Return
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1Y Volatility
0.11%
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1Y Return
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1Y Volatility
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iSTOXX® Transatlantic ESG 100
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1Y Return
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1Y Volatility
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1Y Volatility
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EURO iSTOXX® 50 ESG+ GR Decrement 5%
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1Y Return
12.05%
1Y Volatility
0.12%