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
SWAMFL
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213338002
Last Value
567.24
+2.96 (+0.52%)
As of
CETWeek to Week Change
0.64%
52 Week Change
26.52%
Year to Date Change
20.06%
Daily Low
567.24
Daily High
567.24
52 Week Low
412.78 — 27 Oct 2023
52 Week High
567.24 — 16 Jul 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
NVIDIA Corp. | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
Berkshire Hathaway Inc. Cl B | US |
META PLATFORMS CLASS A | US |
JPMorgan Chase & Co. | US |
VISA Inc. Cl A | US |
BROADCOM | US |
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Low
High
Featured indices
EURO iSTOXX® Ocean Care 40 Decrement 5%
€1658.54
+3.76
1Y Return
8.51%
1Y Volatility
0.11%
iSTOXX® L&G UK Momentum
€511.31
-0.13
1Y Return
23.69%
1Y Volatility
0.10%
iSTOXX® L&G UK Multi-Factor ESG
€448.94
-3.93
1Y Return
18.15%
1Y Volatility
0.10%
STOXX® Japan 600 ESG Broad Market
€221.74
-2.55
1Y Return
16.61%
1Y Volatility
0.16%
iSTOXX® L&G Global Momentum
$742.15
-10.02
1Y Return
26.70%
1Y Volatility
0.10%