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
SWAMFP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213339240
Last Value
452.21
-0.12 (-0.03%)
As of
CETWeek to Week Change
0.44%
52 Week Change
25.80%
Year to Date Change
18.68%
Daily Low
452.21
Daily High
452.21
52 Week Low
344.36 — 27 Oct 2023
52 Week High
454.21 — 26 Jun 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 |
Zoom
Low
High
Featured indices
STOXX® North America Industry Neutral ESG 150
$451.61
+4.00
1Y Return
34.97%
1Y Volatility
0.14%
DAX 50 ESG+
€1262.76
+14.04
1Y Return
12.76%
1Y Volatility
0.11%
ISS STOXX® US ESG Climbers Industry Adjusted
$1477.72
+13.09
1Y Return
—
1Y Volatility
—
EURO STOXX® Sustainability
€310
-1.83
1Y Return
13.67%
1Y Volatility
0.11%
MDAX ESG+
€1025.99
+5.67
1Y Return
-8.19%
1Y Volatility
0.15%