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
SWPMFR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213341931
Last Value
707.03
-5.11 (-0.72%)
As of
CETWeek to Week Change
1.16%
52 Week Change
12.28%
Year to Date Change
6.47%
Daily Low
707.03
Daily High
707.03
52 Week Low
599.33 — 23 Oct 2023
52 Week High
712.14 — 15 Jul 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
BHP GROUP LTD. | AU |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
DBS Group Holdings Ltd. | SG |
Goodman Group | AU |
WOODSIDE ENERGY GROUP | AU |
Aristocrat Leisure Ltd. | AU |
ANZ GROUP | AU |
United Overseas Bank Ltd. | SG |
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Low
High
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