Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility 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
SWJMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213342277
Last Value
286.7
-2.00 (-0.69%)
As of
CETWeek to Week Change
-2.08%
52 Week Change
16.86%
Year to Date Change
11.89%
Daily Low
286.7
Daily High
286.7
52 Week Low
245.08 — 16 Nov 2023
52 Week High
300.66 — 27 Sep 2024
Top 10 Components
Toyota Motor Corp. | JP |
Hitachi Ltd. | JP |
Nintendo Co. Ltd. | JP |
Sumitomo Mitsui Financial Grou | JP |
Japan Tobacco Inc. | JP |
Honda Motor Co. Ltd. | JP |
Shin-Etsu Chemical Co. Ltd. | JP |
Itochu Corp. | JP |
Tokyo Gas Co. Ltd. | JP |
Tokio Marine Holdings Inc. | JP |
Zoom
Low
High
Featured indices
iSTOXX® L&G Global Multi-Factor - USD (Net Return)
$684.28
-2.00
1Y Return
24.77%
1Y Volatility
0.09%
EURO iSTOXX® 50 ESG+ GR Decrement 5% - EUR (Price Return)
€127.11
+0.43
1Y Return
9.83%
1Y Volatility
0.13%
STOXX® Asia/Pacific ESG Leaders 50 - USD (Gross Return)
$227.18
-2.92
1Y Return
14.10%
1Y Volatility
0.16%
STOXX® Global 3000 ESG-X - EUR (Price Return)
€332.91
+0.64
1Y Return
29.81%
1Y Volatility
0.12%
STOXX® Germany Total Market ESG-X - EUR (Price Return)
€193.29
+0.99
1Y Return
16.72%
1Y Volatility
0.12%