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
SWPMGHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213334688
Last Value
1,346.51
+5.48 (+0.41%)
As of
CETWeek to Week Change
1.26%
52 Week Change
21.17%
Year to Date Change
14.07%
Daily Low
1346.51
Daily High
1346.51
52 Week Low
1077.72 — 5 Dec 2023
52 Week High
1346.51 — 18 Nov 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
National Australia Bank Ltd. | AU |
Westpac Banking Corp. | AU |
XIAOMI | HK |
Wesfarmers Ltd. | AU |
Goodman Group | AU |
ANZ GROUP | AU |
Oversea-Chinese Banking Corp. | SG |
BHP GROUP LTD. | AU |
DBS Group Holdings Ltd. | SG |
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Low
High
Featured indices
iSTOXX® L&G North America Momentum - USD (Net Return)
$1020.62
+0.91
1Y Return
39.75%
1Y Volatility
0.14%
STOXX® North America ESG-X Select Dividend 40 - EUR (Price Return)
€257.6
+3.06
1Y Return
34.89%
1Y Volatility
0.13%
STOXX® Developed Markets Total Market Large ESG-X - EUR (Price Return)
€381.35
-0.49
1Y Return
29.88%
1Y Volatility
0.12%
STOXX® USA 500 Paris-Aligned Benchmark - EUR (Price Return)
€266.43
+1.96
1Y Return
30.89%
1Y Volatility
0.14%
STOXX® Japan 600 ESG-X Ax Momentum - EUR (Price Return)
€282.74
+1.80
1Y Return
24.79%
1Y Volatility
0.26%