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
SWAMFGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213339265
Last Value
777.62
-2.90 (-0.37%)
As of CET
Week to Week Change
0.65%
52 Week Change
34.29%
Year to Date Change
33.34%
Daily Low
777.62
Daily High
777.62
52 Week Low
575.59 — 20 Dec 2023
52 Week High
783.5599 — 11 Dec 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| JPMorgan Chase & Co. | US |
| NVIDIA Corp. | US |
| META PLATFORMS CLASS A | US |
| ALPHABET INC. CL A | US |
| ALPHABET CLASS C | US |
| AT&T Inc. | US |
| VISA Inc. Cl A | US |
| CHUBB | US |
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Low
High
Featured indices
iSTOXX® APG World Multi-Factor Responsible - EUR (Price Return)
€145.1
+0.45
1Y Return
23.65%
1Y Volatility
0.12%
iSTOXX® APG Emerging Markets-X - EUR (Price Return)
€146.33
-0.74
1Y Return
13.11%
1Y Volatility
0.13%
DAX ESG Target - EUR (Net Return)
€2888.72
-10.78
1Y Return
18.85%
1Y Volatility
0.12%
iSTOXX® L&G Japan Momentum - USD (Net Return)
$363.9
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1Y Return
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1Y Volatility
0.25%
iSTOXX® L&G Japan Quality - USD (Net Return)
$309.35
+0.94
1Y Return
5.41%
1Y Volatility
0.23%