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
766.4
+4.50 (+0.59%)
As of
CETWeek to Week Change
1.14%
52 Week Change
35.88%
Year to Date Change
31.42%
Daily Low
766.4
Daily High
766.4
52 Week Low
556.33 — 29 Nov 2023
52 Week High
766.4 — 21 Nov 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
JPMorgan Chase & Co. | 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 |
Zoom
Low
High
Featured indices
STOXX® China A 900 Large ESG - CNY (Gross Return)
€142.01
+0.57
1Y Return
15.65%
1Y Volatility
0.19%
STOXX® Global ESG Social Leaders Select 30 EUR - EUR (Gross Return)
€378.61
-1.02
1Y Return
22.16%
1Y Volatility
0.10%
MDAX ESG+ - EUR (Total Return)
€1042.71
-1.45
1Y Return
-1.91%
1Y Volatility
0.14%
EURO STOXX® ESG Target TE - EUR (Price Return)
€195.64
-1.65
1Y Return
9.30%
1Y Volatility
0.12%
STOXX® USA 900 ESG Target TE - EUR (Price Return)
€534.48
+4.85
1Y Return
36.03%
1Y Volatility
0.14%