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
SWAMFL
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213338002
Last Value
586.01
-0.90 (-0.15%)
As of CET
Week to Week Change
-0.83%
52 Week Change
29.51%
Year to Date Change
24.03%
Daily Low
586.01
Daily High
586.01
52 Week Low
452.47 — 21 Nov 2023
52 Week High
594.23 — 8 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 |
| Qualcomm Inc. | US |
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Low
High
Featured indices
iSTOXX® L&G North America Value - USD (Net Return)
$718.15
+0.38
1Y Return
32.71%
1Y Volatility
0.12%
STOXX® Global ESG Governance Leaders Diversification Select 30 EUR - EUR (Gross Return)
€590.09
+1.00
1Y Return
23.12%
1Y Volatility
0.09%
iSTOXX® US Family Owned ESG Company - USD (Price Return)
$114.15
-1.26
1Y Return
22.28%
1Y Volatility
0.13%
iSTOXX® Transatlantic ESG 100 GR Decrement 50 - EUR (Price Return)
€1278.74
-6.81
1Y Return
22.30%
1Y Volatility
0.14%
STOXX® North America Industry Neutral ESG - USD (Gross Return)
$467.06
-0.14
1Y Return
32.68%
1Y Volatility
0.12%