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
SWAMFP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213339240
Last Value
494.41
+2.81 (+0.57%)
As of
CETWeek to Week Change
1.09%
52 Week Change
33.95%
Year to Date Change
29.75%
Daily Low
494.41
Daily High
494.41
52 Week Low
364.01 — 29 Nov 2023
52 Week High
494.41 — 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
DAX 50 ESG+ - EUR (Price Return)
€1260.05
+5.40
1Y Return
14.35%
1Y Volatility
0.12%
DAX ESG Screened - EUR (Price Return)
€1283.86
-10.49
1Y Return
14.70%
1Y Volatility
0.12%
EURO iSTOXX® Ocean Care 40 NR Decrement 3.5% - EUR (Price Return)
€1964.78
-7.05
1Y Return
10.11%
1Y Volatility
0.12%
STOXX® Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco - USD (Gross Return)
$365.75
+1.28
1Y Return
24.60%
1Y Volatility
0.11%
iSTOXX® US Family Owned ESG Company - USD (Price Return)
$114.15
-1.26
1Y Return
22.28%
1Y Volatility
0.13%