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
SWAMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213339257
Last Value
686.05
+5.31 (+0.78%)
As of
CETWeek to Week Change
5.03%
52 Week Change
36.41%
Year to Date Change
29.12%
Daily Low
686.05
Daily High
686.05
52 Week Low
498.9 — 9 Nov 2023
52 Week High
686.05 — 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 |
Zoom
Low
High
Featured indices
STOXX® Europe 600 ESG+ - EUR (Price Return)
€137.3
-0.84
1Y Return
14.06%
1Y Volatility
0.10%
iSTOXX® L&G Emerging Markets Value - USD (Net Return)
$865.08
-5.33
1Y Return
27.56%
1Y Volatility
0.14%
STOXX® Global ESG Environmental Leaders Diversification Select 30 EUR - EUR (Gross Return)
€554.09
+5.06
1Y Return
22.90%
1Y Volatility
0.08%
STOXX® USA Low Carbon 50 - USD (Gross Return)
$565.93
+4.60
1Y Return
31.48%
1Y Volatility
0.11%
STOXX® Europe Total Market ESG-X - EUR (Price Return)
€187.86
-1.05
1Y Return
13.92%
1Y Volatility
0.10%