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
SWEMFGHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213340628
Last Value
793.49
-5.25 (-0.66%)
As of
CETWeek to Week Change
-1.61%
52 Week Change
12.65%
Year to Date Change
5.60%
Daily Low
793.49
Daily High
793.49
52 Week Low
704.4 — 8 Nov 2023
52 Week High
839.05 — 6 Jun 2024
Top 10 Components
NOVO NORDISK B | DK |
NOVARTIS | CH |
SAP | DE |
TOTALENERGIES | FR |
INVESTOR B | SE |
DEUTSCHE TELEKOM | DE |
BCO SANTANDER | ES |
ROCHE HLDG P | CH |
ALLIANZ | DE |
INTESA SANPAOLO | IT |
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Low
High
Featured indices
iSTOXX® L&G UK Momentum - GBP (Net Return)
€523.77
-3.38
1Y Return
19.91%
1Y Volatility
0.09%
STOXX® USA 900 ESG-X Ax Size - EUR (Price Return)
€462.04
+7.41
1Y Return
37.95%
1Y Volatility
0.14%
iSTOXX® L&G Developed Europe ex UK Quality - EUR (Net Return)
€462.54
-3.73
1Y Return
15.28%
1Y Volatility
0.11%
STOXX® Developed Markets Total Market Large ESG-X - EUR (Price Return)
€382.46
+3.55
1Y Return
32.59%
1Y Volatility
0.12%
iSTOXX® L&G Global Quality - USD (Net Return)
$682.86
-3.90
1Y Return
31.83%
1Y Volatility
0.10%